方穎是一位教育部長(zhǎng)江學(xué)者特聘教授，也是國(guó)家杰出青年科學(xué)基金獲得者和教育部新世紀(jì)優(yōu)秀人才。她在廈門(mén)大學(xué)王亞南經(jīng)濟(jì)研究院和經(jīng)濟(jì)學(xué)院擔(dān)任教授，主要從事計(jì)量經(jīng)濟(jì)學(xué)的理論與方法研究，并將其應(yīng)用于金融學(xué)、資源環(huán)境經(jīng)濟(jì)學(xué)等領(lǐng)域。方穎的研究成果在學(xué)術(shù)界和實(shí)踐中都得到了廣泛的認(rèn)可和應(yīng)用。
個(gè)人介紹
Current Positions
2016-present Changjiang Scholars Chair Professor of Ministry of Education (教育部長(zhǎng)江學(xué)者特聘教授) 2014-present Professor of Economics, Wang Yanan Institute for Studies in Economics, Xiamen University (廈門(mén)大學(xué)王亞南經(jīng)濟(jì)研究院經(jīng)濟(jì)學(xué)教授）
教育背景Ph.D., University of 匹茲堡, Pittsburgh, USA, 2006 M.A., Fudan University, Shanghai, China, 1999 B.A., Fudan University, Shanghai, China, 1996研究領(lǐng)域Econometrics, Applied Econometrics, Finance, Economy of China
研究成果
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 統(tǒng)計(jì)學(xué), 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 數(shù)學(xué): 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 時(shí)間 Series”, (with Nan Cai and Zhongwu Cai), 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 動(dòng)力學(xué) & 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 AGB星 Bias of Weak Instrumental Estimation Using Independently Repeated Cross-sectional Information”, (with Zongwu Cai and Jia Su), 統(tǒng)計(jì)學(xué) & 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 Publications8. 《半?yún)?shù)STAR模型的估計(jì)及應(yīng)用》，（與蔡楠），《系統(tǒng)工程理論與實(shí)踐》，第34卷，第2期，第273-281，2014。 7. 《人民幣匯率一攬子貨幣權(quán)重的內(nèi)在形成機(jī)制：基于非參數(shù)時(shí)變系數(shù)的估計(jì)方法》， （與梁芳、牛霖琳），《世界經(jīng)濟(jì)文匯》，第3期, 第1-13頁(yè), 2012。 6. 《人民幣匯率的半?yún)?shù)預(yù)測(cè)模型研究》，（與蔡宗武、陳琳娜），《系統(tǒng)工程理論與實(shí)踐》，第32卷，第4期，第685－692頁(yè)，2012。 5. 《空間滯后模型的穩(wěn)健檢驗(yàn)》，（與張進(jìn)峰），《系統(tǒng)工程理論與實(shí)踐》，第32卷，第1期，第76－82頁(yè)，2012。 4. 《尋找制度的工具變量》，（與趙揚(yáng)），《經(jīng)濟(jì)研究》，第5期，第138-148頁(yè)，2011。 3. 《中國(guó)是否存在“資源詛咒”》，（與紀(jì)、趙揚(yáng)），《世界經(jīng)濟(jì)》，第4期，第144-160頁(yè)，2011. 2. 《空間誤差模型的穩(wěn)健檢驗(yàn)》，（與張進(jìn)峰），《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》，第28卷，第1期，第152-160頁(yè)，2011。 1. 《中國(guó)主要宏觀變量的穩(wěn)定性檢驗(yàn): 基于非參數(shù)估計(jì)與Bootstrapping的一個(gè)方法》， （與郭萌萌），《世界經(jīng)濟(jì)文匯》，第1期, 第94-102頁(yè)，2009。
研究項(xiàng)目 1. NSFC #70971113 （Principle Investigator）Semiparametric STAR Model with Its Applications in Macro-forecasting. （國(guó)家自然科學(xué)基金面上項(xiàng)目 《半?yún)?shù)STAR模型及其在宏觀經(jīng)濟(jì)預(yù)測(cè)中的應(yīng)用》，25萬(wàn)） 2. NSFC #71131008 （Main Member）Panel Data Modelling: Theory and Methodology. （國(guó)家自然科學(xué)基金重點(diǎn)項(xiàng)目 《面板數(shù)據(jù)建模的理論與方法》，200萬(wàn)） 3. NSFC#71271179 （Principle Investigator）Semiparametric Varying-coefficient Instrumental Variables Model: Estimation, Testing and Applications （國(guó)家自然科學(xué)基金面上項(xiàng)目 《半?yún)?shù)可變系數(shù)工具變量模型：估計(jì)、檢驗(yàn)與應(yīng)用》，58萬(wàn)） 4. NSFC#71625001（Principle Investigator）Econometric Methods with Its Applications in Economic and 管理學(xué) Science （國(guó)家杰出青年科學(xué)基金 The National Science Fund for Distinguished Young Scholars 《計(jì)量經(jīng)濟(jì)學(xué)方法及其在經(jīng)濟(jì)管理中的應(yīng)用》，245萬(wàn)）
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