最后学位：美国德州A&M大学博士
岗位职称：教授

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教授课程：计量经济学专题：非参数估计

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办公室：上海市武川路111号经济学院楼712
电话：86-021－65902180
Email：qi@econmail.tamu.edu

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通讯地址：上海市国定路777号上海财经大学经济学院
邮编：200433
教师简介

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教育经历：

1.Ph.D.,TexasA&MUniversity(Economics),1991

2.M.S.,NankaiUniversity,China(Physics),1985

3.B.S.,PekingUniversity,China(Astrophysics),1982

工作经历：

1.HughRoyCullenProfessorinLiberalArts,TexasA&MUniversity,

2.November,2001topresent.

3.Professor,TexasA&MUniversity,Sept.2000topresent.

4.AssociateProfessor,TexasA&MUniversity,Jan.1999toAug.2000.

5.Professor,UniversityofGuelph,July1996toDec.1998.

6.AssociateProfessor,UniversityofGuelph,July1994-June1996.

7.AssistantProfessor,IndianaUniversity,Jan.1993-Dec.1993.

8.AssistantProfessor,UniversityofGuelph,July1991-June1994.

期刊编辑

Co-editor,EconometricsJournal,2004-2007.

AssociateEditor,JournalofEconometrics,2002-present.

AssociateEditor,EconometricTheory,1997-2006.

AssociateEditor,EconometricReviews,2006-present.

AssociateEditor,JournalofNonparametricStatistics,1999-present.

Co-editor,AnnalsofEconomicsandFinance,2000-2007.

AssociateEditor,InternationalJournalofBusinessandEconomics,2001-present.

AssociateEditor,ChinaJournalofEconomics,2003-present.

荣誉奖励

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1.CollegeofLiberalArtsResearchAwards,2006.

2.McGraw-Hill/IrwinDistinguishedPaperAwardatthe2003Academicof
InternationalBusinessU.S.SouthwestChapterConference.Thetitleofthe
paper:"EuopeanStockMarketIntegration:DoesEconomicandMonetaryUnion
Matter?"

3.EconometricTheoryMultaScriptAward,December2002.

4.FacultyFellow,CollegeofLiberalArts,TexasA&MUniversityApril,2000.

5.OntarioPremier’sResearchExcellenceAward,April1999.

6.SelectedasafellowoftheJournalofEconometricsinOctober,1998.

7.AlChalkAward(forbestPh.Dthesisineconomics)TexasA&MUniversity,1991

8.OutstandingStudentAwardofPekingUniversity,1981(selectedasthebest
studentinthedepartmentofgeophysics,PekingUniversity).

9.Who’sWhointheWorld,Marquis,since2001.

10.Who’sWhoinEconomics,MITPress,since2003.

研究资助

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1.BushPrograminEconomicsofPublicPolicy,TexasA&MUniversity,$7,500per
yearfrom1999to2002.

2.OntarioPremier’sResearchExcellenceAwards,Ontario,$150,000.1999-2001.

3.EdgeworthExpansioninSemiparametricModels,NaturalSciencesandEngineering
ResearchCouncilofCanada,$46,000.1998-2000.

4.SemiparametricEstimation/TestingofFinancialandFrontierEconometricModels,
SocialSciencesandHumanityResearchCouncilofCanada,$47,000.1997-2000

5.ScholarlyandCreativeActivitiesResearchAward,$7,500,TexasA&MUniversity,
2000.

6.Estimation/TestinginSemiparametricTimeSeriesEconometricModels,Social
SciencesandHumanityResearchCouncilofCanada,$59,000.1994-1997.

7.EstimationofDynamicPanelDataModels,SocialSciencesandHumanityResearch
CouncilofCanada,$42,000.1991-1994.

发表论文

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1."EfficientEstimationofAverageTreatmentEffectswithMixedCategoricaland
ContinuousData"(withJeffRacineandJeffWooldridge),forthcominginJournal
ofBusinessandEconomicStatistics.

2."FiscalPolicyandAssetMarkets:ASemiparametricAnalysis"(withD.Jansen,J.
YangandZ.Wang),forthcominginJournalofEconometrics.

3."EstimatingAverageTreatmentEffectswithContinuousandDiscreteCovariates:
TheCaseofSwan-GanzCatheterization"(withJ.RacineandJ.Wooldridge),
forthcominginAmericanEconomicReviewPapersandProceedings.

4."NonparametricEstimationofRegressionFunctionswithDiscreteRegressors"
(withD.OuyangandJ.Racine),forthcominginEconomicTheory.

