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Research Fellows

Chen, Yi-Ting

Chen, Yi-Ting

  • Title:Research Fellow
  • E-Mail:ytchen at sinica.edu.tw
  • CV:CV
  • curriculum vitae:

    Ph.D. in Economics, University of Taiwan (1998)
    Research Fields: Econometrics, Financial Economics

Education background

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

Research Fields

  • Econometrics
  • Financial Economics

Experience

  • Adjunct Professor, Department of Economics, National Taiwan University (2011.1- )
  • Associate Research Fellow, Institute of Economics, Academia Sinica (2005.5-2008.12)
  • Adjunct Associate Professor, Institute of Business and Management, National Chiao Tung University, (2006.9-2007.6)
  • Associate Research Fellow, Research Center for Humanities and Social Sciences, Academia Sinica, (2004.7-2005.4)
  • Adjunct Associate Professor, Department of Finance, National Taiwan University, (2004)
  • Associate Research Fellow, Sun Yat-Sen Institute for Social Sciences and Philosophy, Academia Sinica, (2004.1-2004.6)
  • Adjunct Assistant Professor, Department of Finance, National Taiwan University, (2000.9-2003.12)
  • Assistant Research Fellow, Sun Yat-Sen Institute for Social Sciences and Philosophy, Academia Sinica, (2000.5-2003.12)

Awards

  • Academia Sinica Research Award for Junior Research Investigators(2004)
  • National Science Council Wu Ta-Yu Memorial Award(2004)

Editorship

  • Academia Economic Papers, Assoiciate Editor(2011.9-)
  • Taiwan Economic Forecast and Policy, Co-Editor(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 2010 年年會特刊》共同執行編輯(2011 )
  • Taiwan Economic Reviews, Associate Editor(2005.6-2006.6)

Publications

Journals(Click)

  • Chen, Y.-T.(2016), "A Unified Approach to Estimating and Testing Income Distributions with Grouped Data," Journal of Business & Economic Statistics, Accepted.
  • Chen, Y.-T.(2016), "Exceedance Correlation Tests for Financial Returns," Journal of Financial Econometrics, Accepted.
  • Chen, Y.-T. and Vincent, K.(2016), "The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market," Journal of Forecasting, Accepted.
  • Chen, Y.-T.(2015), "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,, 1-44。
  • 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, 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.
  • Chen, Y.-T. and Hsieh, C.-S.(2006), 「On the Regime-Switching Behavior of Taiwan Real GNP Growth Rate」,《Academia Economic Papers》, 34,, 41-91。
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