付中昊 - 复旦大学

个人简介

付中昊，复旦大学经济学院副教授，康奈尔大学经济学博士（2017），康奈尔大学公共管理学硕士（2011），中国人民大学政治学与行政管理学士（2009）。研究领域包括计量经济学理论，金融时间序列分析，应用宏观经济学等。教育背景 2011.8-2017.5 康奈尔大学博士经济学 2011.8-2014.1 康奈尔大学硕士经济学 2009.8-2011.5 康奈尔大学硕士公共管理 2005.9-2009.6 中国人民大学学士政治学工作经历 2022.12-至今。复旦大学经济学院副教授 2018.7-至今上海国际金融与经济研究院研究员个人荣誉 2018.12 第二届中国计量经济学者论坛最佳理论论文奖 2014.8-2015.5 康奈尔大学“Sage”奖学金 2013.5 康奈尔大学“The Ernest Liu Family”优秀助教奖 2008.5 中国人民大学“国家奖学金” 2017.6-2022.11 复旦大学经济学院助理教授

研究领域

计量经济学理论，时间序列分析，金融计量经济学，应用宏观经济学

近期论文

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"Estimation and inference on TV-FAVAR models," (2023), with Liangjun Su, and Xia Wang, Journal of Business & Economic Statistics, forthcoming. "Testing for strict stationarity via discrete Fourier transform," (2022), with Shang Gao, Liangjun Su, and Xia Wang, Econometric Theory, forthcoming. "Specification tests for time-varying coefficient models," (2022), with Yongmiao Hong, Liangjun Su, and Xia Wang, Journal of Econometrics, forthcoming. "Testing for structural changes in large dimensional factor models via discrete Fourier transform," (2023), with Yongmiao Hong, and Xia Wang, Journal of Econometrics, 233(1), 302-331. "On multiple structural breaks in distribution: An empirical characteristic function approach," (2022), with Yongmiao Hong, and Xia Wang, Econometric Theory, forthcoming. "A model-free consistent test for structural change in regression possibly with endogeneity," (2019), with Yongmiao Hong, Journal of Econometrics, 211(1), 206–242. Working Papers "Distinguishing time-varying factor models," with Liangjun Su, and Xia Wang, revision requested. (pdf) "Consistent testing for structural changes in time series models via discrete Fourier transform," with Yongmiao Hong, and Xia Wang, submitted. (pdf) "Estimating and testing multiple structural breaks in nonparametric regressions," with Yiqiu Cao, Xia Wang, and Xingtong Zhang, submitted. (pdf) "Monitoring structural changes in large-dimensional factor models," with Xia Wang. (To be updated) "Estimation and inference on state-varying FAVAR models," with Shang Gao, and Xia Wang. (To be updated)