Songnian CHEN
陳松年
PhD in Economics
Princeton University, 1994

Chair Professor
Department of Economics

MPhil and PhD Programs Coordinator (Economics)



(852) 2358 7602
snchen@ust.hk
Room LSK6007
Personal Web

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ORCID
0000-0002-6285-9756

Scopus ID
7410255138




Research Interest Publications Projects Teaching Assignment RPG Supervision Space used




Research Interest

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Econometrics



Publications

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All Years 40 2022 0 2021 1 2020 3 2019 2 2018 4 2017 1 2016 29

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Expand All Collapse All


2021 1

Moment Estimation for Censored Quantile Regression
Econometric Reviews, v. 40, (9), October 2021, p. 815-829
Wang, Qian; Chen, Songnian Article

2020 3

√n-prediction of generalized heteroscedastic transformation regression models
Journal of Econometrics, v. 215, (2), April 2020, p. 305-340
Chen, Songnian; Zhang, Hanghui Article
Semiparametric estimation of a censored regression model with endogeneity
Journal of Econometrics, v. 215, (1), March 2020, p. 239-256
Chen, Songnian; Wang, Qian Article
Semiparametric estimation of generalized transformation panel data models with nonstationary error
Econometrics Journal, v. 23, (3), September 2020, p. 386-402
Wang, Xi; Chen, Songnian Article

2019 2

Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on "Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors"
Econometrica, v. 87, (5), September 2019, p. 1781-1785
Chen, Songnian; Khan, Shakeeb; Tang, Xun Article
Quantile Regression for Duration Models With Time-varying Regressors
Journal of Econometrics, v. 209, (1), March 2019, p. 1-17
Chen, Songnian Article

2018 4

Nonparametric Identification and Estimation of Sample Selection Models Under Symmetry
JOURNAL OF ECONOMETRICS, v. 202, (2), February 2018, p. 148-160
Chen, Songnian; Zhou, Yahong; Ji, Yuanyuan Article
Nonparametric Identification and Estimation of Truncated Regression Models With Heteroskedasticity
Econometric Theory, v. 34, (3), June 2018, p. 543-573
Chen, Songnian; Lu, Xun; Zhou, Xianbo; Zhou, Yahong Article
Semiparametric estimation of panel data models without monotonicity or separability
Journal of Econometrics, v. 206, (2), October 2018, p. 515-530
Chen, Songnian; Wang, Xi Article
Sequential estimation of censored quantile regression models
Journal of Econometrics, v. 207, (1), November 2018, p. 30-52
Chen, Songnian Article

2017 1

Root-N Consistent Estimation of A Panel Data Binary Response Model with Unknown Correlated Random Effects
Journal of Business and Economic Statistics, v. 35, (4), October 2017, p. 559-571
Chen, Songnian; Si jichun; Zhang, hanghui; Zhou yahong Article

2016 1

Informational Content of Special Regressors in Heteroskedastic Binary Response Models
Journal of Econometrics, v. 193, (1), July 2016, p. 162-182
Chen, Songnian; Khan, Shakeeb; Tang, Xun Article

2015 1

Binary quantile regression with local polynomial smoothing
Journal of Econometrics, v. 189, (1), November 2015, p. 24-40
Chen, Songnian; Zhang, Hanghui Article

2012 3

Distribution-free estimation of the box-cox regression model with censoring
Econometric theory, v. 28, (3), 2012, p. 680-695
Chen, S. Article
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
Econometric theory, v. 28, (3), June 2012, p. 696-703
Chen, Songnian; Hsiao, Cheng; Wang, Liqun Article
Semiparametric estimation of a truncated regression model
Journal of econometrics, v. 167, (2), April 2012, p. 297-304
Chen, Songnian; Zhou, Xianbo Article

2011 1

Semiparametric estimation of a bivariate Tobit model
Journal of econometrics, v. 165, (2), 2011, p. 266-274
Chen, S.; Zhou, X. Article

2010 5

An integrated maximum score estimator for a generalized censored quantile regression model
Journal of econometrics, v. 155, (1), 2010, MAR, p. 90-98
Chen, Songnian Article
Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
Journal of econometrics, v. 157, (1), July 2010, p. 3-5
Chen, Songnian; Li, Qi Article
Non-Parametric Identification and Estimation of Truncated Regression Models
REVIEW OF ECONOMIC STUDIES, v. 77, (1), 2010, JAN, p. 127-153
Chen, Songnian Article
Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
Journal of econometrics, v. 159, (1), 2010, p. 222-234
Chen, S. Article
Semiparametric and nonparametric estimation of sample selection models under symmetry
Journal of econometrics, v. 157, (1), 2010, JUL, p. 143-150
Chen, Songnian; Zhou, Yahong Article

