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分类:导师信息 来源:对外经济贸易大学 2019-08-19 相关院校:对外经济贸易大学
数量经济学系·教师简介
林蔚 (Wei Lin),副教授
【通讯信息】
博学楼1203室
北京市朝阳区惠新东街10号
对外经济贸易大学,国际经济贸易学院
邮编:100029
电子邮箱:weilin_econ@163.com; linwei@uibe.edu.cn
【研究兴趣】
时间序列分析、非参数计量经济学、季节调整方法
【教育背景】
2008年9月—2013年6月,美国加州大学河滨分校经济系,经济学博士
2006年9月—2008年8月,厦门大学王亚南经济研究院,西方经济学硕士
2002年9月—2006年7月,武汉大学经济管理学院,经济学学士、数学学士
【工作经历】
2018年10月至今,对外经济贸易大学国际经济贸易学院,副教授
2016年7月—2018年10月,首都经济贸易大学国际经济管理学院,副教授
2013年9月—2016年7月,首都经济贸易大学国际经济管理学院,助理教授
【学术访问】
2017年11月,访问学者,上海纽约大学商学院
2015年8月,访问学者,美国人口普查局统计方法研究中心
2014年9月—2015年2月,访问学者,美国得州农工大学统计系
【发表论文】
- Wei Lin, Jianhua Huang and Tucker McElroy (2018). “Time series seasonal adjustment using regularized singular value decomposition,” Journal of Business and Economic Statistics, Accepted.
- Yiguo Sun, Wei Lin and Qi Li (2017). “Nonparametric Models with Random Effects,” in The Econometrics of Multi-dimensional Panels (ed. Laszlo Matyas), Springer.
- Wei Lin and Gloria Gonzalez-Rivera (2016). “Interval-valued Time Series Models: Estimation based on Order Statistics Exploring the Agriculture Marketing Service Data,” Computational Statistics and Data Analysis, 100, pp. 694 —711.
- Wei Lin, Zongwu Cai, Zheng Li and Li Su (2015). “Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation,” Journal of Econometrics, 188(2), pp. 502 —513.
- Gloria Gonzalez-Rivera and Wei Lin (2013). “Constrained regression for interval-valued data,” Journal of Business and Economic Statistics, 31(4), pp.473 — 490. (featured article of the issue chosen by the editors)
【教材用书】
Solutions manual to Gloria Gonzalez-Rivera’s “Forecasting For Economics and Business,” Prentice Hall, January 2013. (with Yingying Sun)
【工作论文】
- Wei Lin and Gloria Gonzalez-Rivera. “Extreme returns and intensity of trading,” R&R at Journal of Applied Econometrics
- Ai Han and Wei Lin. “Intrahousehold inequality of wage determination: Evidence from the PSID.”
- Yuxin Chen, Zheng Li, Wei Lin and Yanfei Wang. “Predicting box office performance of sequel movies using functional additive model.”
- Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.”
- Wei Lin, Jianhua Huang and Tucker McElroy. “Seasonal adjustment of time series observed
at mixed frequencies using robust singular value decomposition.”
【基金项目】
- 主持人,国家自然科学基金青年基金项目《基于函数型主成分分析的季节调整和混合频率时间序列模型:理论与应用》,批准号:71501134,执行年度:2016.1 –2018.12
- 参与人,国家自然科学基金面上项目《基于区间计量模型的信息不完全下我国居民家庭夫妻收入差异研究》,批准号:71671183,执行年度:2017.1 – 2020.12
【审稿服务】
Journal of Econometrics, Econometrics Journal, International Journal of Forecasting, Quantitative Finance, Econometric Reviews, Empirical Economics, Economics Letters, Advances in Econometrics
【教学课程】
计量经济学(本科班,2019年春季)
首都经济贸易大学期间:
- 实变与泛函初步、计量经济学前沿、应用经济学前沿(硕士班)
- 初级计量经济学(本科班)
加州大学河滨分校期间:
- Instructor: Graduate Mini-Math Course
- Teaching Assistant: Econometric Methods II (graduate), Forecasting in Business and Economics, Statistics for Economics, Introductory Econometrics, Intermediate Macroeconomics, Intermediate Microeconomics, Introduction to Macroeconomics
【宣讲报告】
(会议宣讲)
- Workshop for Economics and Financial Econometrics in the Era of Big Data, Capital University of Economics and Business, Beijing, China, June 2018
- The 1st Chinese Econometrician Forum, Xiamen University, Xiamen, China, Dec 2017
- The 1st International Conference on Econometrics and Statistics, Hong Kong University of Secience and Technology, HK, China, June 2017
- The 2nd International Symposium on Interval Data Modeling: Theory and Applications, Xiamen, China, July, 2016
- The 1st International Symposium on Interval Data Modeling: Theory and Applications, Beijing, China, July, 2015
- 35th International Symposium on Forecasting, Riverside, CA, June 2015
- 2015 Tsinghua International Conference on Econometrics, Beijing, China, May, 2015
- Conference in Honor of Aman Ullah (poster session), Riverside, CA, March 2015
- 34th International Symposium on Forecasting, Rotterdam, Netherlands, July 2014
- China Meeting of Econometric Society, Xiamen, China, June 2014
- Chinese Statistics Workshop (AMSS at CAS), Beijing, China, November 2013
- Annual Symposium for Chinese Institute of Quantitative Economics, Wuhan, China, October 2013
- Joint Statistical Meeting, San Diego, CA, July 2012
- 21st ICSA Applied Statistics Symposium, Boston, MA, June 2012
(受邀报告)
- Seminar, School of International Trade and Economics, University of International Business and Economics, Beijing, China, June 2018
- Seminar, School of Economics, liaoning University, Shenyang, China, May 2018
- Seminar, Institute of Statistics and Big Data, Renmin University of China, Beijing, China, March 2017
- Seminar, School of Economics, Shandong University, Jinan, China, December 2016
- Seminar, School of Economics, Zhejiang University, Hangzhou, China, November 2016
- Seminar, School of International Trade and Economics, University of International Business and Economics, Beijing, China, June 2016
- Seminar, Department of Economics, Shanghai University of Finance and Economics, Shanghai, China, April 2016
- Seminar, Department of Economics, Texas A&M University, College Station, TX, September 2015
- Seminar, Center for Statistical Research & Methodology, U.S. Census Bureau, Washington D.C., August 2015
- Seminar, Guanghua School of Management, Peking University, Beijing, China, June 2015
- ISEM Seminar, CUEB, Beijing, China, March 2014
- Econometrics Colloquium, Department of Economics, UC Riverside, CA, November 2012
- Econometrics Colloquium, Department of Economics, UC Riverside, CA, April 2011
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