方颖

教授

美国匹兹堡大学经济学博士


电话:0592-2181763

电子邮件:yifst1@xmu.edu.cn

办公室:经济楼A411

个人简介 研究成果 研究项目

Current Positions
2016-present            Changjiang Scholars Chair Professor of Ministry of Education
                       (教育部长江学者特聘教授)
2014-present            Professor of Economics, 
                        Wang Yanan Institute for Studies in Economics, Xiamen University
                       (厦门大学王亚南经济研究院经济学教授
教育背景
Ph.D., University of Pittsburgh, Pittsburgh, USA, 2006
M.A., Fudan University, Shanghai, China, 1999
B.A., Fudan University, Shanghai, China, 1996

研究领域
Econometrics, Applied Econometrics, Finance, Economy of China

International Publications:
17. “Inferences for a Partially Varying Coefficient Model with Endogenous Regressors”. (with Zongwu Cai, Ming Lin and Jia Su), Journal of Business & Economic Statistics, 2017, DOI: 10.1080/07350015.2017.1294079.
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.

Chinese Publications
8. 《半参数STAR模型的估计及应用》,(与蔡楠),《系统工程理论与实践》,第34卷,第2期,第273-281,2014。
7. 《人民币汇率一揽子货币权重的内在形成机制:基于非参数时变系数的估计方法》, (与梁芳、牛霖琳),《世界经济文汇》,第3期, 第1-13页, 2012。
6. 《人民币汇率的半参数预测模型研究》,(与蔡宗武、陈琳娜),《系统工程理论与实践》, 第32卷,第4期,第685-692页,2012。
5. 《空间滞后模型的稳健检验》,(与张进峰),《系统工程理论与实践》, 第32卷,第1期,第76-82页,2012。
4. 《寻找制度的工具变量》,(与赵扬),《经济研究》,第5期,第138-148页,2011。
3. 《中国是否存在“资源诅咒”》,(与纪衎、赵扬),《世界经济》,第4期,第144-160页,2011.
2. 《空间误差模型的稳健检验》,(与张进峰),《数量经济技术经济研究》,第28卷,第1期,第152-160页,2011。
1. 《中国主要宏观变量的稳定性检验: 基于非参数估计与Bootstrapping的一个方法》, (与郭萌萌),《世界经济文汇》,第1期, 第94-102页,2009。

1. NSFC #70971113 (Principle Investigator)Semiparametric STAR Model with Its Applications in Macro-forecasting.
(国家自然科学基金面上项目 《半参数STAR模型及其在宏观经济预测中的应用》,25万)
2. NSFC #71131008 (Main Member)Panel Data Modelling: Theory and Methodology.
(国家自然科学基金重点项目 《面板数据建模的理论与方法》,200万)
3. NSFC#71271179 (Principle Investigator)Semiparametric Varying-coefficient Instrumental Variables Model: Estimation, Testing and Applications
(国家自然科学基金面上项目 《半参数可变系数工具变量模型:估计、检验与应用》,58万)
4. NSFC#71625001(Principle Investigator)Econometric Methods with Its Applications in Economic and Management Science
(国家杰出青年科学基金 The National Science Fund for Distinguished Young Scholars 《计量经济学方法及其在经济管理中的应用》,245万)