北京大学

现任职务

北京大学国家发展研究院/中国经济研究中心经济学教授

北京大学国家发展研究院学术委员会主任

《经济学季刊》副主编

北大国际（BiMBA）教授（MBA）

研究范围

计量经济学理论

时间序列分析

财务金融实证

教育背景

台湾东吴大学经济学学士（1980年）

台湾大学经济学硕士（1982年）

美国加州大学（圣地亚哥分校）经济学博士（1990年）

工作经历

1990-2000，美国南卡莱罗纳大学经济学院，副教授

1997-2000，Econometrician, NeuralNet R&D Associates.

2001-2006，台湾大学经济学院，教授

2006年至今，北京大学经济研究中心，教授

学术成果

英文论文

(1)Chu, C.S. James and Halbert White (1992): "A Direct Test for Changing Trend",Journal of Business and Economics Statistics 10, 289 299.

(2)Chu, C.S. James (1994): "Segmentation of Piecewise Autoregressive Models: Asymptotic Properties of Sliding Window Approach", Proceedings of 3rd Annual Conference on Fuzzy Theory.

(3)Chu, C.S. James, K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699 720.

(4)Chu, C.S. James (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241 266.

(5)Chu, C.S. James (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1 28.

(6)Chu, C.S. James, K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617.

(7)Chu,C.S. James, M. Stinchcombe and H. White (1996), "Monitoring Structural Change", Econometrica 64, 1045-1066.

(8)Chu, C.S. James and Tung Liu (1996), "Stock Market Volatility: a Markov Switch Model", Proceedings of the 4th Annual Informatics Conference.

(9)Chu, C.S. James and Tung Liu (1996), "The Different Regimes of Stock Return and Volatility", Information Sciences 94, 179-190.

(10)Chu,C.S. James (1997), "Multiple Hypothesis Test for Parameter Constancy based on Recursive Residuals", Econometric Reviews 16, 353-360

(11)Levin, A., C.F. Lin and C.S. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24. .

(12)Chia-Shang James Chu, Tung Liu, and R.S. Rathinasamy, (2004), "Robust Test of the January Effect in Stock Market using Markov-Switchiong Model,"  Journal of Financial Management and Analysis 17, No. 1.

(13)Chia-Shang J. Chu and Hsinmin Lu (2005),"Random Walk Hypothesis in Exchange Rate Reconsidered,” Journal of Forecasting, Jul 2006. Vol. 25, Iss. 4; p. 275

工作论文

(14)"Control Type and Corporate Growth in the 30's".

(15)"Ranking Major League Baseball Pitchers: Bayesian Hierarchical Approach". (with Sung-Jin In. Under review.)

(16)"Predicting Stock returns with Different Regimes in Volatility". (with Sung-Jin In. Under review.)

(17)Testing for Mixtures of Distribution Hypothesis for Daily Stock Returns: A Bayesian Approach (with Sung-Jin In)

项目

(18)“Structural Change in Information Arrival Rate and The Mixture Distributions Hypothesis in Stock Markets”.

(19)“The Stability of Model Selection Process and Data Snooping”.

(20)“Gilbrat’s Law Revisited: Panel Unit Root Test with Cross Sectional Dependence.”

(21)“Evaluation of the Event forcast accuracy.”

(22)“Robust Market Timing Test.”