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祝林

 

经济系 助理教授

 

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电话             (86) (10) 62792705
电邮          
zhulin@sem.tsinghua.edu.cn
办公室            伟伦楼 555
办公室开放时间       周一  15:00-17:00
                 

 
清华大学经济管理学院助理教授。祝林博士2004年获中国科学技术大学统计学学士学位;2006年获印第安纳大学伯明顿分校数学硕士学位;2012年获印第安纳大学伯明顿分校经济学博士学位。他的主要研究兴趣包括部分识别计量模型的点集推断,半参数/非参数计量模型的估计与推断,金融计量经济学。

        讲授课程有:计量经济学2 (本科生课程)、经济学中的数学方法 (研究生课程)、

发表论文
"Automatic Specification Testing For Vector Autoregressions and Multivariate Nonlinear Time Series Models" (joint with J. C. Escanciano, I. N. Lobato), Journal of Business & Economic Statistics Vol. 31, 2013

“A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model,” (joint with J.C. Escanciano), forthcoming in Econometric Reviews
 

工作论文

“Inferences in Semiparametric Partially Identified Models: An Empirical Process Approach” (2012, with J. C. Escanciano)

A Semiparametric Test for Drift Specification in the Diffusion Model,” (2010)

 

会议

Symposium in Financial Econometrics, Indiana University, Poster “A Semiparametric Test for Drift Specification in the Diffusion Model,” March 2009

Econometrics Workshop, Indiana University,
“Inferences in Semiparametric Two-Step Partially Identified Models: An Empirical Process Approach,” December 2011

International Conference on Microeconomic Data and Empirical Methods, Renming University, “Inferences in Semiparametric Partially Identified Models: An Empirical Process Approach”, June 2012

正在研究课题

“Inferences in Partially Identified Structural Models,”  (with Juan Carlos Escanciano)