 钱军辉系别:经济系 职称:教授 办公电话:+86 (0)21 52301191 电子邮箱:jhqian@sjtu.edu.cn
教师简介
科学研究
主讲课程
职务:教授、博士生导师
教育背景:
2003年8月-2007年5月 莱斯大学(Rice University),获经济学博士学位(Ph.D.) 2000年8月-2003年5月 莱斯大学(Rice University),获电子工程硕士学位(M.S.) 1995年9月-1999年7月 哈尔滨工程大学,获水声电子工程学士学位
研究兴趣
Journal Articles
Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412 , 2012.
Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012. Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014.
The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128 17-20, 2015.
Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016.
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016.
Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016. supplement
Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, 2018, Economics Letters, 168, 73-76. Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, 2018, China Finance Review International, 8 (3), 275-296. Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.
Book Chapters
宏观经济与金融市场(MBA) 中级宏观经济学(本科) 高级概率与统计(博士生)
资产定价理论(博士生) 时间序列分析(硕士生,博士生) 计量经济学(本科) 中国经济
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