姓名:董朝华 | 性别:男 | |
籍贯:山西 | 民族:汉 | |
所在系:数学与数量经济系 | Email:dchaohua@zuel.edu.cn | |
是否博导:是 | 是否硕导:是 | |
职称:教授 | 现任职务:无 |
2018年11月—至今:新葡萄88805官网 新葡萄88805官网 教授、博导,“文澜学者”特聘教授
2015年9月—2018年10月: 西南财经大学经济学院,教授,博导
2012年1月—2015年8月: 澳大利亚莫纳什大学(Monash University)计量经济与商业统计系研究员
2008年7月—2011年12月:澳大利亚阿德莱德大学(The University of Adelaide)经济学院博士在读
社会职务:中国系统工程学会金融系统工程专业委员会理事;国际期刊Cogent Mathematics and Statistics编辑;Journal of Econometrics, Econometric Theory, Econometric Reviews, Annals of Statistics, Journal of Business and Economic Statistics等期刊匿名评审员
讲授课程:非参数计量经济学,高级计量经济学专题(博士);计量经济学前沿选讲(硕士);数理统计学,概率论与数理统计学,中级微观经济学,计量经济学(本科)
研究方向:高维计量理论、非参数与半参数方法、非平稳时间序列和面板数据模型、金融计量、微观计量应用
项目基金
项目主持人,国家自然科学基金面上项目2025-2028,题目:非光滑目标函数极值估计量的渐近分析。项目批准号72473156
项目主持人,国家自然科学基金面上项目2021-2024,题目:几类经典计量经济学模型的高维理论与应用。项目批准号72073143,在研
项目主持人,国家自然科学基金面上项目2017-2020,题目:具有平稳性,非平稳性和时间趋势的非参数面板数据模型:理论和应用。项目批准号71671143,结项,管理科学部绩效评估获评“特优”
项目参与者,国家自然科学基金青年项目2017-2019,题目:财政政策的短视行为与央行独立性研究:理论与应用。项目批准号71601160,结项
项目参与者,国家自然科学基金项目“延迟退休年龄的社会经济效应评估与制度设计:理论模型、政策模拟与断点反事实分析”(71603214),结项
2022基本科研项目,高水平学术会议资助项目,2722022EH011,计量经济学理论与应用2022武汉国际研讨会,结项
2022基本科研项目,国际科研合作培育项目,2722022EG001,聚焦“非参数非平稳金融计量”,搭建“计量经济学国际合作中心”,在研
科研论文发表
Functional quantile autoregression, with R Chen, Z Xiao and W Liu, Journal of Econometrics, 2024+
GMM estimation for high dimensional panel data models, with T Cheng, J Gao and O Linton, Journal of Econometrics, 2024,244,105853
Semiparametric estimation and variable selection for sparse single-index models in increasing dimension, with Y Tu, Econometric Theory,2024+
Quantity or quality? The impacts of environmental regulation and government R&D funding on green technology innovation: Evidence from China, Applied Economics Letters, 2023 doi.org/10.1080/13504851.2023.2288026, with C Pan
Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption-lean inference for generalised linear model parameters’ by Vansteelandt and Dukes, Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022,84, p.707-708
High dimensional semiparametric moment restriction models,with J. Gao and O. Linton, Journal of Econometrics, 2023, 232, p320-345.
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors, with Z Peng, Finance Research Letters, 2022, 47, 102775
非参数可加协整模型下的配对交易,合作论文,系统工程理论与实践,2022年6月,p1694-1720
正交级数方法与非平稳时间序列模型估计和检验的一些研究进展,合作论文, 计量经济学报,2021,1,p479-517
A weighted sieve estimator for nonparametric time series models with nonstationary variables, with O. Linton and B. Peng, Journal of Econometrics, 2021, 222, 909-932.
Varying-coefficient panel data models with nonstationarity and partially observed factor structure, with J. Gao and B. Peng, Journal of Business & Economic Statistics, 2021, 39, 700-711.
汇率预测的“米斯和戈洛夫之谜”破解----来自非参数方法的回答,合作论文,系统工程理论与实践,2020,40,1495-1508
(13) The impact of the number of sellers on quantal response equilibrium predictions in Bertrand oligopoly,Journal of Economics & Management Strategy,with R. Bayer and H. Wu,28,787-793,2019
Series estimation for single-index models under constraints, Australian and New Zealand Journal of Statistics, with J. Gao and B. Peng, 61,299-335,2019
Additive nonparametric models with time variable and both stationary and nonstationary regressors,Journal of Econometrics, 207, 212-236, 2018,with O. Linton
Estimation in a semiparametric panel data model with nonstationarity, with Jiti Gao and Bin Peng, Econometric Reviews, 2019, 38,961-977
Specification testing for nonlinear multivariate cointegrating Regressions, with Jiti Gao, Dag Tjostheim and Jiying Yin, Journal of Econometrics, 200, 104-117, 2017.
