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南开大学金融学院导师教师师资介绍简介-程婷婷
本站小编 Free考研考试/2020-09-19
程婷婷最高学历:博士
职称:助理教授
E-mail:tingting.cheng@nankai.edu.cn
个人履历
工作经历:2015年9月至今,南开大学金融学院 助理教授教育背景:2010-2015 澳大利亚莫纳什大学,商学院,计量经济学博士2008-2010 厦门大学,经济学院,经济学硕士2004-2008 厦门大学,经济学院,经济学学士Email:chengtingting2015@outlook.com; Tingting.Cheng@nankai.edu.cn
研究成果
1. T. Cheng, J. Gao, X. Zhang. Bayesian bandwidth selection in nonparametric time–varying coefficient models, Journal of Business and Economic Statistics, 37(1), 1-12, 2019.2. C. Yan, T. Cheng*, In search of the optimal number of fund subgroups, Journal of Empirical Finance, 50, 78-92, 2019.3. T. Cheng, J. Gao, X. Zhang. Nonparametric localized bandwidth selection in kernel density estimation, Econometric Reviews 38(7): 733-762, 2019.4. T. Cheng. Functional coefficient time series models with trending regressors, Econometric Reviews 38(6): 636-659, 2019.5. T. Cheng, J. Gao, Y. Yan, Regime switching panel data models with interactive fixed effects, Economics Letters, 177, 41-51, 2019.6. T. Cheng, J. Gao, P.C.B. Phillips, A frequentist approach to Bayesian asymptotics, Journal of Econometrics 206(2): 359-378, 2018.7. B. Cai, T. Cheng*, C. Yan, Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds, Journal of Empirical Finance 49, 81-106, 2018.8. T. Cheng, J. Gao, Y. Yan, A new regime switching model with state-varying endogeneity, Journal of Management Science and Engineering, 3(4), 214-232, 2018.9. T. Cheng, C. Yan. Evaluating the size of the bootstrap method for fund performance evaluation, Economics Letters 156: 36-41, 2017.
研究项目
主持:国家自然科学青年基金项目,基于贝叶斯方法的时变系数模型的理论和应用研究(NO. **),2019-2021主持:教育部人文社科青年基金项目,非线性预测回归模型:理论和应用(18YJC790015),2018-2020
个人殊荣
南开大学本科优秀毕业论文指导教师(2017年度)