9i果冻制作厂

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教师

Faculty
教师 Faculty
颁痴下载
苏良军

经济系&苍产蝉辫;&苍产蝉辫;&苍产蝉辫;&苍产蝉辫;教授

电话：(86)(10) 62789506

办公室：李华楼叠606

邮箱：蝉耻濒箩蔼蝉别尘.迟蝉颈苍驳丑耻补.别诲耻.肠苍

开放时间：预约

教育经历

         1990-1994：西安交通大学经济管理学院,工程经济学士

         1994-1997：同济大学经济管理学院，工程经济硕士

         1997-1999: 美国加州大学Riveside分校，经济学硕士

        &苍产蝉辫;1999-2004：美国加州大学鲍颁厂顿分校，经济学博士


 苏良军教授2004年获得加州大学San Diego分校经济学博士学位。2004-2008年在北京大学光华管理学院商务统计与计量经济系担任助理教授与副教授，2008-2020年在新加坡管理大学经济学院先后担任副教授、教授与李光前讲席教授。2020年7月加盟9i果冻制作厂，为经济系C.V.Starr讲席教授。

     苏良军教授长期从事理论计量经济领域的研究工作,主要集中在非参数计量经济学、面板数据分析、大数据与机器学习等方向。已经在Econometrica、 Econometric Theory、 IEEE Transactions on Information Theory、 Journal of Machine Learning Research、Journal of Applied Econometrics、 Journal of Econometrics、 Journal of the American Statistical Association、 Journal of Business & Economic Statistics、 Quantitative Economics 等国际一流经济学、统计学与信息学杂志发表论文九十余篇，并编辑出版了两本书。研究结果已被多部世界权威或知名面板数据与非参数计量经济学教科书引用，包括Li 和Racine (2007, Nonparametric Econometrics)、Hsiao (2014, Panel Data Analysis, 3rd edition)，Pesaran (2015, Time Series and Panel Data Econometrics)、Henderson 和 Parmeter (2015, Applied Nonparametric Econometrics)、Racine (2019, An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics)等。

    目前担任计量经济学一流期刊Econometric Theory 的联合主编（co-editor），Journal of Econometrics和 Econometric Reviews 的副主编（associate editor)，并为Journal of Systems Science and Complexity编辑委员。先后多次获中国与新加坡国家项目基金资助，2007年获北京大学奖教金，2011年获新加坡李光耀科研奖，2014年获Econometric Theory Multa Scripsit奖并成为Journal of Econometrics会士。2014年后被多次纳入世界名人榜或科学与工程领域的名人录。现为 Rimini Centre for Economic Analysis（RCEA）资深会士（senior fellow）。


因课题研究需要，拟招聘2-3名博士后从事机器学习在高维计量中的理论与运用研究。详情请见下面。



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工作经历

2004.7-2008.6：北京大学光华管理学院助理教授、副教授

2008.7-2020.6：新加坡管理大学副教授、教授、讲席教授

2020.7-现在：9i果冻制作厂颁.痴.厂迟补谤谤讲席教授


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讲授课程

高级计量经济学滨

面板数据分析

非参数计量经济学


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研究领域

计量经济学理论与运用

面板数据分析

非参数计量

机器学习


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学术成果

JOURNAL PUBLICATIONS (in English)

1. Cao, Y., S. Jin, X. Lu, and L. Su, 2024. Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects. Journal of Business & Economic Statistics, forthcoming.

2. Hong, S., L. Su, and Y. Wang, 2024. Inference in Partially Identified Panel Data Models with Interactive Fixed Effects, Econometric Theory, forthcoming.

3. Peng, B., L. Su, J. Westerlund, and Y. Yang, 2024. Interactive Effects Panel Data Models with General Factors and Regressors, Econometric Theory, forthcoming.

4. Shi, Z., L. Su and T. Xie, 2024. ??-relaxation: With Applications to Forecast Combinations and Portfolio Analysis. Review of Economics and Statistics, forthcoming.

