董朝华

发布者:向雪莲发布时间:2022-12-29浏览次数:8283

 

姓名:董朝华

性别:男

籍贯:山西

民族:汉

所在系:数学与数量经济系

Emaildchaohua@zuel.edu.cn

是否博导:是

是否硕导:是

职称:教授

现任职务:无


社会职务

国际期刊Cogent Mathematics and Statistics编辑,中国系统工程学会金融系统工程专业委员会理事,Journal of Econometrics, Econometric Theory, Econometric Reviews, Annals of Statistics, Journal of Business and Economic Statistics等期刊匿名评审员


讲授课程

非参数计量经济学,高级计量经济学专题,科学研究方法与论文写作(博士);计量经济学前沿选讲(硕士);数理统计学,概率论与数理统计学,中级微观经济学(本科)


研究方向

高维计量理论、非参数与半参数方法、非平稳时间序列和面板数据模型、微观计量应用


教育背景与工作经历

1)201811月—至今:娱乐网站白菜网站大全 600cc全讯白菜网 教授、博导

2)20159月—201810: 西南财经大学 经济学院 教授、博导

3)20121月—20158: 澳大利亚莫纳什大学(Monash University)计量经济与商业统计系研究员

4)20087月—201112月:澳大利亚阿德莱德大学(The University of Adelaide)经济学院博士在读


项目基金

1)项目主持人,国家自然科学基金面上项目2021-2024,题目:几类经典计量经济学模型的高维理论与应用。项目批准号72073143

2)项目主持人,国家自然科学基金面上项目2017-2020,题目:具有平稳性,非平稳性和时间趋势的非参数面板数据模型:理论和应用。项目批准号71671143. 结项,特优

3)娱乐网站白菜网站大全中央高校基本科研业务费专项资金资助,国际科研合作培育项目2722022EG0012022-2024

4)娱乐网站白菜网站大全中央高校基本科研业务费专项资金资助,高水平国际会议资助项目2722022EH011,计量经济学理论与应用2022武汉国际研讨会。

5)项目参与者,国家自然科学基金青年项目2017-2019,题目:财政政策的短视行为与央行独立性研究:理论与应用。项目批准号71601160

6)项目参与者,国家自然科学基金项目“延迟退休年龄的社会经济效应评估与制度设计:理论模型、政策模拟与断点反事实分析”(71603214


近期科研发表

1)High dimensional semiparametric moment restriction modelswith J. Gao and O. Linton, Journal of Econometrics, 2023,232, p320-345.

2)Quantity or quality? The impacts of environmental regulation and government R&D funding on green technology innovation: Evidence from China,Applied Economics Letters, forthcoming.

3)Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption-lean inference for generalised linear model parameters’ by Vansteelandt and Dukes,Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022, 84, p.707-708 (comment)

4)Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors, with Z Peng, Finance Research Letters, 2022, 47, 102775, doi.org/10.1016/j.frl.2022.102775

5)非参数可加协整模型下的配对交易,(合作论文)系统工程理论与实践2022421694-1720􀀀􀀀􀀀 􀀀

6)正交级数方法与非平稳时间序列模型估计和检验的一些研究进展,(合作论文)计量经济学报20211479-517

7)A weighted sieve estimator for nonparametric time series models with nonstationary variables, with O. Linton and B. Peng, Journal of Econometrics, 2021, 222, 909-932.

8)汇率预测的“米斯和戈洛夫之谜”破解----来自非参数方法的回答,(合作论文)系统工程理论与实践2020401495-1508

9)Varying-coefficient panel data models with nonstationarity and partially observed factor structure, with J. Gao and B. Peng, Journal of Business & Economic Statistics, 2021, 39, 700-711

10)The impact of the number of sellers on quantal response equilibrium predictions in Bertrand oligopolyJournal of Economics & Management Strategywith  R. Bayer and H. Wu28787-7932019

11)Series estimation for single-index models under constraints, Australian and New Zealand Journal of Statistics, with J. Gao and B. Peng, 61,299-3352019

12)Additive nonparametric models with time variable and both stationary and nonstationary regressorsJournal of Econometrics, 207, 212-236, 2018with O. Linton

13)Estimation in a semiparametric panel data model with nonstationarity, with Jiti Gao and Bin Peng, Econometric Reviews 2019, 38961-977