2008 1

Semiparametric Estimation of Nonstationary Censored Panel Data Models with Time Varying Factor Loads
Econometric Theory, v. 24, (5), 2008, Oct, p. 1149-1173
Chen, Songnian; Khan, Shakeeb Article

2007 2

Estimating a generalized correlation coefficient for a generalized bivariate probit model
Journal of econometrics, v. 141, (2), 2007, DEC, p. 1100-1114
Chen, Songnian; Zhou, Yahong Article
Local partial likelihood estimation in proportional hazards regression
The Annals of Statistics, v. 35, (2), 2007, APR, p. 888-916
Chen, Songnian; Zhou, Lingzhi Article

2005 2

Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells
Journal of American Statistical Association, Vol. 100, Number 469, 212-211, 2005
Chen, Songnian; Dahl, Gordon; Khan, Shakeeb Article
Nonparametric identification and estimation of a censored location-scale regression model
Journal of the American Statistical Association, v. 100, (469), 2005, MAR, p. 212-221
Chen, SN; Dahl, GB; Khan, S. Article

2003 2

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Journal of econometrics, v. 117, (2), 2003, DEC, p. 245-278
Chen, SN; Khan, S. Article
Semiparametric estimation of a heteroskedastic sample selection model
Econometric theory, v. 19, (6), 2003, December, p. 1040-1064
Chen, Songnian; Khan, Shakeeb Article

2002 1

Rank estimation of transformation models
Econometrica, v. 70, (4), 2002, p. 1683-1697
Chen, S. Article

2001 1

Semiparametric estimation of a partially linear censored regression model
Econometric theory, v. 17, (3), 2001, JUN, p. 567-590
Chen, SN; Khan, S. Article

2000 4

Efficient estimation of binary choice models under symmetry
Journal of econometrics, v. 96, (1), 2000, MAY, p. 183-199
Chen, SN Article
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Journal of econometrics, v. 98, (2), 2000, OCT, p. 283-316
Chen, SN; Khan, SK Article
Rank estimation of a location parameter in the binary choice model
Journal of econometrics, v. 98, (2), 2000, OCT, p. 317-334
Chen, SN Article
Simple resampling methods for censored regression quantiles
Journal of econometrics, v. 99, (2), 2000, DEC, p. 373-386
Bilias, Y.; Chen, SN; Ying, ZL Article

1999 2

Distribution-free estimation of the random coefficient dummy endogenous variable model
Journal of econometrics, v. 91, (1), 1999, JUL, p. 171-199
Chen, SN Article
Semiparametric estimation of a location parameter in the binary choice model
Econometric theory, v. 15, (1), 1999, FEB, p. 79-98
Chen, SN Article

1998 1

Efficient semiparametric scoring estimation of sample selection models
Econometric theory, v. 14, (4), August, 1998, p. 423-462
Chen, SN; Lee, LF Article

1997 1

Semiparametric estimation of the type-3 Tobit model
Journal of econometrics, v. 80, (1), 1997, SEP, p. 1-34
Chen, SN Article

1996 1

Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
Economics letters, v. 50, (2), 1996, FEB, p. 161-167
Chen, SN Article


Expand All Collapse All


Article 1

Moment Estimation for Censored Quantile Regression
Econometric Reviews, v. 40, (9), October 2021, p. 815-829
Wang, Qian; Chen, Songnian


Expand All Collapse All


Article 3

√n-prediction of generalized heteroscedastic transformation regression models
Journal of Econometrics, v. 215, (2), April 2020, p. 305-340
Chen, Songnian; Zhang, Hanghui
Semiparametric estimation of a censored regression model with endogeneity
Journal of Econometrics, v. 215, (1), March 2020, p. 239-256
Chen, Songnian; Wang, Qian
Semiparametric estimation of generalized transformation panel data models with nonstationary error
Econometrics Journal, v. 23, (3), September 2020, p. 386-402
Wang, Xi; Chen, Songnian


