西南财经大学何勤英老师、杜在超老师的课件
杜在超老师:
主要教学与研究领域:计量经济学,金融计量,时间序列
教育经历:美国印第安那大学经济学博士,2010
Working Papers
“Nonparametric Bootstrap Tests for Independence of Generalized Errors”
“A Simple Portmanteau Test for Conditional Goodness-of-Fit”, with Juan Carlos Escanciano, 2009
“A Nonparametric Distribution-Free Test for Serial Independence of Errors,” with Juan Carlos Escanciano, 2008
Work in Progress
“A Nonparametric Test for Structural Change in Conditional Distribution,” with Juan Carlos Escanciano
“An Empirical Study on Pessimistic Portfolio Choice”
“Another Look at the Empirical Performance of Equity Premium Prediction”
何勤英老师:主要教学与研究领域:统计理论及其应用,计量经济学
教育经历:美国俄亥俄州立大学统计学博士,2007
Q. He and H. N. Nagaraja (2011). Correlation Estimation in the Downton's Bivariate Exponential Distribution Using Incomplete Samples. Journal of Statistical Computation and Simulation, forthcoming.
Y. Liu, Y. Wu and Q. He (2010). Utility-based weighted multicategory robust Support Vector Machines. Statistics and Its Interface, Accepted.
Q. He and H. N. Nagaraja (2009). Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples. Communications in Statistics: Theory and Methods, 38(12): 2003-2015.
Q. He and H. N. Nagaraja (2009). Distribution of Concomitants of Order Statistics and Their Order Statistics. Journal of Statistical Planning and Inference, 139(8): 2643-2655.
何勤英, 黄枫 (2008): 契合理论与实际的计量经济学----评
Econometric Analysis of Cross Section and Panel Data.《经济评论》,第3期, 156-157页。