5. Fu, Z., S. Gao, L. Su, and X. Wang, 2024. Testing for Strict Stationarity via Discrete Fourier Transform. Econometric Theory, forthcoming.

6. Fu, Z., Y. L. Su, X. Wang, 2024. Time-Varying FAVAR Model：Estimation and Inference, Journal of Business & Economic Statistics 42(2), forthcoming.

7. Wang, Y., P. C.B. Phillips, and L. Su, 2024. Panel Data Models with Time-Varying Latent Group Structures. Journal of Econometrics, 240(1), 105685.

8. Shi, Z., L. Su and T. Xie, 2023. . Review of Economics and Statistics, forthcoming.

9. Fu, Z., S. Gao, L. Su, and X. Wang, 2023. . Econometric Theory, forthcoming.

10. Su, L. W. Wang, and X. Xu, 2023. , Journal of Econometrics, 235(2), 1955-1980.

11. . Journal of Econometrics, 235(2), 720-744.

12. Hong, S., L. Su and T. Jiang, 2023. . Journal of Econometrics, 235(2), 927-948.

13. Lu, X. and L. Su, 2023. , Journal of Econometrics, 235(2), 694-719.

14. Huang, W., L. Su, and Y. Zhuang, 2023. , Journal of Business & Economic Statistics, 41(2), 509-522.

15. Miao, K, P.C.B. Phillips, and L. Su, 2023. , Journal of Econometrics, 233(1), 155-183.

16. Ma, S., L. Su, and Y. Zhang, 2022. . Journal of Machine Learning Research 23, 1-61.

17. Ma, S., L. Su, and Y. Zhang, 2021. , Journal of Machine Learning Research, 22(69), 1-63. ()

18. Jin, S., K. Miao and L. Su, 2021. ,Journal of Econometrics222, 745-777.

19. Miao, K, K. Li, and L. Su, 2021. “,”Journal of Econometrics 219, 137-170.

20. Huang, W., S. Jin, P. C.B. Phillips, and L. Su, 2021. “,”Journal of Econometrics 221, 198-222.

21. Lu, X., K. Miao, and L. Su, 2021. “,”Econometric Reviews40, 867-898.

22. Su, L. and X. Wang, 2020. “,”Econometric Theory 36, 1127-1158.

23. Wang, W., and L. Su, 2020. “,”Journal of Econometrics 220, 272-295.

24. Huang, W., S. Jin, and L. Su, 2020. “,”Econometric Theory36, 410-456.

25. Lu, X. and L. Su, 2020. “,”Journal of Econometrics215, 60-83.

26. Miao, K., L. Su, and W. Wang, 2020. “,”Journal of Econometrics 214, 451-481.

27. Su, L., W. Wang, and Y. Zhang, 2020. “,”IEEE Transactions on Information Theory66, 324-338.

28. Ma, S., W. Lan, L. Su, and C-L Tsai, 2020. “,”Journal of Business & Economic Statistics38, 214-227.

29. Su, L., T. Ura, and Y. Zhang, 2019. “,”Journal of Econometrics212, 646-677.

30. Feng, G., B. Peng, L. Su, and T.T. Yang, 2019. “,”Journal of Econometrics212, 607-622.

31. Su, L., X. Wang, and S. Jin, 2019. “,”Journal of Business & Economic Statistics37, 334-349.

32. Su, L. and P. Xu, 2019. “,”Econometric Reviews38, 417-450.

33. Fan, Y., M. He, L. Su, and A. Zhou, 2019. “,”Scandinavian Journal of Statistics46, 446-469.

34. Wang, W., P. C.B. Phillips, and L. Su, 2019. “,”Economics Letters174, 179-185.

35. Wang, W., P. C.B. Phillips, and L. Su, 2018. “,”Journal of Applied Econometrics33, 797-815.

36. Ma, S., and L. Su, 2018. “,”Journal of Econometrics207, 1-29.

37. Su, L. and G. Ju, 2018. “,”Journal of Econometrics206, 554-573.

38. Su, L.and Z. Yang, 2018.“,”Econometric Reviews37, 602-625.

39. Lu, X., and L. Su, 2017. “,”Quantitative Economics8, 729-760.

40. Su, L., and X. Qu, 2017. “,”Journal of Business & Economic Statistics35, 572-584.

41. Su, L. and X. Zheng, 2017. “,”Economics Letters156, 162-167.

42. Su, L., and X. Wang, 2017. “,”Journal of Econometrics198, 84-101.()

43. Lu, X., L. Su, and H. White, 2017. “,”Econometric Theory33, 263-291.

44. Li, D., J. Qian, and L. Su, 2016. “,”Journal of the American Statistical Association111, 1804-1819.

45. Su, L., Y. Zhang, and J. Wei, 2016, “,”Economics Letters147, 27-31.

46. Su, L., Z. Shi, and P. C. B. Phillips, 2016. “,”Econometrica84, 2215-2264.

47. Qian, J. and L. Su, 2016. “,”Econometric Theory32, 1376-1433.

48. Hoderlein, S., L. Su, H. White, and T. Yang, 2016. “Testing for Monotonicity in Unobservables under Unconfoundednesss,”Journal of Econometrics193, 183-202.

