洪永淼
中国科学院大学经济与管理学院院长、教授，计量经济学家
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洪永淼
中国科学院大学经济与管理学院院长、教授，计量经济学家
个人履历：
洪永淼：计量经济学家，经济学博士，发展中国家科学院院士，世界计量经济学会会士，中国科学院数学与系统科学研究院关肇直首席研究员，中国科学院大学经济与管理学院院长，国家自然科学基金委员会“计量建模与经济政策研究”基础科学中心项目负责人，教育部高等学校经济学类专业教学指导委员会副主任委员。曾任美国康奈尔大学经济学与国际研究讲席教授和统计学教授、中国留美经济学会会长、厦门大学王亚南经济研究院创院院长。洪永淼研究领域为计量经济学、时间序列分析、金融计量学、统计学，在Annals of Statistics、Biometrika、Econometrica、Journal of American Statistical Association、Journal of Political Economy、Journal of Royal Statistical Society B、Management Science、Quarterly Journal of Economics、Review of Economic Studies、Review of Financial Studies、《经济研究》《管理世界》《中国工业经济》《管理科学学报》《中国科学院院刊》等经济学、金融学和统计学中英文主流期刊发表文章150余篇。出版《概率论与统计学》《高级计量经济学》、Probability and Statistics for Economists、Foundations of Modern Econometrics: A Unified Approach等中英文著作。2014-2022年连续9年入选Elsevier经济学/统计学中国高被引学者榜单，获2022年高等教育（本科）国家级教学成果奖一等奖。
论文代表：
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure,Journal of Econometrics 251 (2025): 106082.
Structural stability of functional data-a new adjusted-range-based self-normalization approach,Economics Letters 253 (2025): 112350.
Time-varying complete subset averaging in a data-rich environment,Econometric Theory (2025): 1-56. doi:10.1017/S0266466625000064.
A novel hybrid nonlinear forecasting model for interval-valued gas prices,Journal of Forecasting 44.5 (2025): 1826-1848.
Estimating and testing for smooth structural changes in moment condition models, Journal of Econometrics 246.1-2 (2024): 105896.
Forecasting Inflation Using Economic Narratives,Journal of Businessand Economic Statistics 43.1 (2024): 216–231.
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach,Energy Economics (2024): 107952.
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis, International Review of Financial Analysis 95 (2024): 103454.
Climate change and crude oil prices: An interval forecast model with interval-valued textual data, Energy Economics 134 (2024): 107612.
Does environmental regulation affect analyst forecast bias? Evidence from China’s low-carbon pilot policy, Journal of Environmental Management 353 (2024): 120134.
Post-averaging inference for optimal model averaging estimator in generalized linear models, Econometric Reviews 43.2-4 (2024): 98-122.
Time-varying forecast combination for factor-augmented regressions with smooth structural changes, Journal of Econometrics 240.1 (2024), 105693.
Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach, Journal of Econometrics 238.2 (2024), 105603.
Regularized GMM for time-varying models with applications to asset pricing, International Economic Review 65.2 (2024): 851-883..
Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu's contribution to 'the Discussion of the Discussion Meeting on Probabilistic and statistical aspects of machine learning', Journal of the Royal Statistical Society Series B: Statistical Methodology 86.2 (2024): 320-321.
A regularized high-dimensional positive definite covariance estimator with high-frequency data, Management Science 70.10 (2024), 7242-7264.
The climate impact of high seas shipping, National Science Review 10.3 (2023), nwac279.
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin, International Review of Financial Analysis 88 (2023): 102700.
Fast estimation of a large TVP-VAR model with score-driven volatilities, Journal of Economic Dynamics and Control 157 (2023), 104762.
Testing for structural changes in large dimensional factor models via discrete Fourier transform, Journal of Econometrics 1 (2023), 302-331.
On multiple structural breaks in distribution: An empirical characteristic function approach, Econometric Theory 39.3 (2023), 534-581.
Penalized time-varying model averaging, Journal of Econometrics 235.2 (2023), 1355-1377.
Specification tests for time-varying coefficient models, Journal of Econometrics235.2 (2023), 720-744.
Adjusted-range self-normalized confidence interval construction for censored dependent data, Economics Letters 220 (2022), 110873.
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models, Econometric Review 40.6 (2021), 584-606.
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China, Nature Communications 12 (2021), 1938.
Solving Euler equations via two-stage nonparametric penalized splines, Journal of Econometrics 222.2 (2021), 1024–1056.
Time-varying model averaging, Journal of Econometrics 222.2, (2021), 974–992.
A model-free consistent test for structural change in regression possibly with endogeneity, Journal of Econometrics 211 (2019), 206-242.
著作代表：
《Python经济大数据分析》，作者：姚加权、洪永淼，高等教育出版社2024年10月出版；
《概率论与统计学》，作者：洪永淼，中国统计出版社2017年05月出版；
《中国经济学教育转型》，作者：洪永淼，厦门大学出版社2014年04月出版；
《高级计量经济学》，作者：洪永淼，高等教育出版社2011年07月出版；
讲座主题：
《大数据时代经济学实证研究方法演变》
《大数据、机器学习与计量经济学：挑战、机遇与应用》
邀请老师演讲、授课请致电：19821197419 阎老师[微信同号]
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