5."ShouldOilPricesReceiveSoMuchAttention?AnEvaluationofthePredictive
PowerofOilPricesfortheUSEconomy"(withL.BachmeierandD.D.Liu),
forthcomingintheEconomicsInquiry.

6."Nonparametricestimationofvaryingcoefficientdynamicmodels"(withZ.Cai),
forthcominginEconometricsTheory.

7."NonparametricEstimationofRegressionFunctionsinthePresenceofIrrelevant
Variables,"(withP.HallandJ.Racine),forthcominginReviewofEconomicsand
Statistics.

8."NonparametricEstimationofConditionalCDFandQuantileFunctionswithMixed
CategoricalandContinuousData,"(withJ.Racine),forthcominginJournalof
BusinessandEconomicStatistics.

9."MoneyGrowthandInflationintheUnitedStates"(withL.BachmeierandS.
Leelahanon)MarcoeconomicDynamics.11,(2007),113-127

10."InterestRateLinkagesintheEurocurrencyMarket:ContemporaneousandOut-
of-SampleGrangerCuasalityTests"(withJ.YangandZ.Wang),Journalof
InternationalMoneyandFinance26,(2007),86-103.

11."ConsistentModelSpecificationTestswithMixedDiscreteandContinuous
Variables,"(withC.HsiaoandJ.Racine),JournalofEconometrics140,(2007),
802-826.

12."Non-parametricspecificationtestingofnon-nestedeconometricmodels,"(with
T.Stengos),forthcomingin:TheRefinementofEconometricEstimationand
TestProcedures;Ed.byG.PhillipsandE.Tzavalis,CambridgeUniversityPress
(2007).

13."TestingtheSignificanceofCategoricalVariables,"(withJ.HartandJ.Racine),
EconometricReviews25,(2006),523-544.

14."Cross-ValidationandNonparametricKnearestneighborEstimation"(with
Ouyang,D.andLi,D.),EconometricsJournal9,(2006),448-471.

15."TheEmergingMarketCrisisandStockMarketLinkages:FurtherEvidence"(with
J.Yang,C.HsiaoandZ.Wang),JournalofAppliedEconometrics21,(2006),
727-744.

16."AnAlternativeSeriesBasedConsistentModelSpecificationTest"(withbyY.
Sun)EconomicsLetters93(2006)37-44.

17."ANonparametricBootstrapTestforConditionalDistribution"(withY.FanandI.
Min),EconometricTheory22(2006),587-613.

18."Transactiontaxandstockmaketbehavior:evidencefromanemergingmarket,"
(withB.BaltagiandD.Li),EmpiricalEconomics31(2006),393-408.

19."Cross-ValidationandtheEstimationofProbabilityDistributionwithCategorical
Data"(withD.OuyangandJ.Racine)JournalofNonparametricStatistics18
(2006),69-100.

20."TheRelationshipBetweenStockReturnandVolatilityinInternationalStock
Markets,"(withC.Hsiao,J.YangandY.J.Chang)JournalofEmpiricalFinance12
(2005)650-665.

21."RegimeSwitchingintheDynamicRelationshipBetweenStockReturnsand
Inflation"(withD.JansenandD.D.Liu),AppliedFinancialEconomicsLetters1
(2005)273-277.

22."TheUniquenessofcross-validationselectedsmoothingparametersinkernel
estimationofnonparametricmodels,"(withJ.Zhou),EconometricTheory21
(2005)1017-1025.

23."EfficientEstimationofSemiparametricVaryingCoefficientModels,"(withI.
AhmadandS.Leelahanon),AnnalsofStatistics33(2005),258-283.

24."UniformConvergenceRateofKernelEstimatorwithMixedDiscreteand
ContinuousData,"(withD.Ouyang),EconomicsLetters86(2005),291-296.

25."Cross-ValidationandtheEstimationofConditionalProbabilityDensity
Functions,"(withP.HallandJ.Racine),JournalofAmericanStatisticalAssociation
99(2004),1015-1026.

26."InvestigationofPatternsinFood-Away-From-HomeExpenditureforChina:A
NonparametricApproach,"(withI.MinandC.Fang),ChinaEconomicReview15
(2004),457-476.

27."NonparametricEstimationofRegressionFunctionsWithMixedDiscreteand
ContinuousRegressors,"(withJ.Racine),JournalofEconometrics119(2004),
99-130.

28."Cross-ValidationonLocalLinearEstimators,"(withJ.Racine),StatisticSinica14
(2004),485-512.

