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数量经济学系·教师简介
 


林 蔚,副教授

 

林蔚 Wei Lin

【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