49. Su, L. and T. Hoshino, 2016. “,”Journal of Econometrics191, 231-254.

50. Su, L., and Y. Zhang, 2016. “,”Advances in Econometrics 36, 137-204.

51. Qian, J., and L. Su, 2016. “,”Journal of Econometrics191, 86–109.

52. Lu, X. and L. Su, 2016. “,”Journal of Econometrics190, 148-175.

53. Jin, S., L. Su,and Z. Xiao, 2015. “,”Econometric Theory31, 1153-1191.

54. Lu, X. and L. Su, 2015. “,”Journal of Econometrics188, 40-58.

55. Li, Y., L. Su, and Y. Xu, 2015. “,”Journal of Business & Economic Statistics33, 203-220.

56. Su, L., S. Jin, and Y. Zhang, 2015. “,”Journal of Econometrics186, 222-244.

57. Jin, S., L. Su, and Y. Zhang, 2015. “,”Empirical Economics48, 9-36.

58. Su, L., Y. Tu, and A. Ullah, 2015. “,”Econometric Reviews34, 1056-1087.

59. Su, L.and Z. Yang, 2015. “,”Journal of Econometrics185, 230-258.

60. Lewbel, A., X. Lu, and L. Su, 2015. “,”Journal of Econometrics184, 81-96.

61. Qian, J. and L. Su, 2014. “,”Economics Letters125, 415-421.

62. Ozabaci, D., Henderson, D., and L. Su, 2014. “,”Journal of Business & Economic Statistics32, 555-575.

63. Su, L. and H. White, 2014. “,”Journal of Econometrics182,27-44.

64. Jin, S., L. Su, and A. Ullah, 2014. “,”Econometric Reviews33, 575-605.

65. Su, L. and Q. Chen, 2013. “,”Econometric Theory29, 1079-1135.

66. Su, L., A. Ullah, and Y. Wang, 2013. “,”Empirical Economics45, 1009-1024.

67. Su, L., and X. Lu, 2013. “,”Journal of Econometrics176, 112-133.

68. Su, L. and M. Spindler, 2013. “,”Journal of Business & Economic Statistics31(2), 208-225.

69. Su, L.,I.Murtazashvili,and A. Ullah, 2013. “,”Journal of Business & Economic Statistics31(2), 184-207.

70. Su, L.and A. Ullah, 2013. “,”Econometric Theory29, 187-212.

71. Jin, S. andL. Su, 2013. “,”Econometric Reviews32, 469-512.

72. Su, L. and H. White, 2012. “,”Advances in Econometrics29, 355-434.

73. Su, L. and S. Jin, 2012. “,”Journal of Econometrics169, 34-47.

74. Zhang, Y.,L. Suand P. C. B. Phillips, 2012. “,”The Econometrics Journal15, 56-100.

75. Su, L., 2012. “,”Journal of Econometrics167, 543-560.

76. P. C. B. Phillips and L. Su, 2011. “,” The Econometrics Journal14, 457-486.

77. Long, X., L. Su, and A. Ullah, 2011. “,”Journal of Business & Economic Statistics29, 109-125.

78. Su, L. and H. White, 2010. “,”Econometric Theory26, 1761-1806.

79. Su, L. and S. Jin, 2010. “,”Journal of Econometrics157, 18-33.

80. Mishra, S., L. Su, and A. Ullah, 2010. “,”Journal of Business & Economic Statistics28, 256-274.