29."PredictionRelevanceandExtramaritalAffairs,"(withJeffRacine),Journalof
AppliedEconometrics10(2004),533-534.

30."KernelEstimationofMultivariateConditionalDistributions,"(withJ.Rainceand
X.Zhu),AnnalsofEconomicsandFinance86(2004),211-235.

31."NonlinearityinMedicalExpenditure,"(withY.FanandD.Li),AppliedEconomics
36(2004),911-916.

32."ConsistentModelSpecificationTestsBasedonSerialEstimationMethod,"(with
C.HsiaoandJ.Zinn),JournalofEconometrics122(2003),295-325.

33."RecentTwo-StageSampleSelectionProcedureswithanApplicationtoGender
WageCap,"(withL.Christofides,Z.LiuandI.Min),JournalofBusinessand
EconomicStatistics21(2003)396-405.

34."MultivariateLocalPolynomialRegressionforEstimatingAverageDerivatives,"
(withX.LuandA.Ullah),JournalofNonparametricStatistics15(2003),607-
624.

35.EuropeanStockMarketIntegration:DoesEMUMatters?"(withI.MinandJ.
Yang),JournalofBusinessFinanceandAccounting30(2003)1253-1276.

36."OnEstimatingAdditivePartiallyLinearModels"(withY.Fan),StatisticSinica13
(2003)739-762.

37."NonparametricEstimationofJointDensitywithCategoricalandContinuous
DatawithApplications,"(withJ.Racine),JournalofMultivariateAnalysis86
(2003)266-292.38."SemiparametricSmoothCoefficientModels,"(withC.
Huang,D.LiandT.T.Fu),JournalofBusinessandEconomicStatistics20
(2002)412-422.

39."EstimatingTime-seriesPartiallyLinearModelswithGeneratedRegressors,"(with
J.Wooldridge),EconometricTheory18(2002)625-645.

40."MarketOpeningandStockMarketBehavior,"InternationalJournalofBusiness
andEconomics1(2002)9-15.

41."AConsistentModelSpecificationTestBasedonKernelSumofSquaresof
Residuals,"(withYanqinFan),EconometricReviews21(2002)337-352.

42."OnInstrumentalVariableEstimationofSemiparametricDynamicPanelData
Models,"(withBadiBaltagi),EconomicsLetters76(2002)1-9.

43."SemiparametricPanelDataModelswithHeterogeneousDynamicAdjustment:
TheoreticalConsiderationandanApplicationtoLaborSupply,"(withT.
Kniesner),EmpiricalEconomics27(2002)131-148.

44."FurtherEvidenceofNonlinearityinTermStructure,"(withL.Bachmeier),
AppliedEconomicsLetters.9(2002),151-153.

45."EstimationofEconometricModelswithNonparametricallySpecifiedRiskTerms:
withapplicationstoforeignexchangemarkets,"(withB.Baltagi),Econometric
Reviews20(2001)445-460.

46."AConsistentTestforConditionalHeteroskedasticityinTime-SeriesRegression
Models,"(withC.Hsiao),EconometricTheory17(2001)188-221.

47."ModelCheckByKernelMethodsUnderWeakMomentConditions,"(withI.
AhmadandX.Chen),ComputationalStatisticsandDataAnalysis36(2001)403
-409.

48."InstrumentalVariablesEstimationofSemiparametricDynamicPanelData
Models:MonteCarloResultsonSeveralNewandExistingEstimators,"(withM.D.
BergandA.Ullah),AdvancesinEconometrics15(2000)297-315.

49."EfficientEstimationofAdditivePartiallyLinearModels,"InternationalEconomic
Review41(2000)1073-1092.

50."ConsistentModelSpecificationTests:NonparametricVersusBierens’Tests,"
(withY.Fan),EconometricTheory16(2000)1016-1041.

51."ModelCheckbyKernelLocalPolynomialMethods,"(withZ.LiuandT.Stengos),
StatisticsandProbabilityLetters48(2000)327-334.

52."EstimatingSemiparametricEconometricModelsbyLocalLinearMethod:WithAn
applicationtoGrossCountryGrowth,"(withJ.Wooldridge),Annalsof
EconomicsandFinance1(2000)337-357.

53."AConsistentTestfortheParametricDistributionofRegressionDisturbances,"
(withB.Baltagi)AdvancesinEconometrics:ApplyingKernelandNonparametric
EstimationtoEconomicTopics,T.B.FombyandR.C.Hill(eds),14(2000)3-24.

