朱家祥 - 北京大学深圳研究生院

个人简介

朱家祥博士职位：副院长，教授最高学历：美国加州大学（圣地亚哥）经济学博士教育背景： 1980 台湾东吴大学经济学学士 1990 美国加州大学（圣地亚哥）经济学博士工作经验： 1990-1998，美国南加州大学经济系助教授 1997-2000，Econometrician, NeuralNet R&D Associates. 2001-2006，台湾大学经济学院，教授 2006-2015，北京大学经济研究中心，教授教学计量经济学,时间序列分析,计量专题

研究领域

计量经济学理论,时间序列分析

近期论文

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(1) Chu, C.S. J. and Halbert White (1992): "A Direct Test for Changing Trend", Journal of Business and Economics Statistics 10, 289‑299. (2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699‑720. (3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241‑266. (4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1‑28. (5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617. (6) Chu,C.S.J., M. Stinchcombe and H. White (1996), "Monitoring Structural Change", Econometrica 64, 1045-1066. (7) Chu,C.S.J. (1997), "Multiple Hypothesis Test for Parameter Constancy based on Recursive Residuals", Econometric Reviews 16, 353-360 (8) Levin, A., C.F. Lin and C.S. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24 (9) Chia-Shang J. Chu and Hsinmin Lu (2006),"Random Walk Hypothesis in Exchange Rate Reconsidered,” Journal of Forecasting, Vol. 25, Iss. 4; p. 27 (10) C.S. Chu, L Lu, Z Shi (2009), “Pitfalls in Market Timing Test.” Economic Letters 103(3), 123-126. (11) C. Chou, C.S.J. Chu (2010), “Testing independence of two autocorrelated binary time series.” Statistics & Probability Letters 80(1), 69-75. (12) C. Chou, C.S.J. Chu (2011), “ Market timing: recent development and a new test.” Economic Letters 111(2), 105-109.