基本信息

Name:Li, Shuo (李硕)

Gender:male

BirthDate: August 21, 1989

Residence:Tianjin, China

Email:

shuoli@tjufe.edu.cn;

shuoli0821@outlook.com

教育经历

Ph.D.in Economics, Peking University, China, July, 2016

M.A.in Mathematics, University of Science and Technology of China, China, July,2012

B.A.in Statistics, University of Science and Technology of China, China, July, 2010

工作经历

Schoolof Statistics, Tianjin University of Finance and Economics. July, 2016-present.Assistant Professor

研究兴趣

Non-and Semi-parametric Estimation; Specification Testing; Quantile Inference; FinancialRisk Management

期刊论文

[1]Xuan Liang, TaoZou, Bin Guo, Shuo Li, Haozhe Zhang, Shuyi Zhang, Hui Huang, Song Xi Chen,2015. “Assessing Beijing’s PM2.5 Pollution: Severity, Weather Impact, APEC andWinter Heating,” Proceedings of the Royal Society, Series A 471,20150257.

[2]Xuan Liang, ShuoLi, Shuyi Zhang, Hui Huang, Song Xi Chen, 2016. “PM2.5 Data Reliability,Consistency and Air Quality Assessment in Five Chinese Cities,” Journal ofGeophysical Research-Atmosphere 121(17), 10220-10236.

[3]Shuo Li, YundongTu, 2016. “On Estimating the Nonparametric Multiplicative Models,” EconomicsLetters 143, 66-68.

 [4]Shuo Li, YundongTu, 2016. “√n-Consistent Density Estimation in Semiparametric Regression Models,”Computational Statistics and Data Analysis 104, 91-109.

[5]Bin Guo, ShuoLi, 2018. “Diagnostic Checking of Markov Multiplicative Error Models,” EconomicsLetters 170, 139-142.

[6]Shuo Li, YundongTu, 2018. “A Joint Test for Parametric Specification and Independence inNonlinear Regression Models,” Econometric Reviews, forthcoming.

工作论文

[1] Shuo Li, BinGuo, Yundong Tu, 2017. “Simultaneous Diagnostic Testing for Nonlinear TimeSeries with An Application to the U.S. Federal Fund Rate,” under review in OxfordBulletin of Economics and Statistics.

[2]Shuo Li, 2018.“Testing Independence Restrictions in Parametric and Nonparametric EconometricModels,” in preparation.

[3]Shuo Li, LiuhuaPeng, 2018. “A Unified Approach to Testing Continuous Time Diffusion Models,” inpreparation.

[4]Shuo Li, 2018. “SemiparametricEstimation of Dynamic Causal Effects in Quantile,” in preparation.

[5]Shuo Li, 2018. “Estimating Extremal Conditional Quantile and Mean with MixedDiscrete and Continuous Covariates,” in preparation.

学术报告

[1] Conference onModern Statistics, Xiamen, China, 2017

[2]  SETA 2017meeting, Beijing, China, 2017

[3] 2017 Meeting ofYoung Econometricians in Asian-Pacific Region, Beijing, China, 2017

[4] Conference onModern Statistics, Xiamen, China, 2016

[5] 2016 Meeting ofYoung Econometricians in Asian-Pacific Region, Beijing, China, 2016

[6] IMS-ChinaInternational Conference on Statistics and Probability, Kunming, China, July,2015

[7] JointStatistical Meetings, Seattle, USA, August, 2015

[8] Capital NormalUniversity, Beijing, China, November, 2015

[9] The NationalForum on Econometrics for Ph.D. students, Dalian, China, 2015

研究资助

[1] “DensityEstimation and Simultaneous Testing in ACD models,” National Natural ScienceFoundation of China. 2019.01-2022.12. Principle investigator.

[2] “Factor Analysisin High Dimensional Nonlinear Models: Theory and Practice,” National NaturalScience Foundation of China. 2017.01-2020.12. Contributor.

匿名审稿

ScandinavianJournal of Statistics