University of Rochester
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Economics Department Faculty

Bin Chen


Assistant Professor of Economics
Office: Harkness 238
Phone: (585) 275-5781
Email: bchen8 at mail.rochester.edu

Homepage:

Ph.D. Cornell University, 2007.

Research Interests: Econometric Theory, Financial Econometrics.

Working Papers:

  • "Testing for smooth structural changes in time series models via nonparametric regression"
  • "Characteristic function-based testing for multifactor continuous-time models via nonparametric regression" (joint with Yongmiao Hong)
  • "Testing for the Markov property in time series" (joint with Yongmiao Hong)

Works in Progress:

  • "A unified approach to validating univariate and multivariate conditional distribution models in time series" (joint with Yongmiao Hong)
  • "Testing default correlation" (joint with Hongming Huang and Chunchi Wu)
  • "Testing for smooth structural changes in GARCH models"




The Webmaster
Department of Economics, Harkness Hall, University of Rochester,
Rochester, NY 14627, USA. (585) 275-5252
Rev. 09/31/08; mk