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中南财经政法大学统计与数学学院导师教师师资介绍简介-董朝华

本站小编 Free考研考试/2021-07-24



姓名:董朝华
性别:男

籍贯:山西
民族:汉

出生年月:
Email:dchaohua@zuel.edu.cn

所在系:数学与数量经济系
教研室:

是否博导:是
是否硕导:是

职称:教授
现任职务:


社会职务:
国际期刊Cogent Mathematics and Statistics编辑,Journal of Econometrics, Econometric Theory, Econometric Reviews, Annals of Statistics, Journal of Business and Economic Statistics等期刊匿名评审员
讲授课程:
非参数计量经济学(博士)、计量经济学前沿选讲(硕士)、数理统计学、概率论与数理统计学(本科)
研究方向:
高维计量理论、非参数与半参数方法、非平稳时间序列和面板数据模型、微观计量应用
个人简历(教育背景、工作经历等)
2018年11月—至今:中南财经政法大学 统计与数学学院 教授 博导
2015年11月—2018年11月:西南财经大学经济学院 教授、博导
2012年1月—2015年8月:澳大利亚莫纳什大学(Monash University)计量经济与商业统计系 博士后研究员
2008年7月—2011年12月:澳大利亚阿德莱德大学(The University of Adelaide)经济学院博士在读

项目基金
项目主持人,国家自然科学基金面上项目2021-2024,题目:几类经典计量经济学模型的高维理论与应用。项目批准号**
项目主持人,国家自然科学基金面上项目2017-2020,题目:具有平稳性,非平稳性和时间趋势的非参数面板数据模型:理论和应用。项目批准号**
项目参与者,国家自然科学基金青年项目2017-2019,题目:财政政策的短视行为与央行独立性研究:理论与应用。项目批准号**
项目参与者,国家自然科学基金项目“延迟退休年龄的社会经济效应评估与制度设计:理论模型、政策模拟与断点反事实分析”(**)

近期科研发表
A weighted sieve estimator for nonparametric time series models with nonstationary variables, Journal of Econometrics, 2020, forthcoming. SCI/SSCI (国际A+类期刊)
汇率预测的“米斯和戈洛夫之谜”破解----来自非参数方法的回答,系统工程理论与实践,2020,40,1495-1508,第二作者,SSCI
Varying-coefficient panel data models with nonstationarity and partially observed factor structure, Journal of Business & Economic Statistics, 2020 ,https://doi.org/10.1080/**.2020.**, SCI/SSCI (国际B类期刊)
The impact of the number of sellers on quantal response equilibrium predictions in Bertrand oligopoly,Journal of Economics & Management Strategy,withR. Bayer and H. Wu,28,787-793,2019,SSCI(国际A类期刊)
Series estimation for single-index models under constraints,Australian and New Zealand Journal of Statistics, with J. Gao and B. Peng,61,299-335,2019,SSCI(国际B类期刊)
Additive nonparametric models with time variable and both stationary and nonstationary regressors,Journal of Econometrics, 207, 212-236, 2018,with O. Linton,SSCI/SCI(国际A+类期刊)
Estimation in a semiparametric panel data model with nonstationarity, with Jiti Gao and Bin Peng,Econometric Reviews2019,38,961-977(国际B类期刊)
Specification testing for nonlinear multivariate cointegrating Regressions, with Jiti Gao, Dag Tjostheim and Jiying Yin,Journal of Econometrics, 200, 104-117, 2017.(国际A+类期刊)
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity, with Jiti Gao,Econometric Theory, 2018,34,754-789.(国 际B类期刊)
Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, with Jiti Gao. Econometric Reviews 2019, 38, 125-150.(国际B类期刊)
Estimation for single-index and partially linear single-index nonstationary time series models, with Jiti Gao and Dag Jostheim, Annals of Statistics, 44,425-453,2016.(国际A类期刊)
Semiparametric single-index panel data models with cross-sectional dependence, with Jiti Gao and Bin Peng,Journal of Econometrics, 188, 301-312, 2015.(国 际A+类 期 刊)
Solving replication problems in a complete market by orthogonal series expansion, with Jiti Gao,North American Journal of Economics and Finance, 25, 306-317, 2013.(国际B类期刊)
Semiparametric penalty function method in partially linear model selection, with Jiti Gao and Howell Tong,Statistica Sinica, 17, 99-114, 2007.(国际B类期刊)

著作
金融数学:衍生证券定价原理,中国科学技术出版社,2006,独著
会议与演讲
第四届中国计量经济****论坛,2020年12月,上海
第十二届世界计量经济学大会(ESWC),2020年8月,意大利米兰(线上会议),12thWorld Congress of the Econometric Society, the University of Bocconi
剑桥大学经济学院,2019年10月
Integrating time series and its asymptotics(协整时间序列及其极限理论),上海市计量经济与统计前沿理论与应用,2019年7月
Sieve Method in Econometrics,山东大学经济研究院,暑期课程,2019年7月
首届华中地区计量经济学会议,中南财经政法大学,2019年3月
Sieve Method in Econometrics,上海社会科学院,2019年1月
The fifth China Meeting of Econometric Society(Fudan), Shanghai, June 2018
Ecosta2017,香港科技大学,2017年6月
Seta2017,北京大学光华管理学院,2017年6月
Sieve Method in Econometrics,北京大学光华管理学院,2017年4月
The Third China Meeting of Econometric Society, Chengdu, China, Jun 2016
Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual Meeting (ASC-IMS2014), Sydney, Jul 2014
Guest Lecture, Department of Mathematics, The University of Bergen, Bergen, Norway, Nov 2014
Symposium Econometric Theory and Application (SETA2013), Seoul, Jul 2013
The Econometric Society Australian Meeting (ESAM2011), Adelaide, Jul 2011
Symposium Econometric Theory and Application (SETA2011), Melbourne, Apr 2011
The Australia Conference of Economists (ACE2009), Adelaide, Oct 2009

荣誉与奖励
第十二届湖北省社会科学优秀成果奖二等奖,2020年10月
剑桥大学访问资助Visting scholar, Faculty of Economics, University of Cambridge, Sep-Oct, 2019
莫纳什大学访问资助Visiting Fund, Monash University, Australia, November, 2016.
莫纳什大学访问资助Visiting Fund, Monash University, Australia, January, 2016.
挪威卑尔根大学访问资助Travel Expense of Visiting Scholar, The University of Bergen, Norway, Nov, 2014.
阿德莱德大学优秀博士论文The University Doctoral Research Medal 2012, the University of Adelaide.
澳大利亚政法奖学金(EIPRS)Endeavor International Postgraduate Research Scholarship (2008-2011). This is established by Australian government to bestow excellent PhD applicants to Australian universities all over the world.
阿德莱德大学奖学金The University of Adelaide Scholarship (2008-2011).








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