职位:助理教授
研究方向:计量经济学理论,应用计量经济学
最高学历:马德里卡洛斯三世大学经济学博士
办公电话:0755-2603 7541
办公室:汇丰大楼759
Email:chenliang@phbs.pku.edu.cn
已发表论文:
1. Two-step estimation of quantile panel data models with interactive fixed effects, Econometric Theory, forthcoming.
2. Revisiting the effects of CO2 on global warming: a quantile factor approach (with J.J. Dolado, J. Gonzalo and A. Ramos), Economica, 90.360 (2023): 1397-1421.
3. A simple estimator for quantile panel data models using smoothed quantile regressions (with Yulong Huo) The Econometrics Journal, 24 (2021): 247-263.
4. Quantile factor models (with J.J. Dolado and J. Gonzalo) Econometrica, 89.2 (2021): 875-910.
5. Set identification of panel data models with interactive fixed effects via quantile restrictions, Economics Letters, 137 (2015): 36-40.
6. Estimating the common break date in large factor models, Economics Letters, 131 (2015): 70-74.
7. Detecting big structural breaks in large factor models (with J.J. Dolado and J. Gonzalo) Journal of Econometrics, 180.1 (2014): 30-48.
工作论文:
1. Nonparametric quantile regressions for panel data models with large T.
2. Common correlated effects estimation of nonlinear panel data models (with Minyuan Zhang).
3. Estimation of characteristic-based quantile factor models (with J.J. Dolado, J. Gonzalo and H. Pan).
4. Faster Uniform convergence rates for deconvolution estimators from repeated measurements (with Minyuan Zhang). R&R at Econometric Theory
研究生:高级计量经济学 I、高级计量经济学 II(时间序列)、高级经济学 III(面板数据)、时间序列计量经济学。