方穎,廈門大學王亞南經濟研究院、廈門大學經濟學院教授,教育部長江學者特聘教授,國家傑出青年科學基金獲得者,教育部新世紀優秀人才,主要從事計量經濟學的理論與方法研究,及其在金融學、資源環境經濟學等領域的套用研究。
基本介紹
- 中文名:方穎
- 國籍:中國
- 民族:漢
- 出生地:上海
- 出生日期:1973年
- 職業:廈門大學教授
- 畢業院校:美國匹茲堡大學博士
- 主要成就:教育部長江學者特聘教授
國家傑出青年科學基金獲得者
教育部新世紀優秀人才
(教育部長江學者特聘教授)
2014-present Professor of Economics,
Wang Yanan Institute for Studies in Economics, Xiamen University
(廈門大學王亞南經濟研究院經濟學教授)
Ph.D., University of Pittsburgh, Pittsburgh, USA, 2006
M.A., Fudan University, Shanghai, China, 1999
B.A., Fudan University, Shanghai, China, 1996
研究領域
Econometrics, Applied Econometrics, Finance, Economy of China
15. “Panel Data Models with Cross-sectional Dependence: A Selective Review”. (with Qiuhua Xu and Zongwu Cai), Applied Mathematics: A Journal of Chinese Universities, 2016, 31(2), 127-147.
14. “A Data-driven Smooth Test of Symmetry”, (with Qi Li, Ximing Wu and Daiqiang Zhang), Journal of Econometrics, 2015, 188, 490-501.
13. “Estimation and Inference for Varying-coefficient Cointegration Using Penalized Splines”, (with Haiqiang Chen and Yingxing Li), Econometric Theory, 2015, 31,753-777.
12. “Forecasting Major Asian Exchange Rates Using A New Semiparametric STAR Model”, (with Nan Cai, Zongwu Cai and Qiuhua Xu), Empirical Economics, 2015, 48(1), 407-426.
11. “Semiparametric Estimation of Varying-coefficient Dynamic Panel Data Models”, (with Zongwu Cai and Linna Chen), Econometric Reviews, 2015, 34(6-10), 694-718.
10. “A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications”, (with Sungyong Park and Jinfeng Zhang), Economics Letters, 2014, 124, 203-206.
9. “China’s Internal Borders: Evidences from Business Cycle Correlations across Chinese Cities”, (with Li Qi and Zhongjian Lin), The Chinese Economy, 2013, vol. 46, no. 3, 41-60. (DOI: 10.2753/CES1097-1475460303)
8. “A New Nonparametric Stability Test with an Application to Major Chinese Macroeconomic Time Series”, (with Nan Cai and Zhongwu Cai), Applied Mathematics: A Journal of Chinese Universities, Series B, 2013, 28, 1-16.
7. “Resource Abundance and Economic Growth in China”, (with Rui Fan and Sungyong Park), China Economic Review, 2012, 23, 704-719.
6. “A New Forecasting Model for USD/CNY Exchange Rate”, (with Zongwu Cai and Linna Chen), Studies in Nonlinear Dynamics & Econometrics, 2012, Volume 16, Article 3.
5. “The Validity of Instruments Revisited”, (with Daniel Berkowitz and Mehmet Caner), Journal of Econometrics, 2012, 166, 255-266.
4. “Reducing Asymptotic Bias of Weak Instrumental Estimation Using Independently Repeated Cross-sectional Information”, (with Zongwu Cai and Jia Su), Statistics & Probability Letters, 2012, 82, 180-185.
3. “Weak Instrumental Variables Models for Longitudinal Data”, (with Zongwu Cai and Henong Li), Econometric Reviews, 2012, 31(4), 361-389.
2. “Nonparametric Estimation and Testing of Stochastic Discount Factor”, (with Yu Ren and Yufei Yuan), Finance Research Letters, 2011, 8, 196-205.
1. “Are ‘Nearly Exogenous’ Instruments Reliable?”, (with Daniel Berkowitz and Mehmet Caner), Economics Letters, 2008, 101, 20-23.
8. 《半參數STAR模型的估計及套用》,(與蔡楠),《系統工程理論與實踐》,第34卷,第2期,第273-281,2014。
7. 《人民幣匯率一攬子貨幣權重的內在形成機制:基於非參數時變係數的估計方法》, (與梁芳、牛霖琳),《世界經濟文匯》,第3期, 第1-13頁, 2012。
6. 《人民幣匯率的半參數預測模型研究》,(與蔡宗武、陳琳娜),《系統工程理論與實踐》, 第32卷,第4期,第685-692頁,2012。
5. 《空間滯後模型的穩健檢驗》,(與張進峰),《系統工程理論與實踐》, 第32卷,第1期,第76-82頁,2012。
4. 《尋找制度的工具變數》,(與趙揚),《經濟研究》,第5期,第138-148頁,2011。
3. 《中國是否存在“資源詛咒”》,(與紀衎、趙揚),《世界經濟》,第4期,第144-160頁,2011.
2. 《空間誤差模型的穩健檢驗》,(與張進峰),《數量經濟技術經濟研究》,第28卷,第1期,第152-160頁,2011。
1. 《中國主要巨觀變數的穩定性檢驗: 基於非參數估計與Bootstrapping的一個方法》, (與郭萌萌),《世界經濟文匯》,第1期, 第94-102頁,2009。
(國家自然科學基金面上項目 《半參數STAR模型及其在巨觀經濟預測中的套用》,25萬)
2. NSFC #71131008 (Main Member)Panel Data Modelling: Theory and Methodology.
(國家自然科學基金重點項目 《面板數據建模的理論與方法》,200萬)
3. NSFC#71271179 (Principle Investigator)Semiparametric Varying-coefficient Instrumental Variables Model: Estimation, Testing and Applications
(國家自然科學基金面上項目 《半參數可變係數工具變數模型:估計、檢驗與套用》,58萬)
4. NSFC#71625001(Principle Investigator)Econometric Methods with Its Applications in Economic and Management Science
(國家傑出青年科學基金 The National Science Fund for Distinguished Young Scholars 《計量經濟學方法及其在經濟管理中的套用》,245萬)