54."Root-N-ConsistentEstimationofPartiallyLinearTimeSeriesModels"(withY.
Fan),JournalofNonparametricStatistics11(1999)251-269.

55."NonparametricTestingtheSimilaritybetweenTwoUnknownDistribution
Functions:LocalPowerandBootstrapAnalysis,"JournalofNonparametric
Statistics11,(1999)189-213.

56."ConsistentModelSpecificationTestsforTimeSeriesEconometricModels,"
JournalofEconometrics,92(1999)101-147.

57."CentralLimitTheoremforDegenerateU-StatisticsofAbsoluteRegular
ProcessesWithApplicationstoModelSpecificationTesting"(withY.Fan),Journal
ofNonparametricStatistics10(1999),245-271.

58."TestingSerialCorrelationinSemiparametricPanelDataModels,"(withC.Hsiao),
JournalofEconometrics,87,(1998)207-237.

59."ASimpleBootstrapTestforaParametricRegressionFunction,"(withS.Wang),
JournalofEconometrics,87,(1998)145-165.

60."TestingforRandomIndividualandTimeEffectsUsingUnbalancedPanelData"
(withB.BaltagiandY.Chang),AdvancesinEconometrics:Messydata-missing
observations,outliersandmixed-frequencydata,T.B.FombyandR.C.Hill(eds),
vol.13,(1998),1-20.

61."SemiparametricEstimationofPanelDataErrorComponentModel"(withA.
Ullah),EconometricReviews17,(1998)145-166.

62."OnHotelling’sapproachtotestingnonnestedmodels,"(withP.Kim,D.Naiman,
T.Stengos),JournalofEconomicTheoryandEconometrics,4(1998),105-130.

63."MonteCarloResultsonPureandPretestEstimationofanErrorComponent
ModelwithAutocorrelatedDisturbances"(withB.H.Baltagi),AnnalesD’economie
ETDEStatistique48,(1997)69-82.

64."AConsistentTestforLinearityinAR(p)Models"(withY.Fan),Economics
Letters,55,(1997)53-59.

65."TestingIndependencebyNonparametricKernelMethod,"(withI.Ahmad),
StatisticsandProbabilityLetters,34,(1997)201-210.

66."TestingSymmetryofanUnknownDensityFunctionbyKernelMethod,"(with
I.A.Ahmad)JournalofNonparametricStatistics7,(1997)279-293.

67."ConsistentModelSpecificationTests:OmittedVariables,Semiparametric
FunctionalForms"(withY.Fan)Econometrica,64,(1996)865-890.

68."FrontierEstimationWhentheAdjustedErrorisSymmetric,"EconomicsLetters,
52,(1996)221-228.

69."SemiparametricEstimationofStochasticProductionFrontier"(withY.Fanand
A.Weersink),JournalofBusinessandEconomicsStatistics,14,(1996)460-468.

70."Onroot-n-consistentsemiparametricestimationofpartiallylinearmodels,"
EconomicsLetters,51,(1996)277-285.

71."ANonparametricTestforPoolabilityUsingPanelData"(withB.BaltagiandJ.
Hidalgo)JournalofEconometrics,75,(1996),345-367.

72."Semi-parametricestimationofpartiallylinearpaneldatamodels"(withT.
Stengos),JournalofEconometrics,71,(1996)389-397.

73."NonparametricTestingofClosenessBetweenTwoUnknownDistributions,"
EconometricReviews,15,(1996)261-274.

74."TestingAR(1)againstMA(1)inanErrorComponentModel"(witB.H.Baltagi),
JournalofEconometrics,68(1995)133-151.

75."ASemiparametricNon-nestedTestinaDynamicPanelDataModel"(withT.
Stengos),EconomicsLetters,49(1995)1-6.

76."OnNash-ImplementationinthePresenceofWithholding"(withG.Tian),Games
andEconomicBehavior,9(1995)222-233.

77."BootstrappingJ-TypeTestsforNon-nestedRegressionModels"(withY.Fan),
EconomicsLetters,48(1995)107-112.

78."Nash-ImplementationoftheLindahlCorrespondenceswithDecreasingReturn
toScaleTechnology"(withS.NakamuraandG.Tian),InternationalEconomic
Review,36(1995)37-52.

79."Root-N-ConsistentSemiparametricRegressionWithConditionally
HeteroskedasticDisturbances"(withY.FanandT.Stengos),Journalof
QuantitativeEconomics,11(1995)229-240.

