艾春荣
香港中文大学(深圳)经管学院副院长, 校长讲座教授
麻省理工学院经济学博士
华中科技大学数学硕士
华中科技大学数学学士
艾春荣教授,麻省理工学院经济学博士。香港中文大学(深圳)经管学院经济学教授和校长讲座教授,世界计量经济学会学会会士(Fellow of the Econometric Society),担任深圳市大数据研究院社会行为大数据实验室主任。之前,他是美国佛罗里达大学经济学教授和Florida Term讲席教授,是中国人民大学统计与大数据研究院建院院长,上海财经大学统计与管理学院建院院长。
艾春荣博士的研究领域是计量经济学、实证产业组织、实证金融和中国经济。近来,他专注于大数据技术在行为大数据中的分析和应用研究,他的研究成果发表在国内外一流期刊,连续多年华人经济学家高被引作者排名第二。
1. Chunrong Ai, Lukang Huang, Zheng Zhang (2020). A Mann-Whitney test of distributional effects in a multivalued treatment. Forthcoming in Journal of Statistical Planning and Inference.
2. Shi Yafeng, Ying Tingting, Yanlong Shi, Ai Chunrong (2020). A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility. Forthcoming in Journal of Forecasting.
3. Chunrong Ai, Oliver Linton and Zheng Zhang (2018). A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data. Forthcoming in Statistica Sinica
4. Chunrong Ai, Yuanqing Zhang (2017). Estimation of Partially Specified Spatial Panel Data Models with Fixed-Effects. Econometric Reviews, 36:1-3,6-22
5. Chunrong Ai, Hongjun Li, Zhongjian Lin, Meixia Meng (2015). Semiparametric Panel Data Truncated Regression Model with Fixed Effects. Journal of Econometrics,188,316-326.
6. Chunrong Ai, Meixia Meng (2015). Endogeneity in Semiparametric Panel Binary Choice Model. Econometric Reviews, 34, 798-826.
7. Chunrong Ai, Jinhong You, Yong Zhou (2014). Estimation of Fixed Effects Panel Data Partially Linear Additive Regression Models. Econometrics Journal 17, 83-106.
8. Meixia Meng, Chunrong Ai (2013). Some Uniform Convergence Results for Kernel Estimators. Science China 56, 1945-1956.
9. Chunrong Ai, Qiong Zhou (2012). Estimation of Censored Regression Model: A Simulation Study. Frontiers of Economics in China 7, 499-518.
10. Chunrong Ai, Meixia Meng (2012). A Root-N Consistent Estimator for Some Fixed-effects Panel Data Sample Selection Models. Economics Letters, 116(3), 411-413.
11. Chunrong Ai, Xiaohong Chen (2012). The Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions. Journal of Econometrics, 170(2), 442-247
12. Chunrong Ai, Meixia Meng (2011). A Locally Linear Estimation of Regression Discontinuity. Frontiers of Economics in China 6, 495-506.
13. Chunrong Ai, Jinhong You, Yong Zhou (2011). Statistical Inference Using a Weighted Difference-Based Series Approach for Partially Linear Regression Models. Journal of Multivariate Analysis 102(3), 601 – 618.
14. 许玲丽,龚关,艾春荣(2016)“幸福,赚钱还是花钱?”,财经研究 6。
15. 施雅丰,艾春荣 (2016)“中国股市波动率的广义周内特征及其预测模型”,系统工程理论与实践 36(8), 1918-1927.
16. 许玲丽、艾春荣(2016)“高等教育回报的质量差异—对部属、省属与地方高校的比较研究”,经济理论与经济管理, 6(8), 102-112.
