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陈亮
职位： 助理教授
最高学历： 马德里卡洛斯三世大学经济学博士
职位： 助理教授
最高学历： 马德里卡洛斯三世大学经济学博士
办公电话： 0755-2603 7541
办公室：汇丰大楼759
Email：chenliang@phbs.pku.edu.cn
研究领域： 计量经济学理论，应用计量经济学
办公电话： 0755-2603 7541
办公室： 汇丰大楼759
Email： chenliang@phbs.pku.edu.cn
研究领域： 计量经济学理论，应用计量经济学
简介
科研
已发表论文：
Faster Uniform convergence rates for deconvolution estimators from repeated measurements (with M. Zhang), Econometric Theory, forthcoming.
Common correlated effects estimation of nonlinear panel data models (with M. Zhang), The Econometrics Journal, forthcoming.
Two-step estimation of quantile panel data models with interactive fixed effects, Econometric Theory, 40.2 (2024), 419-446.
Revisiting the effects of CO2 on global warming: a quantile factor approach (with J.J. Dolado, J. Gonzalo and A. Ramos), Economica, 90.360 (2023): 1397-1421.
A simple estimator for quantile panel data models using smoothed quantile regressions (with Y. Huo), The Econometrics Journal, 24 (2021): 247-263.
Quantile factor models (with J.J. Dolado and J. Gonzalo), Econometrica, 89.2 (2021): 875-910.
Set identification of panel data models with interactive fixed effects via quantile restrictions, Economics Letters, 137 (2015): 36-40.
Estimating the common break date in large factor models, Economics Letters, 131 (2015): 70-74.
Detecting big structural breaks in large factor models (with J.J. Dolado and J. Gonzalo), Journal of Econometrics, 180.1 (2014): 30-48.
工作论文：
Estimation of characteristic-based quantile factor models (with J.J. Dolado, J. Gonzalo and H. Pan), Revise & Resubmit, Journal of Econometrics.
Nonparametric quantile regressions for panel data models with large T.
Identification and Estimation of Quantile Effects in Short Panels (with M. Zhang).
教学
研究生：高级计量经济学 I、高级计量经济学 II（时间序列）、高级经济学 III（面板数据）、时间序列计量经济学。