董朝華，男，中南財經政法大學統計與數學學院教授。
基本介紹
- 中文名：董朝華
- 職業：教師
- 畢業院校：阿德萊德大學
- 專業方向：高維計量經濟學，平穩和非平穩時間序列模型
- 職務：中南財經政法大學統計與數學學院教授
- 任職院校：中南財經政法大學統計與數學學院
人物經歷,社會職務,研究領域,講授課程,學術成果,
人物經歷
2012年畢業於澳大利亞阿德萊德大學，獲得經濟學博士學位。
社會職務
兼任國際期刊Cogent Mathematics and Statistics編輯，作 為 匿 名 評 審 人 為 Annals of Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of Time Series Analysis， Journal of Nonparametric Statistics, Econometrics and Statistics, Australia and New Zealand Journal of Statistics, Journal of Testing and Evaluation, and China Financial Review International 等國際一流期刊和主流期刊評審稿件。
研究領域
高維計量經濟學，平穩和非平穩時間序列模型，面板數據模型，微觀計量和金融計量，非參數和半參數方法。
講授課程
中級個體經濟學；機率論與數理統計；數理統計學
學術成果
項目基金
項目主持人，國家自然科學基金面上項目2017-2020，題目：具有平穩性，非平穩性和時間趨勢的非參數面板數據模型：理論和套用。項目批准號71671143。
論文著作
主要研究成果：
- Varying-coefficient panel data models with nonstationarity and partially observed factor structure, Journal ofBusinessandEconomic Statistics, with J. Gao and B. Peng, 2020,doi.org/10.1080/07350015.2020.1721294, SSCI/SCI
- Series estimation for single-index models under constraints, Australian and New Zealand Journal of Statistics, with J. Gao and B. Peng,61,299-335，2019， SSCI
- Estimation in a semiparametric panel data model with nonstationarity, with J. Gao and B.Peng, Econometric Reviews, 38，961-977，2019，SSCI/SCI
- The impact of the number of sellers on quantal response equilibrium predictions in Bertrand oligopoly，Journal of Economics & Management Strategy，withR. Bayer and H. Wu，28，787-793，2019，SSCI
- Additive nonparametric models with time variable and both stationary and nonstationary regressors，Journal of Econometrics, 207, 212-236, 2018，with O. Linton，SSCI/SCI
- Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity, Econometric Theory, 34，754-789，2018，with J. Gao，SSCI/SCI
- Specification testing for nonlinear multivariate cointegrating regressions, Journal of Econometrics, 200, 104-117, 2017，withJ. Gao, D. Tjostheim and J. Yin，SSCI/SCI
- Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, Econometric Reviews，38, 125-150, 2019, with J. Gao, SSCI
- Estimation for single-index and partially linear single-index nonstationary time series models, Annals of Statistics, 44，425-453，2016，with J. Gao and D. Tjostheim，SCI
- Semiparametric single-index panel data models with cross-sectional dependence, Journal of Econometrics, 188, 301-312, 2015， with J. Gao and B. Peng，SSCI/SCI
- Solving replication problems in a complete market by orthogonal series expansion, North American Journal of Economics and Finance, 25, 306-317, 2013，with J. Gao, SSCI
- Semiparametric penalty function method in partially linear model selection, Statistica Sinica, 17, 99-114, 2007，with J. Gao and H. Tong, SCI
