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首页师资队伍师资人才专任教师长任副教授

yh86银河国际(中国)有限公司

程婷婷

最高学历：博士
职称：长任副教授
E-mail：Tingting.Cheng@nankai.edu.cn

个人履历

研究成果

11. Y. Yan, T. Cheng*,?Factor-Augmented Forecasting Regressions with Threshold Effects, Econometrics Journal, accepted.
10. T. Cheng, C. Yan, Y. Yan, Improved inference for fund alphas using high-dimensional cross-sectional tests, Journal of Empirical Finance,61,57-81,2021.
9. T. Cheng, J. Gao, X. Zhang. Bayesian bandwidth selection in nonparametric time–varying coefficient models, Journal of Business and Economic Statistics, 37(1), 1-12, 2019.
8. C. Yan, T. Cheng*, In search of the optimal number of fund subgroups, Journal of Empirical Finance, 50, 78-92, 2019.
7. T. Cheng, J. Gao, X. Zhang. Nonparametric localized bandwidth selection in kernel density estimation, Econometric Reviews 38(7): 733-762, 2019.
6. T. Cheng. Functional coefficient time series models with trending regressors, Econometric Reviews 38(6): 636-659, 2019.
5. T. Cheng, J. Gao, Y. Yan, Regime switching panel data models with interactive fixed effects, Economics Letters, 177, 47-51, 2019.
4. T. Cheng, J. Gao, P.C.B. Phillips, A frequentist approach to Bayesian asymptotics, Journal of Econometrics 206(2): 359-378, 2018.
3. B. Cai, T. Cheng*, C. Yan, Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds, Journal of Empirical Finance 49, 81-106, 2018.
2. T. Cheng, J. Gao, Y. Yan, A new regime switching model with state-varying endogeneity, Journal of Management Science and Engineering, 3(4), 214-232, 2018.
1. T. Cheng, C. Yan. Evaluating the size of the bootstrap method for fund performance evaluation, Economics Letters 156: 36-41, 2017.

研究项目

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