17. 艾春荣,张奕,崔长峰(2015)“债券流动性与违约风险相关性溢价及实证研究” , 管理科学学报,8, 87-94。
18. 汪伟,艾春荣 (2015)“人口老龄化与中国储蓄率的动态演化”,管理世界 6, 47-62。
19. 卢晶亮,冯帅章,艾春荣(2014)“自然灾害及政府救助对农户收入与消费的影响:来自汶川大地震的经验”,经济学季刊 13,745-766。
20. 谢震,艾春荣 (2014)“分析师关注与公司研发投入:基于中国创业板公司的分析”,财经研究 40(2),108-119。
21. 张奕,艾春荣,洪占卿 (2014)“信用评级与银行风险管理”,金融论坛, 50-59。
22. 汪伟,艾春荣,曹晖(2013) “税费改革对农村居民消费的影响研究”, 管理世界, 89-100。
23. 王成勇,艾春荣(2013) “基于强混合数据的半参数平滑转换回归模型”, 应用概率统计, 348-362。
24. 周建,艾春荣,王丹枫,唐莹(2013) “中国农村消费与收入的结构效应”, 经济研究,122- 133。
25. 汪伟,郭新强,艾春荣(2013) “融资约束、劳动收入份额下降与中国低消费”, 经济研究, 100-113。
26. 方勇,周勇,艾春荣(2012) “究竟是”热手效应“还是”赌徒缪误“主导着市场情绪?--来自中国股票市场的证据”,管理评论。
27. 艾春荣,张奕(2012) “中国 A股市场存在“信用风险悖论”吗?”, 财经研究, 59-68。
28. Chunrong Ai, Li Gan (2010). An Alternative Root-N Consistent Estimator for Panel Binary Choice Model. Journal of Econometrics 157(1), 93-100.
29. Chunrong Ai, Edward Norton (2008). A Semiparametric Derivative Estimator in Log Transformation Models. Econometrics Journal 11(3), 538-553.
30. Chunrong Ai (2007). A Nonparametric Maximum Likelihood Estimation of Conditional Moment Restrictions Models. International Economic Review 48(4), 1093 - 1118.
31. Chunrong Ai, Xiaohong Chen (2007). Estimation of Possibly Misspecified Semiparametric Conditional Moment Restriction Models with Different Conditioning Variables. Journal of Econometrics 141, 5 – 43.
32. Chunrong Ai, Arjun Chatrath, Frank Song (2007). A Semiparametric Estimation of Optimal Hedge Ratio. Quarterly Review of Economics and Finance 47, 366 – 381.
33. J.L. Arcand, F. Ethier, Chunrong Ai (2007). Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia. Journal of Development Economics 83(2), 411-445.
34. Chunrong Ai, Arjun Chatrath, Frank Song (2006). On the Comovement of Commodity Prices. The American Journal of Agricultural Economics, 88(3), 574 – 588.
35. Chunrong Ai, Mei Wen (2005). Ownership and Sector performance in Present-day China: A Regional Study. Pacific Economic Review 10(4), 471 – 484.
36. Chunrong Ai, David Sappington (2004). Incentive Regulation and Telecommunication Service Quality. Journal of Regulatory Economics 26, 263 – 286.
37. Chunrong Ai, David Sappington (2005). Reviewing the Impact of Incentive Regulation on U.S. Telephone Service Quality. Utilities Policy 13, 201 – 210.
38. Chunrong Ai, Edward Norton, Hua Wang (2004). Computing interaction effects and standard errors in logit and probit models. The Stata Journal 4, 154 – 167.
39. Chunrong Ai, Xiaohong Chen (2003). Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions. Econometrica 71, 1795-1843.
40. Chunrong Ai, Edward Norton (2003). The Interaction Terms in Logit and Probit Models. Economic Letters, 80, 123-129.
41. Chunrong Ai, David Sappington (2002). The Impact of the State Incentive Regulations on the U.S. Telecommunication Industry. Journal of Regulatory Economics 22, 133-160.
