董朝华
2015-10-09 20:07:44来源：评论：0 点击：西南财经大学 经济学院 讲师邮箱：dongch@swufe edu cn办公室：格致楼1001个人信息:经济学博士，2015年加入西南财大。Journal of econometrics, Journal of nonparametric statistics, Journal of te
西南财经大学 经济学院 讲师
邮箱：dongch@swufe.edu.cn
办公室：格致楼1001

个人信息:
经济学博士，2015年加入西南财大。Journal of econometrics, Journal of nonparametric statistics, Journal of testing and evaluation and African journal of business management 等期刊的匿名审稿人。

教育背景:
博士后研究员：澳大利亚莫纳什大学(Monash University)，2015
经济学博士：澳大利亚阿德莱德大学(the University of Adelaide)，2012
研究生班：曲阜师范大学，1987
学士： 山西大学，1985

研究兴趣：
时间序列模型，面板数据模型，微观计量和金融计量，非参数和半参数方法.

主要研究成果：
Estimation for single-index and partially linear single-index nonstationary time series models, with Jiti Gao and Dag Tjostheim, Annals of Statistics, 2015 , forthcoming.
Semiparametric single-index panel data models with cross-sectional dependence, with Jiti Gao and Bin Peng, Journal of Econometrics, 188, 301-312, 2015.
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.
Semiparametric penalty function method in partially linear model selection,with Jiti Gao and Howell Tong, Statistica Sinica, 17, 99-114, 2007.

工作论文
Specification testing for nonlinear multivariate cointegrating regressions, with Jiti Gao, Dag Tjostheim and Jiying Yin.
Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, with Jiti Gao.
Specification testing in structural nonparametric cointegration, with Jiti Gao.

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。

荣誉和奖励
[1] Travel Expense of Visiting Scholar, The University of Bergen, Norway, Nov, 2014.
[2] The University Doctoral Research Medal 2012, the University of Adelaide.
[3] 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.
[4] The University of Adelaide Scholarship (2008-2011).

学术报告
[1] Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual Meeting (ASC-IMS2014), Sydney, Jul 2014
[2] Guest Lecture, Department of Mathematics, The University of Bergen, Bergen, Norway, Nov 2014
[3] Symposium Econometric Theory and Application (SETA2013), Seoul, Jul 2013
[4] The Econometric Society Australian Meeting (ESAM2011), Adelaide, Jul 2011
[5] Symposium Econometric Theory and Application (SETA2011), Melbourne, Apr 2011
[6] The Australia Conference of Economists (ACE2009), Adelaide, Oct 2009