80."AMixed-OwnershipInstitutionFramework;Ratio-LindahlEquilibriaandIts
CompletelyFeasibleandContinuousImplementation"(withG.Tian),Journalof
EconomicBehaviorandOrganization,26,(1995)391-411.

81."AdaptiveEstimationforPanelDataErrorComponentModels"(withT.Stengos),
InternationalEconomicReview,35(1994)981-1000.

82."AnImplementableState-OwnershipSystemwithGeneralvariableReturns"(with
G.Tian)JournalofEconomicTheory,64(1994)286-297.

83."EstimatingErrorComponentsModelswithGeneralMA(q)Disturbances"(with
B.H.Baltagi)EconometricTheory,10(1994)396-408.

84."Ratio-LindahlandRatioEquilibriawithManyGoods"(withG.Tian),Gamesand
EconomicBehavior,7(1994)441-460.

85."ASimpleRecursiveEstimationMethodforLinearRegressionModelswithAR(p)
Disturbances"(withB.H.Baltagi),StatisticalPapers,35(1994)93-100.

86."AHausmanSpecificationTestBasedonRoot-N-ConsistentSemiparametric
Estimators"(withT.Stengos)EconomicsLetters,40(1992)141-146.

87."ANoteontheEstimationofSimultaneousEquationswithErrorcomponents"
(withB.H.Baltagi),EconometricTheory,8(1992)113-119.

88."MonteCarloEvidenceonPanelDataRegressionwithAR(1)Disturbancesandan
ArbitraryVarianceontheInitialObservation"(withB.H.BaltagiandY.Chang),
JournalofEconometrics,52(1992)371-380.

89."MonotonicPropertyforIterativeGLSinTheTwo-WayRandomEffectsModel"
(withB.H.Baltagi),JournalofEconometrics,53(1992)45-51.

90."MonteCarloResultsonSeveralNewandExistingTestsfortheError
ComponentModel"(withB.H.BaltagiandY.Chang),JournalofEconometrics,54
(1992)95-120.

91."Predictionintheone-wayErrorComponentModelwithSerialCorrelation"(with
B.H.Baltagi),JournalofForecasting,11(1992)561-567.

92."ATransformationthatwillCircumventtheProblemofAutocorrelationinAn
ErrorComponentModel"(withB.H.Baltagi),JournalofEconometrics,48(1991)
385-393.

93."AJointTestforSerialCorrelationandRandomIndividualEffects"(withB.H.
Baltagi),StatisticsandProbabilityLetters,11(1991):277-280.

94."CompletelyFeasibleandContinuousImplementationoftheLindahl
CorrespondencewithanyNumberofGoods"(withG.Tian),MathematicalSocial
Science,21(1991):67-79.

95."ALagrangeMultiplierTestfortheErrorComponentsModelwithIncomplete
Panels"(withB.H.Baltagi),EconometricReviews,9(1990):103-108.

96."RelativisticVlasov-Uehling-UhlenbeckEquationforNucleus-NucleusCollisions"
(withC.M.KoandJ.Wu),PhysicsReviewC,39(1989):849-852.

97."RelativisticVlasov-Uehling-UhlenbeckModelforHeavy-IonCollision"(withC.M.
Ko),PhysicsReviewC,37(1988):2270-2273.

98."CovariantVlasovEquationBasedontheWaleckaModel"(withC.M.Ko),Modern
PhysicsLetters,vol.3,(1988):465-468.

99."RelativisticVlasovEquationforHeavy-IonCollision"(withC.M.Ko),Physics
ReviewLetters,59(1987):1084-1087.

100."MLEstimationofLinearRegressionModelwithAR(1)ErrorsandTwo
Observations,"(withB.H.Baltagi)EconometricTheorySolutiontoProblem
93.3.2,Vol.3(August1995)pp.641-642.

101."AnApproximateTransformationfortheErrorComponentModelwithMA(q)
Disturbances,"(withB.H.Baltagi)Solutiontoproblem92.4.3,Econometric
Theory,Vol9(December1993)pp.692-694.

102."TheBiasoftheStandardErrorofOLSforanAR(1)ProcessWithanArbitrary
VarianceontheinitialObservations,"(withB.H.Baltagi)EconometricTheory
Problem92.1.4,Vol.8,(March,1992),p.146.

103."AnApproximateTransformationfortheErrorComponentModelWithMA(q)
Disturbances,"(withB.H.Baltagi)EconometricTheory,Problem92.4.3,Vol.8
(December1992),pp.582-583.

