商务统计与经济计量系
副教授
yundong.tu@gsm.pku.edu.cn
简介:
涂云东，北京大学光华管理学院商务统计与经济计量系和北京大学统计科学中心联席副教授，研究员。2004年获武汉大学数学与统计学院信息与计算科学专业学士学位，2006年获武汉大学经济与管理学院数量经济学专业硕士学位，2012年获美国加州大学河滨分校经济学博士学位，同年6月加入北大光华。曾获世界计量经济学会（Econometric Society），加州计量经济学会议等学术组织提供的青年学者研究资助以及Phi Beta Kappa International Scholarship Award。学术论文发表在Journal of Econometrics， Econometric Reviews, Journal of Business and Economic Statistics，Statistica Sinica等国际一流专业杂志。理论研究领域涵盖非参数/半参数计量经济模型，模型选择和模型平均，网络数据建模，金融计量，信息计量经济学，模型设定检验等；应用研究包含宏观经济预测，价格指数建模，网络数据分析，股票市场预测，生产率建模等。

研究领域:
金融计量理论,理论计量经济学,应用计量经济学
职业经历:
2008.6-2012.6， 加州大学河滨分校经济系助教
研究成果:
Publication
·         [1] Richard Arnott and Yundong Tu (2010). “Shopper City,” in Industrial Organization, Trade, and Social Interaction: Essays in Honour of B. Curtis Eaton, edited by G. K. Dow, A. Eckert, and D. S. West, Chap. 5, pp. 84-111, 2010, University of Toronto Press.
·         [2] Tae-Hwy Lee, Yundong Tu and Aman Ullah (2014). “Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting,” Journal of Econometrics, 182(1), 196-210, September 2014.
·         [3] Tae-Hwy Lee, Yundong Tu and Aman Ullah (2015). “Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints,” Journal of Business and Economic Statistics, 33:3, 393-402, July 2015.
·         [4] Liangjun Su, Yundogn Tu and Aman Ullah (2015). “Testing Additive Separability of Error Term in Nonparametric Structural Models,” Econometric Reviews, 34:6-10, 1056-1087, December 2015.
·         [5] Shuo Li and Yundong Tu (2016). “On Estimating Nonparametric Multiplicative Error Models,” Economics Letters, 143, 66-68, June 2016.
·         [6] Song Xi Chen, Lihua Lei and Yundong Tu (2016). “Functional Coefficient Moving Average Model with Applications to Forecasting Chinese CPI,” Statistica Sinica, 26, 1649-1672, October 2016.
·         [7] Shuo Li and Yundong Tu (2016). “Root-n Consistent Density Estimation in Semiparametric Regression Models,” Computational Statistics and Data Analysis, 104, 91-109, December 2016.
·         [8] Ying Wang, Yundong Tu and Song Xi Chen (2016). “Improving Inflation Prediction with the Quantity Theory,” Economics Letters, 149, 112-115, December 2016.
·         [9] Yundong Tu and Yanping Yi (2017). “Forecasting Cointegrated Nonstationary Time Series with Time-varying Variance,” Journal of Econometrics, 196(1), 83-98, January 2017.
·         [10] Yundong Tu (2017). “Efficient Nonparametric Estimation in Simultaneous Equation Models,” forthcoming in Communications in Statistics - Theory and Methods.
·         [11] Jing Zhou, Yundong Tu, Yuxin Chen and Hansheng Wang (2017). “Estimating Social Intercorrelation with Sampled Network Data,” forthcoming in Journal of Business and Economic Statistics.
Grants
·         Entropy-based Info-metrics: Theory and Applications, 2013-2015, 985 Project, Peking University, Principal investigator
·         Theory and Practice of Information-theoretic Econometrics（信息计量经济学的理论和应用）, 2014-2016, National Natural Science Foundation of China ** , Principal investigator
·         The Modeling and Dynamics of Inflation, 2012-2013, 2014-2015, National Bureau of Statistics, Contributor
·         Economic Uncertainty, Corporate Financing and Investing Decisions, and Economic Consequences （经济不确定性、企业投融资行为及经济后果研究）, 2015-2018, National Natural Science Foundation of China **, Contributor
·         Big Data Based Management Decision Models and Algorithms (大数据驱动的管理决策模型和算法), 2016-2020, National Natural Science Foundation of China **, Contributor
·         High-Dimensional Nonlinear Factor Analysis: Theory and Application (高维非线性模型中的因子分析：理论和应用), 2017-2020, National Natural Science Foundation of China ** , Principal investigator          
 
Honors and Awards
·         Chancellor’s Distinguished Fellow, University of California, Riverside, 2007- 2012
·         Edward J. Blakely Center for Sustainable Suburban Development Research Funding, 2008-2010
·         Support for Young Economists, Econometric Society, Tokyo University, 2009
·         Conference Travel Grant, GSA, University of California, Riverside, 2009- 2011
·         Conference Travel Grant, Department of Economics, University of California, Riverside, 2009- 2011
·         Outstanding Teaching Assistant Award, University of California, Riverside, 2009-2010
·         California Econometrics ConferenceSupport for Young Economists, Econometric Society, Korea University, 2011
·         Phi Beta Kappa International Scholarship Award, Alpha Association, 2011
·         California Econometrics Conference Travel Grant, University of Southern California, 2011
·         Support for Young Economists, Society for Nonlinear Dynamics and Econometrics, Istanbul Bilgi University, Turkey 2012
Organized Conference
·         Inaugural Meeting of Young Econometricians in Asia-Pacific (YEAP2015) Regions, January 15-16, 2015, Peking University, Beijing, China
·         2015 Cross-Straight Dialogue II: Economic and Environmental Analysis, May 11, Peking University
·         2016 Conference on High Dimensional Statistical Modelling and Analysis in the Age of Big Data, May 17-18, Peking University
Referee
·        Annals of Statistics
·        China Finance Review International
·        Econometric Reviews
·        Empirical Economics
·        Journal of Business and Economic Statistics
·        Journal of Econometrics
·        Journal of Quantitative Economics         
·        Studies in Nonlinear Dynamics and Econometrics