【姓名】白聚山——波士顿大学
【研究领域】数量经济学
【讲授课程】计量经济学、时间序列分析、宏观计量经济学。
【学习及工作经历】美国波士顿大学终身教授.他1982年毕业于南开大学数学系,1988年在美国宾夕法尼亚大学获得经济学硕士学位,1992年获得加州伯克利分校经济学博士学位。1992-1998任教于麻省理工学院,1998年进入波士顿大学,1999年成为终身教授
【发表论文】
Confidence intervals for diffusion index forecasts and inference for factor augmented regressions, (with Serena Ng), forthcoming Econometrica, 2005.
A Panic Attack on Unit Roots and Cointegration (with Serena Ng), Econometrica 72, 1127-1177, 2004.
Estimating Cross-Section Common Stochastic Trends in Nonstationary Panel Data, Journal of Econometrics 122, 137-183, 2004.
Testing Parametric Conditional Distributions of Dynamic Models, Review of Economics and Statistics 85, 531-549, 2003.
Inferential Theory for Factor Models of Large Dimensions, Econometrica 71, 135-171,2003
Determine the Number of Factors in Approximate Factor Models (with Serena Ng), Econometrica 70, 191-221, 2002.
Vector Autoregressive Models with Structural Change in Regression Coefficients and in Variance-Covariance Matrix, Annals of Economics and Finance 1, 303-339, 2000.
Testing for and Dating Common Breaks in Stationary and Nonstationary Multiple Time Series (with Robin Lumsdaine and James Stock), Review of Economic Studies 65, 395-432, 1998.
Testing for Parameter Constancy in Linear Regressions: an Empirical Distribution Function Approach, Econometrica, 64, 597-622, 1996.