104."VarianceComponentEstimationUnderMisspecification,"(withB.H.Baltagi)
EconometricTheoryProblem91.3.3,Vol.7(September,1991),pp.418-419.

105."AComparisonofVarianceComponentsEstimatorsUsingBalancedVersus
UnbalancedData,"(withB.H.Baltagi)EconometricTheoryProblem90.2.3,Vol.
6(June,1990),pp.283-285.

106."TheHeteroscedasticConsequencesofanArbitraryVariancefortheInitial
DisturbanceofanAR(1)Model,"(withB.H.Baltagi)EconometricTheory
Problem90.3.1,Vol.6(September,1990),p.405.

图书出版

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1.NonparametricEconoemtrics:TheoryandPractice,(co-authoredwithJeffRacine),
2007,PrincetonUniversityPress.

书评

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1.SemiparametricMethodsinEconometrics,(byJoelHorowitz)EconometricTheory
16,(2000)611-617.

工作论文

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1."NonparametricEstimationandTestingofFixedEffectsPanelDataModels"(with
D.HendersonandR.Carroll),revisedandresubmittedtoJournalof
Econometrics.

2."ANonparametricTestforEqualityofDistributionswithMixedCategoricaland
ContinuousData,"(withE.MaasoumiandJ.Racine)revisedandresubmittedto
JournalofEconometrics.

3."Nonparametric/SemiparametricEstimationandTestingofEconometricModels
WithDataDependentSmoothingParameters"(withD.Li),revisedand
resubmittedtoJournalofEconometrics.

学术服务

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1.Member,SearchcommitteeforEconomicsDepartmentHead(2001).

2.EconometricsSeminarCoordinator,fall2002.

3.CollegeofLiberalArtsPlanningandResourceCommittee,Chairin2001-2002.
Member2002-2003.

4.Chair,EconomicDataSubcommitteeofChinaDataArchive,TexasA&MUniversity,
2002-2006.

5.Member,CollegeofLiberalArtsCouncil,2007-present.

Ph.D.GraduateStudentsCommittee:

PrimaryAdvisor

JingpingGu(2008,expected),LinZou(2007),DeshengOuyang(2005),JeongEuiSuh(2004),JaeunShin(2004),KwangChoe,(2003),InsikMin,(2003),SittisakLeelahanon(2002).

CommitteeMember

OlgaSavchuk(2008,Statistics)AnirbanSengupta(2007)Chang,Shao-Jung(2007),Jong-HoKim(2007)XiaojingSu(2007)IvanTasic(2006),AhmetCaliskan(2006)WenYou(2005,Agg.Econ.),ManuGupta(2005,Finance),HaoboRen(2005,Statistics),YuchenKuoHailingZang(2005)DandanLiu(2005)Boo-SungKang(2004),Jui-chunChang(2003)InchulKim(2002),SevketKoc(2002),Sheng-jangSheu(2002),PilsunChoi(2002),OmarMendoza(2002),WoonShin(2002),Hyung-sikHarrisKim(2002),PhongTrinh(2001),PulSun(2001),OmarA.Mendoza(2001).NickMcKinney(2001)DongLi(2000)IsmailGenc

M.A.GraduateStudentsCommittee:

PrimaryAdvisor

ChairoftheCommitteeforthefollowingstudents.
FuchunLi(1995),ShiqiangZhan(1996),YigunSun(1997),BoingYan(1998),MesutM.Arslan(2000),Byoung-DonChang(2000),HyeriPark(2003),WenboChen(2004),AndyParker(2005),XiaotongJin(2006),AklessoEgbendewe-Mondzozo(2007),ReetaKrishna(2007),HursitCelil(2007),MaheshKulakodlu(2007),DanSun(2007).

OtherProfessionalService:

MemberoftheEconometricSociety,andtheAmericanStatisticalAssociation.

期刊评阅

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Econometrica,AnnalsofStatistics,JournalofAmericanStatisticalAssociation,JournalofEconometrics,JournalofBusinessandEconomicsStatistics,JournalofMultivariateAnalysis,EconometricTheory,JournalofAppliedEconometrics,InternationalEconomicReview,JournalofNonparametricStatistics,EconomicInquiry,JournalofInternationalMoneyandFinance,MathematicalSocialScience,JournalofStatisticalPlanningandInference,EconometricReviews,ChinaEconomicReview,StatisticSinica,ProbabilityandStatisticsLetters,CommunicationinStatistics,EmpiricalEconomics,AmericanJournalofAgricultureEconomics,EconometricJournal,EconomicsLetters,JournalofQuantitativeEconomics,JournalofProductivityAnalysis,AnnalsofEconomicsandFinance,StatisticalModeling,ComputationalStatisticsandDataAnalysis,InternationalJournalofForecasting,Metrika,BrazilianJournalofProbabilityandStatistics,FinanceResearchLetters,JournalofInternationalMoneyandFinance,SouthernEconomicJournal,EconomicsBulletin,JournalofEconomicStudies,InternationalJournalofBusinessandEconomics.