81. Su, L.,Y. Chen, and A. Ullah, 2009. “,”Advances in Econometrics25, 131-167.

82. Su, L. and A. Ullah, 2009. “,”Journal of Business & Economic Statistics27, 18-29.

83. Su, L. and Z. Xiao, 2008. “,”Statistics and Its Interface1, 347-366.

84. Su, L. and Z. Xiao, 2008. “,”Statistics & Probability Letters78, 2768-2775.

85. Su, L. and A. Ullah, 2008. “,”Statistica Sinica18,1131-1152.

86. Su, L. and A. Ullah, 2008. “,”Journal of Econometrics144, 193-218.

87. Su, L., and H. White, 2008. “,”Econometric Theory24, 829-864.

88. Su, L. and A. Ullah, 2007. “,”Economics Letters96, 375-380.

89. Su, L. and H. White, 2007. “,”Journal of Econometrics141, 807-834.

90. Jin, S. and Su, L., 2007. “,”Applied Economics39, 2189-2195.

91. Su, L., 2007. “,”Applied Economics Letters14, 227-231.

92. Su, L., 2006. “,”Economics Letters93, 374-378.

93. Su, L. and A. Ullah, 2006. “,”Economics Letters92, 75-81.

94. Hu, J., L. Su, S. Jin, and W. Jiang, 2006. “?”Economics Bulletin3(7), 1-8.

95. Su, L. and A. Ullah, 2006. “,”Econometric Theory22, 98-126.

96. Su, L. and S. Jin, 2005. “,”Annals of Economics and Finance6, 251-261.



SURVEY ARTICLES OR BOOK CHAPTERS (In English)

1. Bao, Y., Y. Fan,L. Su, and V. Zinde-Walsh, 2016. A Selective Review of Aman Ullah’s Contributions to Econometrics. In G. González-Rivera, R. C. Hill, and T.-H. Lee (eds),Advances in Econometrics 36, pp. 3-43.

2. Su, L., Y. Zhang, 2014. Variable Selection in Nonparametric and Semiparametric Regression Models. In J. Racine, L. Su, A. Ullah (eds),The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, pp. 249-307. New York: Oxford University Press.

3. Su, L., A. Ullah, S. Mishra and Y. Wang, 2012. Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing, in L. Bauwens, C. Hafner, and S. Laurent (eds),Volatility Models and Their Applications, pp. 269-291. John Wiley & Sons, New York.

4. Su, L.and A. Ullah, 2011. Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing, in A. Ullah and D. E. A. Giles (eds),Handbook of Empirical Economics and Finance, pp. 455-497. Taylor & Francis Group, New York.


OTHER JOURNAL PUBLICATIONS (In Chinese)

1. Qu, X., and L. Su. Estimating Spatial Econometric Models of Complex FDI, Journal of Quantitative and Technical Economics, 2009(2).

2. He, Y., and L. Su. Older is wiser? --Evidence from a Semiparametric Study of Competitive Power and Experience in China’s Non-governmental Enterprises, South China Journal of Economics, 2008(5).

