數(shù)量經(jīng)濟(jì)學(xué)系·教師簡介

林蔚 (Wei Lin)，副教授

【通訊信息】

博學(xué)樓1203室

北京市朝陽區(qū)惠新東街10號

對外經(jīng)濟(jì)貿(mào)易大學(xué)，國際經(jīng)濟(jì)貿(mào)易學(xué)院

郵編：100029

電子郵箱：weilin_econ@163.com; linwei@uibe.edu.cn

【研究興趣】

時間序列分析、非參數(shù)計量經(jīng)濟(jì)學(xué)、季節(jié)調(diào)整方法

【教育背景】

2008年9月—2013年6月，美國加州大學(xué)河濱分校經(jīng)濟(jì)系，經(jīng)濟(jì)學(xué)博士

2006年9月—2008年8月，廈門大學(xué)王亞南經(jīng)濟(jì)研究院，西方經(jīng)濟(jì)學(xué)碩士

2002年9月—2006年7月，武漢大學(xué)經(jīng)濟(jì)管理學(xué)院，經(jīng)濟(jì)學(xué)學(xué)士、數(shù)學(xué)學(xué)士

【工作經(jīng)歷】

2018年10月至今，對外經(jīng)濟(jì)貿(mào)易大學(xué)國際經(jīng)濟(jì)貿(mào)易學(xué)院，副教授

2016年7月—2018年10月，首都經(jīng)濟(jì)貿(mào)易大學(xué)國際經(jīng)濟(jì)管理學(xué)院，副教授

2013年9月—2016年7月，首都經(jīng)濟(jì)貿(mào)易大學(xué)國際經(jīng)濟(jì)管理學(xué)院，助理教授

【學(xué)術(shù)訪問】

2017年11月，訪問學(xué)者，上海紐約大學(xué)商學(xué)院

2015年8月，訪問學(xué)者，美國人口普查局統(tǒng)計方法研究中心

2014年9月—2015年2月，訪問學(xué)者，美國得州農(nóng)工大學(xué)統(tǒng)計系

【發(fā)表論文】

- 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)

【教材用書】

Solutions manual to Gloria Gonzalez-Rivera’s “Forecasting For Economics and Business,” Prentice Hall, January 2013. (with Yingying Sun)

【工作論文】

- 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.”

【基金項目】

- 主持人，國家自然科學(xué)基金青年基金項目《基于函數(shù)型主成分分析的季節(jié)調(diào)整和混合頻率時間序列模型:理論與應(yīng)用》，批準(zhǔn)號：71501134，執(zhí)行年度：2016.1 –2018.12

- 參與人，國家自然科學(xué)基金面上項目《基于區(qū)間計量模型的信息不完全下我國居民家庭夫妻收入差異研究》，批準(zhǔn)號：71671183，執(zhí)行年度：2017.1 – 2020.12

【審稿服務(wù)】

Journal of Econometrics, Econometrics Journal, International Journal of Forecasting, Quantitative Finance, Econometric Reviews, Empirical Economics, Economics Letters, Advances in Econometrics

【教學(xué)課程】

計量經(jīng)濟(jì)學(xué)(本科班，2019年春季)

首都經(jīng)濟(jì)貿(mào)易大學(xué)期間：

- 實變與泛函初步、計量經(jīng)濟(jì)學(xué)前沿、應(yīng)用經(jīng)濟(jì)學(xué)前沿(碩士班)

- 初級計量經(jīng)濟(jì)學(xué)(本科班)

加州大學(xué)河濱分校期間：

- 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

【宣講報告】

(會議宣講)

- 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

(受邀報告)

- 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