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity, with Jiti Gao, Econometric Theory, 2018, 34, 754-789.
Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, with Jiti Gao. Econometric Reviews, 2019, 38, 125-150.
Estimation for single-index and partially linear single-index nonstationary time series models, with Jiti Gao and Dag Tjostheim, Annals of Statistics, 44,425-453,2016.
Semiparametric single-index panel data models with cross-sectional dependence, with Jiti Gao and Bin Peng, Journal of Econometrics, 188, 301-312, 2015.
Solving replication problems in a complete market by orthogonal series expansion, with Jiti Gao, North American Journal of Economics and Finance, 25, 306-317, 2013.
Semiparametric penalty function method in partially linear model selection, with Jiti Gao and Howell Tong, Statistica Sinica, 17, 99-114, 2007.
举办会议
计量经济学理论与应用2023武汉国际研讨会
计量经济学理论与应用2022武汉国际研讨会
计量经济学理论与应用2021武汉研讨会
计量经济学理论与应用2017成都研讨会
著作
金融数学:衍生证券定价原理,中国科学技术出版社,2006,独著
会议与演讲
第二届统计与数据科学联合会议,2024年7月,昆明
2023 Asian Meeting of Econometric Society, Singapore
从课本到科研—计量经济学和课本上的那些事,上海市计量经济与统计前沿理论与应用,2022年8月,2021年7月
第四届中国计量经济学者论坛,2020年12月,上海
第十二届世界计量经济学大会(ESWC), 2020年8月,意大利米兰(线上会议),12th World Congress of the Econometric Society, the University of Bocconi
剑桥大学经济学院,2019年10月
Integrating time series and its asymptotics(协整时间序列及其极限理论),上海市计量经济与统计前沿理论与应用,2019年7月
Sieve Method in Econometrics, 山东大学经济研究院,暑期课程,2019年7月
首届华中地区计量经济学会议,新葡萄88805官网,2019年3月
Sieve Method in Econometrics, 上海社会科学院,2019年1月
The fifth China Meeting of Econometric Society(Fudan), Shanghai, June 2018
Ecosta 2017, 香港科技大学,2017年6月
Seta2017, 北京大学光华管理学院,2017年6月
Sieve Method in Econometrics,北京大学光华管理学院,2017年4月
The Third China Meeting of Econometric Society, Chengdu, China, Jun 2016
Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual Meeting (ASC-IMS2014), Sydney, Jul 2014
Guest Lecture, Department of Mathematics, The University of Bergen, Bergen, Norway, Nov 2014
Symposium Econometric Theory and Application (SETA2013), Seoul, Jul 2013
The Econometric Society Australian Meeting (ESAM2011), Adelaide, Jul 2011
Symposium Econometric Theory and Application (SETA2011), Melbourne, Apr 2011
The Australia Conference of Economists (ACE2009), Adelaide, Oct 2009
荣誉与奖励
第九届高等学校科学研究优秀成果奖三等奖,2024
卓越研究生导师,2024
“文澜学者”特聘教授,2023
国家自科面上项目“具有平稳性、非平稳性和时间趋势的非参数面板数据模型:理论和应用”(项目号71671143)在国家自然科学基金委员会管理科学部绩效评估中被评为“特优”。
2019-2021年度湖北省高等学校哲学社会科学研究优秀成果,2023年6月
武汉市第18次社会科学优秀成果奖三等奖,2022年11月
第十二届湖北省社会科学优秀成果奖二等奖,2020年10月
剑桥大学访问资助Visting scholar, Faculty of Economics, University of Cambridge, Sep-Oct, 2019
莫纳什大学访问资助 Visiting Fund, Monash University, Australia, November, 2016.
莫纳什大学访问资助Visiting Fund, Monash University, Australia, January, 2016.
挪威卑尔根大学访问资助Travel Expense of Visiting Scholar, The University of Bergen, Norway, Nov, 2014.
阿德莱德大学优秀博士论文The University Doctoral Research Medal 2012, the University of Adelaide.
澳大利亚政府励志奖学金(EIPRS) Endeavor International Postgraduate Research Scholarship (2008-2011). This is established by Australian government to bestow excellent PhD applicants to Australian universities all over the world.
阿德莱德大学奖学金The University of Adelaide Scholarship (2008-2011).