42. Chunrong Ai (2001). Consistent Specification Tests for Regression Models. Annals of Economics and Finance, 2, 31-58.
43. Chunrong Ai (2001). A Modified Average Derivatives Estimator. Econometric Reviews, 20(1), 113-131.
44. Chunrong Ai, Edward Norton (2000). Standard Errors of Log-transformation Models with Heteroscedasticity. Journal of Health Economics, 19, 697-718.
45. Chunrong Ai, JL Arcand (1998). Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia. L'actualite Economique, 74 (3), 315-342.
46. Chunrong Ai (1997). On Public Capital Analysis with State Data”, Economics Letters, 57, 209- 212
47. Chunrong Ai (1997). An Improved Estimator for Models With Randomly Missing Data”, Journal of Nonparametric Statistics, 7, 331-347.
48. Chunrong Ai (1997). A Semiparametric Maximum Likelihood Estimator. Econometrica, 65(4), 933-963.
49. Chunrong Ai, Daniel McFadden (1997). Estimation of Some Partially Specified Nonlinear Models. Journal of Econometrics, 76, 1-37.
50. Chunrong Ai (1996). Equivalence of the Standard and the Modified Switching Regression Models. The Review of Economics and Statistics, 78, 365-366.
51. Chunrong Ai, Steve Cassou (1995). A Normative Analysis of Public Capital. Applied Economics, 27, 1201-1209.
52. Chunrong Ai (1995). A Positive Semi-Definite Covariance Matrix for Hausman Specification Tests of Conditional and Marginal Densities. Oxford Bulletin of Economics and Statistics, 57(2), 277-281.
53. Chunrong Ai (1994). A Semiparametric Efficiency Bound of A Disequilibrium Model without Observed Regime. Journal of Econometrics, 62, 143-163.
54. Chunrong Ai, Steve Cassou (1993). A Diagnostic Test without Numerical Integration. Economics Letters, 42, 129-132; Erratum: 46, 1994, 181-182.
55. Chunrong Ai, Chaoying Chen (1992). Estimation of A Fixed Effects Bivariate Censored Regression Models. Economics Letters, 40, 403-406.
Book and Book Chapters
"The Dynamics of Housing Demand by the Elderly: User Cost Effects" (with J. Feinstein, D. McFadden and H. Pollakowski), in Issues in the Economics of Aging, edited by David Wise, University Chicago Press, 1990
“Recent Developments in Micro-econometrics” (with Yaoping Zhang), in Frontiers in Modern Economics and Finance, edited by Guoqiang Tian, Commerce Publisher, Beijing, China, 2002.
“Econometrics: Semiparametric Methods” (with Xiaohong Chen), Advances in Economics and Finance, edited by Hengfu Zou, Beijing University Press, 2000
Essentials of Microeconometrics (in Chinese), coedited with Shao-kung Lin and Qiming Tang, Huazhong University of Science and Technology Press, 2003
“Semiparametric and Nonparametric Methods in Panel Data Models” (with Qi Li), in Advanced Studies in Theoretical and Applied Econometrics: The Econometrics of Panel Data, edited by László Mátyás and Patrick Sevestre, pp.451 – 478, Springer 2008.
PAPER UNDER SUBMISSION
1. Chunrong Ai, Oliver Linton, Kaiji Motegi, Zheng Zhang (2018). A Unified Framework for Efficient Estimation of General Treatment Models. Under revision for Quantitative Economics.
2. Chunrong Ai, Oliver Linton, Zheng Zhang (2019). Efficient Estimation of Counterfactual Distributions and Distributional Effect with General Treatment. Under revision for Journal of Econometrics.
3. Chunrong Ai, Lukang Huang, Zheng Zhang (2019). Efficient Estimation of Average Treatment Effects in the Presence of Unmeasured Confounders. Under revision for Statistica Sinica.
4. Chunrong Ai, Li-Hsien Sun, Zheng Zhang and Liping Zhu (2019). Testing Unconditional and Conditional Independence via Mutual Information. Under review at Journal of Econometrics.