朱家祥
朱家祥
  • 邮箱:jxzhu@nsd.pku.edu.cn
北大国家发展研究院经济学教授。台湾东吴大学经济学学士(1980年)、台湾大学经济学硕士(1982年)、美国加州大学(圣地亚哥分校)经济学博士(1990年),后任教于美国南卡莱罗纳大学经济学院。2006年6月任北京大学中国经济研究中心教授。朱家祥教授目前还担任《经济学季刊》主编,研究兴趣集中在计量经济学理论、时间序列分析、财务金融实证领域。
 
  • 北京大学国家发展研究院经济学教授(兼职)、《经济学季刊》主编
  • 计量经济学理论、时间序列分析、财务金融实证
(1) Chu, C.S. J. and Halbert White (1992): "A Direct Test for Changing Trend", Journal of Business and Economics Statistics 10, 289‑299.
(2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699‑720.
(3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241‑266.
(4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1‑28.
(5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617.
(6) Chu,C.S.J., M. Stinchcombe and H. White (1996), "Monitoring Structural  Change", Econometrica 64, 1045-1066.
(7) Chu,C.S.J. (1997), "Multiple Hypothesis Test for Parameter Constancy based  on Recursive Residuals", Econometric Reviews 16, 353-360
(8) Levin, A., C.F. Lin and C.S. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24
(9) Chia-Shang J. Chu and Hsinmin Lu (2006),"Random Walk Hypothesis in Exchange Rate Reconsidered,” Journal of Forecasting, Vol. 25, Iss. 4; p. 27
(10) C.S. Chu, L Lu,  Z Shi (2009), “Pitfalls in Market  Timing Test.” Economic Letters 103(3), 123-126.
(11) C. Chou, C.S.J. Chu (2010), “Testing independence of two autocorrelated binary time series.”  Statistics & Probability Letters 80(1), 69-75.
(12) C. Chou, C.S.J. Chu (2011), “ Market timing: recent development and a new test.” Economic Letters 111(2), 105-109.