研究建议书审阅

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NationalScienceFoundation(U.S.),SocialScienceandHumanityResearchCouncilofCanada.

论文宣讲

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1."ATransformationThatWillCircumventTheProblemofAutocorrelationinanErrorComponentModel,"(withB.Baltagi)presentedatthethirdconferenceonPanelDataheldatE.S.A.E.inParis,France,June1990.AlsopresentedinBarcelona,Spain,August,1990,andCanadianEconometricsStudyGroupConferenceheldattheUniversityofLaval,Canada,september,1991.

2."MonteCarloEvidenceonPanelDataRegressionswithAR(1)DisturbancesandanArbitraryVarianceontheInitialObservations,"withB.BaltagiandY.J.Chang)presentedattheEuropeanMeetingsoftheEconometricSocietyinCambridge,England,September,1991.

3."MonteCarloResultsonSeveralNewandExistingTestsfortheErrorComponentModel,"(withB.Baltagi)presentedattheEuropeanMeetingsoftheEconometricSocietyinBrussels,Belgium,August,1992.

4."TestingAR(1)AgainstMA(1)DisturbancesinanErrorComponentModel,"(withB.Baltagi)presentedatthefourthPanelDatainBudapest,Hungary,June,1992.AlsopresentedattheAustralianMeetingsoftheEconometricSocietyatMonashUniversity,Melbourne,Australia,July,1992,andattheEuropeanMeetingsoftheEconometricSocietyinBrussels,Belgium,August,1992.

5."EstimatingErrorComponentModelsWithGeneralMA(q)Disturbances,"(withB.Baltagi)presentedattheEuropeanMeetingoftheEconometricSocietyinUppsala,Sweden,August,1993.

6."AGeneralNonparametricModelSpecificationTest,"(withY.Fan)presentedatthethirdU.S.MidwestEconometricianConferenceatUniversityofIllinois,Champaign,Illinois,September,1993.

7."TheAsymptoticExpansionofKernelSumofSquaresofResidualsandItsApplicationinHypothesisTesting,"(withY.Fan)presentedattheCanadianEconometricsStudyGroupConferenceheldattheUniversityofToronto,September,1993.AlsopresentedattheAmericanEconomicsAssociation(AEA)MeetingsatBoston,January,1994.

8."AnImplementableState-OwnershipSystemwithGeneralvariableReturns,"(withG.Tian)presentedat1990AEAmeetinginWashington.

9."Ratio-LindahlandRatioEquilibriawithManyGoods,"(withG.Tian),presentedat1990AEAMeetingatWashington.

10."AdaptiveEstimationforPanelDataErrorComponentModels,"(withT.Stengos),presentedatthefifthconferenceofpaneldata,Paris1994.

11."Root-N-ConsistentSemiparametricEstimationofDynamicPanelDataModels,"(withT.Stengos),presentedatthefifthconferenceofpaneldata,atParis,1994.

12."MonteCarloResultsonPureandPretestEstimatorsofanErrorComponentModelwithAutocorrelatedDisturbances,"(withB.Baltagi),presentedatthefifthconferenceofpaneldata,atParis,1994.

13."SemiparametricPanelDataModelswithHeterogeneousDynamicAdjustment:TheoreticalConsiderationandanApplicationtoLaborSupply,"(withT.Kniesner),presentedatthefifthconferenceofpaneldata,atParis,1994.

14."OnHotelling’sapproachtotestingnonnestedmodels,"(withP.Kim,D.Naiman,T.Stengos),presentedattheCanadianEconometricianGroupStudy,atWindsor,September,1994.

15."Anonparametricpoolabilitytest,"(withB.BaltagiandJ.Hidalgo),presentedattheAmericanStatisticAssociationmeeting,atOrlando,August,1995.

16."Somesimpleconsistenttestsfortestingparametricregressionmodelsversussemiparametricornonparametricalternatives,"attheCanadianEconometricianGroupStudy,atMontreal,September,1995.

17."SemiparametricEstimationofStochasticProductionFrontier,"(withY.FanandA.Weersink),presentedattheSouthernEconomicMeeting,atNewOrleans,November,1995.