3. Jiang, W., S. Jin, L. Su, and J. Hu. Bottle-necks to Build an Innovative Country: from the Risk Management Perspective, Management World, 2008(3).

4. Su, L. and Y. Wang. A Comparison Study on the Spatial Dependence of Economic Growth in Yangtze River Delta and Pearl River Delta, Journal of Quantitative and Technical Economics, 2007 (12).

5. Su, L. and B. Sun. Analysis of Factors that Influence the Tuition for Higher Education and its Spatial Dependence, Mathematical Statistics and Management, 2006 (4).

6. Hu, J., L. Su, S. Jin, and W. Jiang. Early-Warning Modeling Analysis for the Real Estate in Beijing, Statistical Research, 2006(5).

7. Su, L. and Y. He. Does Kuznets Puzzle Exist in China? Evidence from a Panel Study in China. Economics Science, 2006(2).

8. Su, L., Y. He and S. Jin. A Panel Cointegration Study of the Relationship between Income and Consumption in China, World Economy,2006(5).

9. Hu, J., L. Su, S. Jin, and W. Jiang. The Rise in House Prices in China: Bubbles or Fundamentals? Statistical Research, 2006(1).

10. Jin, S. and L. Su. Forecasting the CPR in China, Statistics and Decision, 2006(2).

11. Jin, S. and L. Su. The Newest Development of Econometrics and Its Applications in China, Journal of Quantitative and Technical Economics, 2005(9).

12. Su, L., Y. He and S. Jin. Does Temporary Income Really Affect Consumption?—Evidence from a Rural Panel Study in China, Management World, 2005(7).

13. Su, L., and Y. Huang. Study on the Causes of Disparity between the Economic Development Level of Southern and Northern Jiangsu, Mathematical Statistics and Management, 1999 (1), 19-24.

14. Li, Q. and L. Su. Analysis on the Social Impacts of the Merger & Acquisition of State-owned Enterprises by Foreign Capital, Management Theory & Practice, 1997(2), pp. 1-4.

15. Huang, Y., F. Zhang, and L. Su. Anti-inflation during the Reform in China, Management Theory & Practice, 1996(1), pp. 1-7.


PAPERS UNDER REVIEW OR REVISION (in English)

1. Jin, S., X. Lu, and L. Su, 2024. Three-Dimensional Heterogeneous Panel Data Models with Multi-level Interactive Fixed Effects. Revision requested from Journal of Econometrics.

2. Wang, X., Jin, S., Li, Y., J. Qian, and L. Su, 2024. On Time-Varying Panels with Time-Varying Interactive Fixed Effects. Revision requested.

3. Huang, W., L. Su and Y. Wang, 2024. Detecting Hidden Bubbles in the U.S. Stock Market: A Uniform Panel Autoregressive Approach. Revision requested.

4. Fu, Z., L. Su, and X. Wang, 2023. Distinguishing Time-varying Factor Models. Journal of Business & Economic Statistics, resubmitted.

5. Ke, S., P.C.B. Phillips, and L. Su, 2023. Panel Factor Models with Long Memory. Journal of Econometrics, resubmitted.

6. Su, L., T. T. Yang, Y. Zhang, and Q. Zhou, 2023. A One Covariate at One Time Multiple Testing Approach to Variable Selection in Nonparametric Additive Models, Resubmitted.

7. Su, L. and F. Wang, 2024. Inference for Large Dimensional Factor Models with General Missing Data Patterns. Submitted.

8. Su, L. and F. Wang, 2024. Newton Raphson Method for Matrix Completion. Submitted.

9. Cao, Y. and L. Su, 2024. Test for Serial Correlation in Dynamic Panel Data Models with Interactive Fixed Effects. Submitted.

