Prof. Songnian CHEN
Professor, Chair Professor snchen@ust.hk




Academic qualification
PhD 1994 Princeton University, Economics
M.A. 1990 Rutgers University
B.Sc. 1986 Fudan University, China, Mathematics

---

ACADEMIC AND PROFESSIONAL EXPERIENCEProfessor of Economics, Hong Kong University of Science and Technology (HKUST), 2004-
Associate Professor of Economics, Hong Kong University of Science and Technology (HKUST), 2001-2004
Assistant Professor of Economics, Hong Kong University of Science and Technology (HKUST), 1994-2000

---

PUBLICATIONS Articles
CHEN, S. and H. Zhang:√n-prediction of generalized heteroscedastic transformation regression models,Journal of Econometrics, v. 215, (2), April 2020, p. 305-340.
CHEN, S. and Q. Wang:Semiparametric estimation of a censored regression model with endogeneity,Journal of Econometrics, v. 215, (1), March 2020, p. 239-256.
CHEN, S.:Quantile Regression for Duration Models With Time-varying Regressors,Journal of Econometrics, v. 209, (1), March 2019, p. 1-17.
CHEN, S., S. Khan, and X. Tang:Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on "Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors
Nonparametric Identification and Estimation of Truncated Regression Models". REVIEW OF ECONOMIC STUDIES, Vol. 77(2010): 127-153.
CHEN, S. and S. Khan, "Quantile Estimation of Non-Stationary Panel Data Censored Regression Models with Factor loads". ECONOMETRIC THEORY, 24, no. 5 (2008): 1149-1173.
CHEN, S. and L. Zhou, "Local partial likelihood estimation in proportional hazards regression". ANNALS OF STATISTICS, 35 (2007): 888-916.
CHEN, S. and Y. Zhou, "Estimating a Generalized Correlation Coefficient for a Generalized Bivariate Probit Model". JOURNAL OF ECONOMETRICS, 141 (2007): 1100-1114.
Chen, S. and L. Zhou "Local Partial Likelihood Estimation in Proportional Hazards Model," Annals of Statistics, 35 (2007):888-916
Chen, S., G.B. Dahl and S. Khan, "Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells
Rates of Convergence for Estimating Regression Coefficients in Heteroscedastic Discrete Response," Journal of Econometrics, 117, 245-278, 2003.
Chen, S. and S. Khan, "Root-n Consistent Estimation of Heteroskedastic Sample Selection Models," Econometric Theory, 19, 1040-1064, 2003.
"Rank Estimation of Transformation Models" Econometrica, 70, Chen, S., 1683-1696, 2002.
"Estimation of a Semilinear Censored Regression Model," Chen, S. and S. Khan, Econometric Theory, 17, 567-590, 2001
"Simple Resampling Methods for Censored Regression Quantiles," Journal of Econometrics, 99, 373-386, 2000
"Rank Estimation of a Location Parameter in the Binary Choice Model," Journal of Econometrics, 98, 317-334, 2000
"Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity," Chen, S. and S. Khan, Journal of Econometrics, 98, 283-316, 2000
"Efficient Estimation of a Binary Choice Model," Journal of Econometrics 96, 2000, 183-199.
"Distribution-free Estimation of the Random Coefficient Dummy Endogenous Variable Model," Journal of Econometrics, 91, 1999, 171-199.
"Semiparametric Estimation of a Location Parameter in the Binary Choice Model," Econometric Theory, 15, 79-98, 1999.
"Efficient Semiparametric Scoring Estimation of Sample Selection Models," Chen, S. and L-F Lee, Econometric Theory, 14, 423-462, 1998.
"Semiparametric Estimation of the Type 3 Tobit Model," Journal of Econometrics, 80, 1-35, 1997.

---

Professional Association MembershipsEconometric Society
Fellow, Journal of Econometrics
Associate editor, Journal of Econometrics, 2002 -

---

RESEARCH INTERESTS Econometrics