联系我们 学校主站

李委明
副教授
博士

电话:(010)8395-1450
电子邮件:liweiming291@163.com
办公室:诚明楼327
CV下载:cv_weimingli_201609.pdf

Personal Details
- Degree: Ph.D in Economics
- Research Interest: Non-Parametric Econometrics, Microeconometrics, Factor Model, Financial Econometrics

Educational Background

- Ph.D. in Economics, Tsinghua University, 2014
- M.A. in Finance, Tsinghua University, 2008
- B.S. in Mathematics and Physics, Tsinghua University, 2005

Teaching Experience

- 2014-present, Capital University of Economics and Business, Financial Mathematics and Engineering
- 2014-present, Capital University of Economics and Business, Financial Derivatives
- 2011-2014, Tsinghua University, Teaching Assistant: Intermediate and Advanced Microeconomics, Intermediate and Advanced Macroeconomics, Econometrics, Time Series Analysis, Principles of Economics, Behavioral Economics...

Working Experience

- Jan. 2017-present, Associate Professor, International School of Economics and Management, Capital University of Economics and Business
- Sept. 2014-Jan. 2017, Assistant Professor, International School of Economics and Management, Capital University of Economics and Business

- Aug. 2012-Sept. 2013, Visiting Scholar, Department of Economics, Stanford University
- Fall 2011, Research Assistant, Center for International Economics Research, Tsinghua University

Publications

- Li, K., & Li, W. (2013). Estimation of varying coefficient models with time trend and integrated regressors. Economics Letters, 119(1), 89-93.
- Hong, H., Li, W., & Wang, B. (2015). Estimation of dynamic discrete models from time aggregated data. Journal of Econometrics, 188(2), 435-446.
- Li, W., Gao, J., Li, K., & Yao, Q. (2015). Modeling multivariate volatilities via latent common factors. Journal of Business & Economic Statistics, forthcoming.

Research Grants
 - 项目负责人,国家自然科学基金,项目号:71601131,高维金融数据的波动性因子分析:方法与理论,2017.1-2019.12