10. Ke, S., S. Jin, and L. Su, 2024. Time-Varying Regression with Long Memory. Submitted.

11. Chen, L., G. Keibar, L. Su, and W. Wang, 2023. Many Regression Discontinuity Estimators for Panel Data, Submitted.

12. Miao, K., L. Su and F. Wang, 2023. On Alternating Least Squares for Factor Models. Submitted.

13. Jin, S., X. Lu, and L. Su, 2023. Three-Dimensional Factor Models with Global and Local Factors. Submitted.

14. Lu, X., K. Miao and L. Su, 2023. Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation. Submitted.

15. Wang, Y., L. Su, and Y. Zhang, 2022. Panel Quantile Regression Models with Low-rank Structures, Submitted.

16. Su, L and X. Wang, 2020. Corrigendum to "On Time-varying Factor Models: Estimation and Testing" [J. Econometrics 198 (2017) 84-101, not for publication].

17. Su, L. and Y. Zhang, 2017. “Nonparametric Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing.”

18. Su, L., Hoderlein, S., and H. White, 2015. “Testing Monotonicity in Unobservables with Panel Data.”



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业界经历

学会职务

2021.10-至今：中国数量经济学会副理事长



学术期刊职务


联合主编:

Econometric Theory, March 2014 – present


副主编:

           Journal of Business & Economic Statistics, January 2019 – December 2021

           Econometric Reviews, January 2014 - present

          Journal of Econometrics, January 2013 – present

          Econometric Theory, January 2010 - December 2013


编委会:

         Journal of Systems Science and Complexity, January 2020 – present

         Entropy, Jan 2021 – Dec 2021



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所获荣誉

Research Excellence Award, Tsinghua University, 2021.

Best Associate Editor Award for Journal of Econometrics, 2020.

Senior fellow, Rimini Centre for Economic Analysis (http://www.rcea.world/), USA and Italy, 2020-2026

Inclusion in the 2018 Albert Nelson Marquis Lifetime Achievement Award.

SMU 10-Year Long Service Award, 2018.

Inclusion in Who's Who in Science and Engineering 2016-2017 (12th edition)

Fellow of the Journal of Econometrics, 2014.

Multa Scripsit, Econometric Theory, 2014.

Inclusion in Who's Who in the World 2014, 2015, 2016 (31st, 32nd, & 33rd editions).

SMU 5-Year Long Service Award, 2013.

Lee Kuan Yew Fellowship for Research Excellence, SMU, 2011.

SMU School of Economics Research Excellence Award, 2010.

Peking University Teaching Award, 2007.    

Project for Econometric Analysis Fellowship, UCSD, 2002-2004.

Chancellor' s Distinguished Fellowship, UCR, 1997-1999.  


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其他

 博士后招生


【合作导师】苏良军教授


【研究内容】

   高维计量模型的机器学习方法及其在经济管理中的应用

1.&苍产蝉辫;高维面板数据模型研究，

2.&苍产蝉辫;高维非线性因子模型研究，

3.&苍产蝉辫;降秩回归在高维面板、网络及分位数回归模型中理论与运用研究，

4.&苍产蝉辫;基于大数据模型的项目评估与因果分析，

5.&苍产蝉辫;基于大数据模型与机器学习的高维预测及组合。


【招聘人数】2-3名


【招聘要求】

1.&苍产蝉辫;品学兼优，思想政治素质良好，身体健康。


2. 年龄35周岁以下。

3. 博士毕业三年以内, 拥有经济学、统计学或相关学科的博士学位。

4. 科研成果符合经管学院博士毕业条件。

5. 需全时全职在校工作，档案关系需转到学校。


【薪酬待遇】薪酬待遇等按照清华大学博士后相关规定执行。


【应聘方式】有意应聘者请于提交个人详细简历，包括个人基本情况、教育背景、科研工作经历、曾参与的科研课题、曾获得学术奖励、已发表论文论着情况及其它科研成果。联系人：苏老师；邮箱地址：sulj@sem.tsinghua.edu.cn。


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