Expand All Collapse All


Article 2

Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on "Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors"
Econometrica, v. 87, (5), September 2019, p. 1781-1785
Chen, Songnian; Khan, Shakeeb; Tang, Xun
Quantile Regression for Duration Models With Time-varying Regressors
Journal of Econometrics, v. 209, (1), March 2019, p. 1-17
Chen, Songnian


Expand All Collapse All


Article 4

Nonparametric Identification and Estimation of Sample Selection Models Under Symmetry
JOURNAL OF ECONOMETRICS, v. 202, (2), February 2018, p. 148-160
Chen, Songnian; Zhou, Yahong; Ji, Yuanyuan
Nonparametric Identification and Estimation of Truncated Regression Models With Heteroskedasticity
Econometric Theory, v. 34, (3), June 2018, p. 543-573
Chen, Songnian; Lu, Xun; Zhou, Xianbo; Zhou, Yahong
Semiparametric estimation of panel data models without monotonicity or separability
Journal of Econometrics, v. 206, (2), October 2018, p. 515-530
Chen, Songnian; Wang, Xi
Sequential estimation of censored quantile regression models
Journal of Econometrics, v. 207, (1), November 2018, p. 30-52
Chen, Songnian


Expand All Collapse All


Article 1

Root-N Consistent Estimation of A Panel Data Binary Response Model with Unknown Correlated Random Effects
Journal of Business and Economic Statistics, v. 35, (4), October 2017, p. 559-571
Chen, Songnian; Si jichun; Zhang, hanghui; Zhou yahong


Expand All Collapse All


Article 1

Informational Content of Special Regressors in Heteroskedastic Binary Response Models
Journal of Econometrics, v. 193, (1), July 2016, p. 162-182
Chen, Songnian; Khan, Shakeeb; Tang, Xun


Expand All Collapse All


Article 1

Binary quantile regression with local polynomial smoothing
Journal of Econometrics, v. 189, (1), November 2015, p. 24-40
Chen, Songnian; Zhang, Hanghui


Expand All Collapse All


Article 3

Distribution-free estimation of the box-cox regression model with censoring
Econometric theory, v. 28, (3), 2012, p. 680-695
Chen, S.
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
Econometric theory, v. 28, (3), June 2012, p. 696-703
Chen, Songnian; Hsiao, Cheng; Wang, Liqun
Semiparametric estimation of a truncated regression model
Journal of econometrics, v. 167, (2), April 2012, p. 297-304
Chen, Songnian; Zhou, Xianbo


Expand All Collapse All


Article 1

Semiparametric estimation of a bivariate Tobit model
Journal of econometrics, v. 165, (2), 2011, p. 266-274
Chen, S.; Zhou, X.


Expand All Collapse All


Article 5

An integrated maximum score estimator for a generalized censored quantile regression model
Journal of econometrics, v. 155, (1), 2010, MAR, p. 90-98
Chen, Songnian
Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
Journal of econometrics, v. 157, (1), July 2010, p. 3-5
Chen, Songnian; Li, Qi
Non-Parametric Identification and Estimation of Truncated Regression Models
REVIEW OF ECONOMIC STUDIES, v. 77, (1), 2010, JAN, p. 127-153
Chen, Songnian
Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
Journal of econometrics, v. 159, (1), 2010, p. 222-234
Chen, S.
Semiparametric and nonparametric estimation of sample selection models under symmetry
Journal of econometrics, v. 157, (1), 2010, JUL, p. 143-150
Chen, Songnian; Zhou, Yahong


Expand All Collapse All


Article 1

Semiparametric Estimation of Nonstationary Censored Panel Data Models with Time Varying Factor Loads
Econometric Theory, v. 24, (5), 2008, Oct, p. 1149-1173
Chen, Songnian; Khan, Shakeeb


Expand All Collapse All


Article 2

Estimating a generalized correlation coefficient for a generalized bivariate probit model
Journal of econometrics, v. 141, (2), 2007, DEC, p. 1100-1114
Chen, Songnian; Zhou, Yahong
Local partial likelihood estimation in proportional hazards regression
The Annals of Statistics, v. 35, (2), 2007, APR, p. 888-916
Chen, Songnian; Zhou, Lingzhi


Expand All Collapse All


Article 2

Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells
Journal of American Statistical Association, Vol. 100, Number 469, 212-211, 2005
Chen, Songnian; Dahl, Gordon; Khan, Shakeeb
Nonparametric identification and estimation of a censored location-scale regression model
Journal of the American Statistical Association, v. 100, (469), 2005, MAR, p. 212-221
Chen, SN; Dahl, GB; Khan, S.