18."Consistentmodelspecificationtests:nonparametricversusBierens’tests,"(withY.Fan),presentedinJune,1996,EconometricaSocietymeetingatIowa;alsopresentedattheCanadianEconometricianstudygroupmeeting,atWaterloo,September,1996;andattheStatisticalSymposiuminDekalb,Illinois,Sept.,1996.

19."ASimpleBootstrapTestforParametricFunctionalForm,"(withS.Wang)presentedinJune,1996,EconometricaSocietymeetingatIowa,alsopresentedinAugust,1996,theNSFBootstrapSymposiumatBerkeley,presentedattheStatisticalSymposiuminDekalb,IL,Sept.,1996.

20."CentralLimitTheoremforDegenerateU-StatisticsofAbsolutelyRegularProcesswithApplicationtoModelSpecificationTesting,"presentedattheStatisticalSymposiuminDekalb,IL,Sept.,1996.

21."TestingSerialCorrelationinSemiparametricPanelDataModels,"presentedattheMid-westEconometricConferenceatMichiganStateUniversity,Oct.,1997,alsopresentedattheeighthinternationalpaneldataconference,June,1998(Sweden).

22."OnEstimatingAdditivePartiallyLinearModels"presentedatthethirdTexasEconometricsconference,Feb.,1998(Austin,Texas).

23."EfficientEstimationofAdditivePartiallyModels"presentedatthe10thCanadianEconometricGroupStudyAnnualMeeting,Sept.,1998(London,Ontario).

24."AConsistentTestforConditionalHeteroskedasticityinTime-SeriesRegressionModels,"(withC.Hsiao),presentedattheEuropeanMeetingoftheEconometricSociety,Germany,October,1998.

25."ConsistentModelSpecificationTestsBasedonSeriesMethods,"presentedatthefourthTexasEconometricsconference,Feb.,1999(Dallas,Texas).

26."AConsistentTestforConditionalHeteroskedasticityinTime-SeriesRegressionModels,"(withC.Hsiao),presentedatthefar-eastEconometricaSocietymeeting,June1999(Singapore).

27."NonparametricEstimationofRegressionFunctionsWithMixedDiscreteandContinuousRegressors,"(withJ.Racine),presentedatthefifthTexasEconometricsconference,Feb.,2000(Houston,Texas);alsopresentedthe8thWorldCongress,Aug.,2000(Seattle).

28."NonparametricEstimationofConditionalDensitywithCategoricalandContinuousDatawithApplications,"presentedattheMurrayS.JohnsonMemorialConference:ApplicationofSemiparametricMethodsinEmpiricalMicroeconomics,April,2000(Austin,Texas);alsopresentedthe8thWorldCongress,Aug.,2000(Seattle).

29."CanNonparametricModelsOutperformParametricModelswithHighDimensionalData?,"(withJ.Racine),presentedatthe12thCanadianEconometricGroupStudyAnnualMeeting,Sept.,2000(Guelph,Ontario),alsopresentedatthemidwesteconometricsconferenceonMarch,2001(Chicago).

30."NonparametricEstimationofEconometricModelsWithMixedDiscreteandContinuousVariables,"(withJ.Racine),presentedatthesixthTexasEconometricsconference,Feb.,2001(Austin,Texas).

31."ConsistentModelSpecificationTestswithMixedDiscreteandContinuousVariables,"(withC.HsiaoandJ.Racine),presentedattheseventhTexasEconometricsconference,Feb.,2002(Texas),alsopresentedattheAmericanStatisticalAssociationMeetinginNewYorkCity(August,2002).

32."TestingtheSignificanceofCategoricalVariables"(withJ.Racine),presentedattheInternationalConferenceonNonparametricStatisticsinCrete,Greek(July,2002).

33."EfficiencyofThinandThickMarket"(withL.Gan),presentedattheeighthTexasCampEconometrics,Austin(Feb.,2003),alsopresentedattheEconometricaSocietySummerMeeting,Chicago(June,2003).

34."EfficientEstimationofAverageTreatmentEffectswithMixedCategoricalandContinuousData,"(withJeffRacine)presentedatthemidwesteconometricsconferenceinOctober,2004(Chicago),alsopresentedattheWorldCongressinAugust2005(London).

35.IsThereaRoleforFiscalPolicyontheStockMarket?presentedattheInternationalConferenceonTimeSeriesEconometrics,FinanceandRiskinJuly2006(atPerth,Australia).