朱家祥 博士
职位：
副院长，教授
最高学历：
美国加州大学（圣地亚哥）经济学博士
研究领域：
计量经济学理论，时间序列分析


办公电话：
86-755-2603-2933
办公室：
732
Email：
cchu@phbs.pku.edu.cn

简介
科研
教学
研究领域：
计量经济学理论,时间序列分析
教育背景：
1980 台湾东吴大学经济学学士
1990 美国加州大学（圣地亚哥）经济学博士
工作经验：
1990-1998，美国南加州大学经济系助教授
1997-2000，Econometrician, NeuralNet R&D Associates.
2001-2006，台湾大学经济学院，教授
2006-2015，北京大学经济研究中心，教授
发表论文：
(1) Chu, C.S. J. and Halbert White (1992): "A Direct Test for Changing Trend",Journal of Business and Economics Statistics 10, 289?299.
(2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699?720.
(3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241?266.
(4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1?28.
(5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617.
(6) Chu,C.S.J., M. Stinchcombe and H. White (1996), "Monitoring Structural Change", Econometrica 64, 1045-1066.
(7) Chu,C.S.J. (1997), "Multiple Hypothesis Test for Parameter Constancy based on Recursive Residuals", Econometric Reviews 16, 353-360
(8) Levin, A., C.F. Lin and C.S. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24
(9) Chia-Shang J. Chu and Hsinmin Lu (2006),"Random Walk Hypothesis in Exchange Rate Reconsidered,” Journal of Forecasting, Vol. 25, Iss. 4; p. 27
(10) C.S. Chu, L Lu, <http://scholar.google.com/citations?user=CUVwkUUAAAAJ&hl=zh-TW&oi=sra> Z Shi (2009), “Pitfalls in Market Timing Test.” Economic Letters 103(3), 123-126.
(11) C. Chou, C.S.J. Chu (2010), “Testing independence of two autocorrelated binary time series.” <http://www.sciencedirect.com/science/journal/**> Statistics & Probability Letters 80(1), 69-75.
(12) C. Chou, C.S.J. Chu (2011), “ <http://www.sciencedirect.com/science/article/pii/S0**0073> Market timing: recent development and a new test.” Economic Letters 111(2), 105-109.
计量经济学,时间序列分析,计量专题