Expand All Collapse All


Article 2

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Journal of econometrics, v. 117, (2), 2003, DEC, p. 245-278
Chen, SN; Khan, S.
Semiparametric estimation of a heteroskedastic sample selection model
Econometric theory, v. 19, (6), 2003, December, p. 1040-1064
Chen, Songnian; Khan, Shakeeb


Expand All Collapse All


Article 1

Rank estimation of transformation models
Econometrica, v. 70, (4), 2002, p. 1683-1697
Chen, S.


Expand All Collapse All


Article 1

Semiparametric estimation of a partially linear censored regression model
Econometric theory, v. 17, (3), 2001, JUN, p. 567-590
Chen, SN; Khan, S.


Expand All Collapse All


Article 4

Efficient estimation of binary choice models under symmetry
Journal of econometrics, v. 96, (1), 2000, MAY, p. 183-199
Chen, SN
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Journal of econometrics, v. 98, (2), 2000, OCT, p. 283-316
Chen, SN; Khan, SK
Rank estimation of a location parameter in the binary choice model
Journal of econometrics, v. 98, (2), 2000, OCT, p. 317-334
Chen, SN
Simple resampling methods for censored regression quantiles
Journal of econometrics, v. 99, (2), 2000, DEC, p. 373-386
Bilias, Y.; Chen, SN; Ying, ZL


Expand All Collapse All


Article 2

Distribution-free estimation of the random coefficient dummy endogenous variable model
Journal of econometrics, v. 91, (1), 1999, JUL, p. 171-199
Chen, SN
Semiparametric estimation of a location parameter in the binary choice model
Econometric theory, v. 15, (1), 1999, FEB, p. 79-98
Chen, SN


Expand All Collapse All


Article 1

Efficient semiparametric scoring estimation of sample selection models
Econometric theory, v. 14, (4), August, 1998, p. 423-462
Chen, SN; Lee, LF


Expand All Collapse All


Article 1

Semiparametric estimation of the type-3 Tobit model
Journal of econometrics, v. 80, (1), 1997, SEP, p. 1-34
Chen, SN


Expand All Collapse All


Article 1

Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
Economics letters, v. 50, (2), 1996, FEB, p. 161-167
Chen, SN


Expand All Collapse All


2016 1

Informational Content of Special Regressors in Heteroskedastic Binary Response Models
Journal of Econometrics, v. 193, (1), July 2016, p. 162-182
Chen, Songnian; Khan, Shakeeb; Tang, Xun Article

2015 1

Binary quantile regression with local polynomial smoothing
Journal of Econometrics, v. 189, (1), November 2015, p. 24-40
Chen, Songnian; Zhang, Hanghui Article

2012 3

Distribution-free estimation of the box-cox regression model with censoring
Econometric theory, v. 28, (3), 2012, p. 680-695
Chen, S. Article
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
Econometric theory, v. 28, (3), June 2012, p. 696-703
Chen, Songnian; Hsiao, Cheng; Wang, Liqun Article
Semiparametric estimation of a truncated regression model
Journal of econometrics, v. 167, (2), April 2012, p. 297-304
Chen, Songnian; Zhou, Xianbo Article

2011 1

Semiparametric estimation of a bivariate Tobit model
Journal of econometrics, v. 165, (2), 2011, p. 266-274
Chen, S.; Zhou, X. Article

2010 5

An integrated maximum score estimator for a generalized censored quantile regression model
Journal of econometrics, v. 155, (1), 2010, MAR, p. 90-98
Chen, Songnian Article
Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
Journal of econometrics, v. 157, (1), July 2010, p. 3-5
Chen, Songnian; Li, Qi Article
Non-Parametric Identification and Estimation of Truncated Regression Models
REVIEW OF ECONOMIC STUDIES, v. 77, (1), 2010, JAN, p. 127-153
Chen, Songnian Article
Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
Journal of econometrics, v. 159, (1), 2010, p. 222-234
Chen, S. Article
Semiparametric and nonparametric estimation of sample selection models under symmetry
Journal of econometrics, v. 157, (1), 2010, JUL, p. 143-150
Chen, Songnian; Zhou, Yahong Article

