:::
字級: 小字級 中字級 大字級 | 分享:

研究人員

陳宜廷 Chen, Yi-Ting

陳宜廷 Chen, Yi-Ting

  • E-Mail:ytchen at sinica.edu.tw
  • CV:CV
  • 簡歷:

    Ph.D. in Economics, National Taiwan University (1998)
    研究領域:經濟計量、財務經濟

學歷

  • Ph.D. in Economics, National Taiwan University (1998)

研究領域

  • 經濟計量
  • 財務經濟

研究專長

  • 經濟計量學
  • 時間序列分析
  • 財務金融實證

經歷

  • 國立臺灣大學財務金融學系合聘教授(2017.8-)
  • 國立臺灣大學經濟學系兼任教授(2011.1-)
  • 中央研究院經濟研究所副研究員(2005.4-2008.12)
  • 國立交通大學經營管理研究所合聘副教授(2006.9-2007.6)
  • 中央研究院人文社會科學研究中心副研究員(2004.7-2005.3)
  • 國立臺灣大學財務金融學系兼任副教授(2004)
  • 中央研究院中山人文社會科學研究所副研究員(2004.1-2004.6)
  • 國立臺灣大學財務金融學系兼任助理教授(2000-2003)
  • 中央研究院中山人文社會科學研究所助研究員(2000.5-2003.12)

得獎紀錄

  • 中央研究院年輕學者研究著作獎(2004)
  • 行政院國科會吳大猷先生紀念獎(2004)

纂輯

  • 《經濟論文》編輯委員(2011.9- )
  • 《臺灣經濟預測與政策》執行編輯(2009.8-2013.8)
  • 《經濟論文-總體經濟實證應用特刊》共同執行編輯(2011)
  • 《經濟論文叢刊-臺灣經濟計量學會年會特刊》共同執行編輯(2011, 2013, 2015)
  • 《經濟論文叢刊》編輯委員(2005.6-2006.6 )

著作目錄

期刊(點擊展開)

  • Chen, Y.-T. and Tsay, R. S.(2019), "Time Evolution of Income Distributions with Subgroup Decompositions," Econometric Reviews, Accepted.
  • Chen, Y.-T., Hsu, Y.-C. and Wang, H.-J.(2018), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business & Economic Statistics, Accepted.
  • Chen, Y.-T.(2018), "A Unified Approach to Estimating and Testing Income Distributions with Grouped Data," Journal of Business & Economic Statistics, 36, 438-455.
  • 陳宜廷(2018), 「臺灣與南韓之經濟成長比較:合成控制法下的反事實分析」,《臺灣經濟預測與政策》, 接受刊登。
  • Chen, Y.-T.(2016), "Exceedance Correlation Tests for Financial Returns," Journal of Financial Econometrics, 14, 581-616.
  • Chen, Y.-T. and Vincent, K.(2016), "The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market," Journal of Forecasting, 35, 504-527.
  • Chen, Y.-T.(2016), "Testing for Granger Causality in Moments," Oxford Bulletin of Economics and Statistics, 78, 265-288.
  • Chen, Y.-T.(2015), "On the Optimal Estimating Function Method for Conditional Correlation Models," Journal of Financial Econometrics, 13, 83-125.
  • Chen, Y.-T.(2015), "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, 13, 414-455.
  • Chen, Y.-T. and Qu, Z.(2015), "M Tests with a New Normalization Matrix," Econometric Reviews, 34, 617-652.
  • Chen, Y.-T., Ho, K.-Y., and Tseng, L. Y.(2014), "Riskiness-Minimizing Spot-Futures Hedge Ratio," Journal of Banking & Finance, 40, 154-164.
  • 曹添旺、王泓仁、林明仁、陳宜廷、張俊仁、黃粲堯(2013), 「經濟學門學術期刊評比更新」,《經濟論文》, 41(3), 327-361。
  • Chen, Y.-T. (2012), "A Simple Approach to Standardized-Residuals-based Higher-Moment Tests," Journal of Empirical Finance, 19, 427-453.
  • Chen, Y.-T. and Kuan, C.-M.(2012), " Optimizing Robust Conditional Moment Tests: An Estimating Function Approach ," In: X. Chen and N. R. Swanson (Eds.), Causality, Prediction, and Specification Analysis: Recent Advances and FutureDirections-Essays in Honour of Halbert L. White Jr , Springer.
  • Chen, Y.-T. and Wang, H.-J.(2012), "Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models," Econometric Reviews, 31, 625-653.
  • Chen, Y.-T.(2011), "Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty," Journal of Forecasting, 39, 409-450.
  • 陳宜廷, 徐士勛, 劉瑞文,莊額嘉(2011), 「經濟成長率預測之評估與更新」,《經濟論文叢刊》, 39(1), 1-44。
  • Chen, Y.-T. and Hsieh, C.-S.(2010), "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, 8, 345-391.
  • Chen, Y.-T.(2010), "A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series Models," Academia Economic Papers, 38, 157-210.
  • Chen, Y.-T.(2008), " A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-type Models," Journal of Applied Econometrics, 23, 111-133.
  • Chen, Y.-T. and Lin, C.-C.(2008), "On the Robustness of Symmetry Tests for Stock Returns," Studies in Nonlinear Dynamics & Econometrics, 12(2), Article 2.
  • Chen, Y.-T.(2007), "Moment-Based Copula Tests for Financial Returns," Journal of Business & Economic Statistics, 25, 377-397.
  • Chen, Y.-T.(2007), "Testing for Misspecification in Binary Response Models with Competing Distributions," Oxford Bulletin of Economics and Statistics, 69, 843-865.
  • Chen, Y.-T.(2006), "Non-Nested Tests for Competing U.S. Narrow Money Demand Functions," Economic Modelling, 23, 339-363.
  • 陳宜廷, 謝志昇(2006), 「臺灣實質國民生產毛額年成長率的狀態變化意涵」,《經濟論文》, 34, 41-91。
TOP