朱家祥檢視原始碼討論檢視歷史
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朱家祥，男，北京大學深圳研究生院教授。
人物簡歷
教育背景
1980 台灣東吳大學經濟學學士
1990 美國加州大學（聖地亞哥）經濟學博士
工作經驗
1990-1998，美國南加州大學經濟系助教授
1997-2000，Econometrician, NeuralNet R&D Associates.
2001-2006，台灣大學經濟學院，教授
2006-2015，北京大學經濟研究中心，教授
研究領域
科研成果
論文
- (1) Chu, C.S. J. and Halbert White (1992): "A Direct Test for Changing Trend", Journal of Business and Economics Statistics 10, 289‑299.
- (2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699‑720.
- (3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241‑266.
- (4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1‑28.
- (5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617.
- (6) Chu,C.S.J., M. Stinchcombe and H. White (1996), "Monitoring Structural Change", Econometrica 64, 1045-1066.
- (7) Chu,C.S.J. (1997), "Multiple Hypothesis Test for Parameter Constancy based on Recursive Residuals", Econometric Reviews 16, 353-360
- (8) Levin, A., C.F. Lin and C.S. Chu (2002), 「Panel Unit Root Test.」 Journal of Econometrics 108, 1-24
- (9) Chia-Shang J. Chu and Hsinmin Lu (2006),"Random Walk Hypothesis in Exchange Rate Reconsidered,」 Journal of Forecasting, Vol. 25, Iss. 4; p. 27
- (10) C.S. Chu, L Lu, <http://scholar.google.com/citations?user=CUVwkUUAAAAJ&hl=zh-TW&oi=sra> Z Shi (2009), 「Pitfalls in Market Timing Test.」 Economic Letters 103(3), 123-126.
- (11) C. Chou, C.S.J. Chu (2010), 「Testing independence of two autocorrelated binary time series.」 <http://www.sciencedirect.com/science/journal/01677152> Statistics & Probability Letters 80(1), 69-75.
- (12) C. Chou, C.S.J. Chu (2011), 「 <http://www.sciencedirect.com/science/article/pii/S0165176511000073> Market timing: recent development and a new test.」 Economic Letters 111(2), 105-109.[1]