2008 1

Semiparametric Estimation of Nonstationary Censored Panel Data Models with Time Varying Factor Loads
Econometric Theory, v. 24, (5), 2008, Oct, p. 1149-1173
Chen, Songnian; Khan, Shakeeb Article

2007 2

Estimating a generalized correlation coefficient for a generalized bivariate probit model
Journal of econometrics, v. 141, (2), 2007, DEC, p. 1100-1114
Chen, Songnian; Zhou, Yahong Article
Local partial likelihood estimation in proportional hazards regression
The Annals of Statistics, v. 35, (2), 2007, APR, p. 888-916
Chen, Songnian; Zhou, Lingzhi Article

2005 2

Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells
Journal of American Statistical Association, Vol. 100, Number 469, 212-211, 2005
Chen, Songnian; Dahl, Gordon; Khan, Shakeeb Article
Nonparametric identification and estimation of a censored location-scale regression model
Journal of the American Statistical Association, v. 100, (469), 2005, MAR, p. 212-221
Chen, SN; Dahl, GB; Khan, S. Article

2003 2

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Journal of econometrics, v. 117, (2), 2003, DEC, p. 245-278
Chen, SN; Khan, S. Article
Semiparametric estimation of a heteroskedastic sample selection model
Econometric theory, v. 19, (6), 2003, December, p. 1040-1064
Chen, Songnian; Khan, Shakeeb Article

2002 1

Rank estimation of transformation models
Econometrica, v. 70, (4), 2002, p. 1683-1697
Chen, S. Article

2001 1

Semiparametric estimation of a partially linear censored regression model
Econometric theory, v. 17, (3), 2001, JUN, p. 567-590
Chen, SN; Khan, S. Article

2000 4

Efficient estimation of binary choice models under symmetry
Journal of econometrics, v. 96, (1), 2000, MAY, p. 183-199
Chen, SN Article
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Journal of econometrics, v. 98, (2), 2000, OCT, p. 283-316
Chen, SN; Khan, SK Article
Rank estimation of a location parameter in the binary choice model
Journal of econometrics, v. 98, (2), 2000, OCT, p. 317-334
Chen, SN Article
Simple resampling methods for censored regression quantiles
Journal of econometrics, v. 99, (2), 2000, DEC, p. 373-386
Bilias, Y.; Chen, SN; Ying, ZL Article

1999 2

Distribution-free estimation of the random coefficient dummy endogenous variable model
Journal of econometrics, v. 91, (1), 1999, JUL, p. 171-199
Chen, SN Article
Semiparametric estimation of a location parameter in the binary choice model
Econometric theory, v. 15, (1), 1999, FEB, p. 79-98
Chen, SN Article

1998 1

Efficient semiparametric scoring estimation of sample selection models
Econometric theory, v. 14, (4), August, 1998, p. 423-462
Chen, SN; Lee, LF Article

1997 1

Semiparametric estimation of the type-3 Tobit model
Journal of econometrics, v. 80, (1), 1997, SEP, p. 1-34
Chen, SN Article

1996 1

Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
Economics letters, v. 50, (2), 1996, FEB, p. 161-167
Chen, SN Article


No Publications






Teaching Assignment

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2021-22 Winter 0 2021-22 Fall 1 2020-21 Summer 0 2020-21 Spring 1 2020-21 Winter 0 2020-21 Fall 1

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ECON5280 Applied Econometrics


ECON5300 Econometrics


ECON5280 Applied Econometrics


No Teaching Assignments


No Teaching Assignments


No Teaching Assignments






Research Postgraduate (RPG) Supervision From January 2019 to December 2022 (As of 30 January 2022)

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Current RPGs

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Doctor of Philosophy IP, Wang Hei
Economics( 2019 - )

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Master of Philosophy HUANG, Jinyuqi
Economics( 2021 - )

LEI, Jiaxin
Economics( 2021 - )

YE, Muyang
Economics( 2021 - )

ZHANG, Kaixi
Economics( 2021 - )









ProjectsFrom January 2020 to December 2022

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All Projects 1

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No Projects.
Semiparametric Estimation of the Accelerated Failure Time Models with Time-Varying Regressors


隨時間變化因素時間持續模型的半參數估計 Leading


RGC - General Research Fund


Project Team (HKUST)
CHEN Songnian (Lead)


2021 -