百晓学者学者目录

金赛男

清华大学经济管理学院经济系

个人简介

金赛男，清华大学经济管理学院经济系教授，与社会科学学院双聘。研究方向为计量经济理论与计量经济应用。2004年获美国耶鲁大学经济学博士，曾任职于北京大学光华管理学院、新加坡管理大学经济学院，2022年1月起就职于清华大学。

精选作品

期刊论文

  1. Liangjun Su, Sainan Jin, Xia Wang (2025). Sieve estimation of state-varying factor models. Journal Of Econometrics, Vol. 2510.DOI
  2. Xun Lu, Sainan Jin, Liangjun Su (2025). THREE-DIMENSIONAL FACTOR MODELS WITH GLOBAL AND LOCAL FACTORS. Econometric Theory.DOI
  3. Sainan Jin, Xun Lu, Liangjun Su (2025). Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. Journal Of Econometrics, Vol. 2490.DOI
  4. Xia Wang, Sainan Jin, Yingxing Li, Junhui Qian, Liangjun Su (2025). On time-varying panel data models with time-varying interactive fixed effects. Journal Of Econometrics, Vol. 2490.DOI
  5. Yiqiu Cao, Sainan Jin, Xun Lu, Liangjun Su (2024). Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects. Journal Of Business & Economic Statistics, Vol. 420, No. 4.DOI
  6. Yanglin Li, Shaoping Wang, Sainan Jin, Zhijie Xiao (2024). A new test for unit roots with a partial quadratic trend. Econometrics Journal, Vol. 270, No. 20.DOI
  7. Valentina Corradi, Sainan Jin, Norman R. Swanson (2023). Robust forecast superiority testing with an application to assessing pools of expert forecasters. Journal Of Applied Econometrics, Vol. 380, No. 4.DOI
  8. Peter C. B. Phillips, Sainan Jin (2021). BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER. International Economic Review, Vol. 620, No. 2.DOI
  9. Sainan Jin, Ke Miao, Liangjun Su (2021). On factor models with random missing: EM estimation, inference, and cross validation. Journal Of Econometrics, Vol. 2220, No. 1.DOI
  10. Wenxin Huang, Sainan Jin, Peter C. B. Phillips, Liangjun Su (2021). Nonstationary panel models with latent group structures and cross-section dependence. Journal Of Econometrics, Vol. 2210, No. 1.DOI
  11. Wenxin Huang, Sainan Jin, Liangjun Su (2020). IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS. Econometric Theory, Vol. 360, No. 3.DOI
  12. Liangjun Su, Xia Wang, Sainan Jin (2019). Sieve Estimation of Time-Varying Panel Data Models With Latent Structures. Journal Of Business & Economic Statistics, Vol. 370, No. 2.DOI
  13. Sainan Jin, Valentina Corradi, Norman R. Swanson (2017). ROBUST FORECAST COMPARISON. Econometric Theory, Vol. 330, No. 6.DOI
  14. Sainan Jin, Liangjun Su, Zhijie Xiao (2015). ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY. Econometric Theory, Vol. 310, No. 6.DOI
  15. Liangjun Su, Sainan Jin, Yonghui Zhang (2015). Specification test for panel data models with interactive fixed effects. Journal Of Econometrics, Vol. 1860, No. 1.DOI
  16. Sainan Jin, Liangjun Su, Yonghui Zhang (2015). Nonparametric testing for anomaly effects in empirical asset pricing models. Empirical Economics, Vol. 480, No. 1.DOI
  17. Peter C. B. Phillips, Sainan Jin (2014). Testing the Martingale Hypothesis. Journal Of Business & Economic Statistics, Vol. 320, No. 4.DOI
  18. Liangjun Su, Sainan Jin (2012). Sieve estimation of panel data models with cross section dependence. Journal Of Econometrics, Vol. 1690, No. 1.DOI
  19. Yixiao Sun, Peter C. B. Phillips, Sainan Jin (2011). POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS. Econometric Theory, Vol. 270, No. 6.DOI
  20. 靳云汇，金赛男（2011）. 高级计量经济学（下册）. 《北京大学出版社》.
  21. Liangjun Su, Sainan Jin (2010). Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models. Journal Of Econometrics, Vol. 1570, No. 1.DOI
  22. 姜万军，金赛男（2010）. 风险,创新激励政策中被忽视的关键要素. 《统计研究》, Vol. 27, No. 9.下载原文
  23. Sainan Jin (2009). Discrete choice modeling with nonstationary panels applied to exchange rate regime choice. Journal Of Econometrics, Vol. 1500, No. 2.DOI
  24. Yixiao Sun, Peter C. B. Phillips, Sainan Jin (2008). Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing. Econometrica, Vol. 76, No. 1.DOI
  25. 姜万军，金赛男，苏良军，胡健颖（2008）. 建设创新型国家的瓶颈：基于风险管理的思考. 《管理世界》, No. 3.下载原文
  26. Peter C. B. Phillips, Sainan Jin, Ling Hu (2007). Nonstationary discrete choice: A corrigendum and addendum. Journal Of Econometrics, Vol. 1410, No. 2.DOI
  27. 胡大春，金赛男（2007）. 基金持股比例与A股市场收益波动率的实证分析. 《金融研究》.下载原文
  28. Sainan Jin, Liangjun Su (2007). Forecasting the car penetration rate (CPR) in China: a nonparametric approach. Applied Economics, Vol. 390, No. 17.DOI
  29. Peter C. B. Phillips, Yixiao Sun, Sainan Jin (2006). Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation. International Economic Review, Vol. 470, No. 3.DOI
  30. Sainan Jin, Peter C. B. Phillips, Yixiao Sun (2006). A new approach to robust inference in cointegration. Economics Letters, Vol. 91, No. 2.DOI
  31. 苏良军，何一峰，金赛男（2006）. 中国城乡居民消费与收入关系的面板数据协整研究. 《世界经济》, Vol. 29, No. 5.下载原文
  32. 胡健颖，苏良军，金赛男，姜万军（2006）. 中国房地产价格有几成泡沫. 《统计研究》, No. 1.下载原文
  33. 胡健颖，苏良军，金赛男，姜万军（2006）. 中国房地产预警模型的建立与应用. 《统计研究》, No. 5.下载原文
  34. 金赛男（2005）. 非稳定面板的离散选择模型. 《21世纪数量经济学（第6卷）》.
  35. 苏良军，何一峰，金赛男（2005）. 暂时收入真正影响消费吗？——来自中国农村居民面板数据的证据. 《管理世界》, No. 7.下载原文
  36. 金赛男，苏良军（2005）. 经济计量最新发展及其在中国的应用——2005年经济计量最新发展国际研讨会评述. 《数量经济技术经济研究》, Vol. 22, No. 9.下载原文

预印本

  1. Sainan Jin, Xun Lu, Liangjun Su (2025). On the CCE Estimation of Three-Dimensional Panels with Multi-level Factors. SSRN Electronic Journal.DOI

研究方向

经济学

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