林娟

助理教授

北京师范大学Ph.D., Economics


电话:0592-2186819

电子邮件:ecsniffer@xmu.edu.cn

办公室:经济楼D226

个人简介 研究成果 研究项目

工作经历
Assistant Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, since September 2014
Postdoctoral Research Fellow, Risk Management Institute, National University of Singapore, 2011.7 - 2014.6
Lecturer, Department of Finance, School of Management, Fuzhou University, 2005.9 - 2007.6.

教育背景
Ph.D., Economics, Beijing Normal University, 2011.
Joint Ph.D. Program, Department of Economics, Texas A&M University, 2009.7 - 2010.12.
M.S., Economics, Beijing Normal University, 2005.
B.A., Economics, Beijing Normal University, 2002.

研究兴趣
Risk Management, Financial Econometrics, Nonparametric and Semiparametric Econometrics, International Finance

教学兴趣
Financial Economics, Financial Econometrics, Nonparametric and Semiparametric Econometrics, International Finance

1. Lin J. and X. Wu, 2017. "A Sequential Test for the Specification of Predictive Densities", Econometrics Journal, forthcoming.

2. Wang, L., Z. Liang, J. Lin and Q. Li, 2015. "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model", Annals of Economics and Finance, 16-2, 353-369. 

3. Lin J. and X. Wu, 2015. "Smooth Tests of Copula Specifications", Journal of Business & Economic Statistics 33, 128-143.

4. Li, Q., J. Lin and J.S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions", Journal of Business & Economic Statistics 31, 57-65.

5. Gu, J., J. Lin and D. Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect", Advances in Econometrics 27, 289-311.

6.  贺力平,林娟:论外汇投资中的估值效应及其经济影响,  金融评论,  2011 年 6 期

7. 贺力平, 林娟试析国际金融危机与全球经济失衡的关系 – 兼评伯南克-保尔森“金融危机外因论”,  国际金融研究,  2009 年 5 期

  国家自然科学基金(青年科学基金项目):密度函数预测模型的设定检验及其在中国宏观经济指标预测中的应用,2016.1-2018.12