14)Specification testing for nonlinear multivariate cointegrating Regressions, with Jiti Gao, Dag Tjostheim and Jiying Yin, Journal of Econometrics, 200, 104-117, 2017

15)Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity, with Jiti Gao, Econometric Theory, 2018, 34,754-789

16)Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, with Jiti Gao. Econometric Reviews 2019, 38, 125-150

17)Estimation for single-index and partially linear single-index nonstationary time series models, with Jiti Gao and Dag Tjostheim, Annals of Statistics, 44425-4532016

18)Semiparametric single-index panel data models with cross-sectional dependence, with Jiti Gao and Bin Peng, Journal of Econometrics, 188, 301-312, 2015

19)Solving replication problems in a complete market by orthogonal series expansion, with Jiti Gao, North American Journal of Economics and Finance, 25, 306-317, 2013

20)Semiparametric penalty function method in partially linear model selection, with Jiti Gao and Howell Tong, Statistica Sinica, 17, 99-114, 2007


著作

金融数学:衍生证券定价原理,中国科学技术出版社,2006,独著


会议组织

1)计量经济学理论与应用2023武汉国际研讨会

2)计量经济学理论与应用2022武汉国际研讨会

3)计量经济学理论与应用2021武汉研讨会

4)计量经济学理论与应用2017成都研讨会


会议演讲

1)2023计量经济学会亚洲会议2023 Asian Meeting of the Econometric Society

(AMES),新加坡南洋理工大学,20237

2)从课本到科研—计量经济学和课本上的那些事,上海市计量经济与统计前沿理论与应用,20217月,20228

3)第四届中国计量经济学者论坛,202012月,上海

4)第十二届世界计量经济学大会(ESWC, 20208,意大利米兰(线上会议),12th World Congress of the Econometric Society, the University of Bocconi

5)剑桥大学经济学院,201910

6)Integrating time series and its asymptotics(协整时间序列及其极限理论),上海市计量经济与统计前沿理论与应用,20197

7)Sieve Method in Econometrics,山东大学经济研究院,暑期课程,20197

8)首届华中地区计量经济学会议,娱乐网站白菜网站大全,20193

9)Sieve Method in Econometrics,上海社会科学院,20191

10)The fifth China Meeting of Econometric Society(Fudan), Shanghai, June 2018

11)Ecosta2017, 香港科技大学,20176

12)Seta2017,北京大学光华管理学院,20176

13)Sieve Method in Econometrics,北京大学光华管理学院,20174

14)The Third China Meeting of Econometric Society, Chengdu, China, Jun 2016

15)Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual Meeting (ASC-IMS2014), Sydney, Jul 2014

16)Guest Lecture, Department of Mathematics, The University of Bergen, Bergen, Norway, Nov 2014

17)Symposium Econometric Theory and Application (SETA2013), Seoul, Jul 2013

18)The Econometric Society Australian Meeting (ESAM2011), Adelaide, Jul 2011

19)Symposium Econometric Theory and Application (SETA2011), Melbourne, Apr 2011

20)The Australia Conference of Economists (ACE2009), Adelaide, Oct 2009


荣誉与奖励

1)“文澜学者”特聘教授,2023

2)湖北省高等学校人文社会科学研究优秀成果,20236

3)第一届“娱乐网站白菜网站大全文澜重大科研奖”二等奖,2023

4)国家自科委管理学部绩效评估获评“特优”,2023

5)第18次武汉市社会科学优秀成果奖,三等奖,2022

6)第十二届湖北省社会科学优秀成果奖二等奖,202010

7)剑桥大学访问资助Visting scholar, Faculty of Economics, University of Cambridge, Sep-Oct, 2019

8)莫纳什大学访问资助 Visiting Fund, Monash University, Australia, November, 2016.

9)莫纳什大学访问资助Visiting Fund, Monash University, Australia, January, 2016.

10)挪威卑尔根大学访问资助Travel Expense of Visiting Scholar, The University of Bergen, Norway, Nov, 2014.

11)阿德莱德大学优秀博士论文The University Doctoral Research Medal 2012, the University of Adelaide.

12)澳大利亚政府奖学金(EIPRS) Endeavor International Postgraduate Research Scholarship (2008-2011). This is established by Australian government to bestow excellent PhD applicants to Australian universities all over the world.

13)阿德莱德大学奖学金The University of Adelaide Scholarship (2008-2011).