洪瀚:70后计量经济学会院士
人物 · 2014-12-04
返回洪瀚教授是地地道道的广东人。出生于广东潮汕,于1989年至1993年就读于中山大学经济系。
1992年12月,诺贝尔经济学奖得主,斯坦福大学经济学教授斯蒂格利茨造访中山大学,并发表了精彩的演讲。演讲之后洪瀚凭着一股初生牛犊不畏虎的劲头问了斯蒂格利茨一个有关文化和经济关系的问题,引起了斯蒂格利茨的极大兴趣,加之洪瀚的出色学业,本科毕业之后洪瀚来到斯坦福大学,开始他的研究生生活。
从斯坦福毕业后,洪瀚顺利的得到了普林斯顿大学助理教授的职位。2003年来到杜克大学执教,2006年被破格提拔为正教授。今年初,他的母校斯坦福大学又把这位杰出的毕业生聘回经济系,担任正教授。
回想这些年来在美国学界打拼的历程,洪教授颇有一番自己的感受。他认为现在的中国学生比起十几年前受到的基础技能训练要好很多,因此普遍数学和计算机的功底不错,但是也有很多不足。洪教授说,最明显的一点就是不够主动。他举例说他在斯坦福读书时,经常是几个同学一起挑灯夜战,如果收到导师发来的电子邮件,一般情况下一个小时之内一定回复,并提出自己的观点,上课时他们一定会坐在第一排,追着老师问问题。
对于如何选择自己的领域,洪教授的分析很有见地,他希望有更多的中国学生能够从事学术研究。比起其他一些同领域的中国教授,洪教授的优势在于交流能力更胜一筹。他能够很主动把自己的观点准确表达给自己的同行。他希望在选择自己领域的问题上不要跟潮流,比如很多美国人选择了看似比较夕阳的领域,却挖掘了富有新意的,像朝阳一般的研究成果。
35岁就成为正教授,这对于很多美国学者来说也是比较少见的速度。洪教授却认为这就意味着别人对你的期望值更高,自己的压力更大,就要做的更好。
洪瀚的专业方向是计量经济学,他目前的研究领域也是计量经济理论、应用计量经济学、实证产业组织理论以及拍卖理论等。他的论文大多发表在了计量经济学领域最顶尖的Econometrica、Review of Economic Studies以及Journal of Econometrics上,并获得Journal of Econometrics 杂志“最佳论文奖”(2004)。他希望有更多的中国学生能够从事学术研究。比起其他一些同领域的中国教授,洪教授的优势在于交流能力更胜一筹,他能够很主动把自己的观点准确表达给自己的同行。他希望在选择自己领域的问题上不要跟潮流,比如很多美国人选择了看似比较夕阳的领域,却挖掘了富有新意的,像朝阳一般的研究成果。
2008年秋季学期,洪瀚教授为经济系研究生一年级讲授计量经济学。洪教授特别鼓励学生上课提问,学生提出问题后,洪教授在回答之前总是说:“这真是一个好问题!”后来说多了,学生也就不信了,但总能得到满意的回答。洪教授的英文诙谐幽默,在满是数学公式的研究生计量经济学课上竟然可以不时爆发笑声。洪教授还积极参加“斯坦福大学中国学生学者联谊会”(Association of Chinese Students and Scholars at Stanford)组织的交流活动,总是尽力帮助有需要的中国人,足见其拳拳赤子之心。
洪瀚教授学术成果
- ``Three-Step Censored Quantile Regression'', with Victor Chernozhukov, Journal of American Statistical Association, 97(459), pp 872--882.
- "Structural Estimation of Auction Models,'' with Matthew Shum, appeared in the volume Game Practice, ed. Jurado, Tijs, Patrone. Kluwer Publishing Co., 2000
- "Increasing Competition and the Winner's Curse: Evidence from Procurement", with Matthew Shum, Review of Economic Studies, 69 (4), pp 871-898
- ''Econometric Models of Asymmetric Ascending Auctions,'' with Matthew Shum, Journal of Econometrics, 112(2), pp327--358.
- ``Inference in Censored Models with Endogenous Regressors,'' with Elie Tamer, Econometrica, 71(3), pp905--932.
- ``A MCMC approach to classical estimation,'' with Victor Chernozhukov, Journal of Econometrics, 115(2), pp293--346.
- ``A Simple Estimator for Nonlinear Error in Variable Models,'' with Elie Tamer, Journal of Econometrics, 117(1), pp1--19
- ``Endogenous binary choice model with median restrictions,'' with Elie Tamer, Economics Letters, 80(2), pp219--225
- ``Generalized Empirical Likelihood based Model Selection Criteria for Moment Based Models,'' with Bruce Preston and Matthew Shum, Econometric Theory, 19(6), pp923--943
- ``Rates of Information Aggregation in Common Value Auctions,'' with Matthew Shum, Journal of Economic Theory, 116(1), pp1-40
- ``A fast subsampling method for nonlinear dynamic models,'' with Olivier Scaillet, Journal of Econometrics, 2006, 133(2), pp557--578.
- ``Likelihood Estimation and Inference in a Class of Nonregular Econometric Models", with Victor Chernozhukov, Econometrica, 2004, 72(5), pp 1445--1480
- "Measurement Error Models with Auxiliary Data", with Xiaohong Chen and Elie Tamer, Review of Economic Studies, April 2005, 72, pp 343--366.
- "Using Price Distributions to Estimate Search Costs", with Matthew Shum, Rand Journal of Economics, Summer 2006, vol. 37, no. 2, pp258--276
- "Nonparametric Likelihood Selection Tests for Parametric versus Moment Models" joint with Xiaohong Chen and Matthew Shum, Journal of Econometrics, 2007, 141(1), pp109--140.
- "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors" joint with Xiaohong Chen and Alessandro Tarozzi, 2007, Annals of Statistics, 2008, 36(2), pp808--843.
- "Parameter Set Inference in a Class of Econometric Models" joint with Victor Chernozhukov and Elie Tamer, Econometrica, 2007, 75(5), pp1243--1284.
- "A Statistical Inquiry into the Plausibility of Recursive Utility" joint with Ron Gallant, Journal of Financial Econometrics, 2007, 5(4), pp523--559.
- " Estimating Static Models of Strategic Interactions" with Patrick Bajari, John Krainer and Denis Nekipelov, forthcoming, Journal of Business and Economic Statistics
- "A Semiparametric Estimator for Dynamic Optimization Models" joint with Matthew Shum, forthcoming, Review of Economic Studies
- "Identification and Estimation of Discrete Games of Complete Information" joint with Patrick Bajari and Stephen Ryan, forthcoming, Econometrica
- " Semiparametric Efficiency in Nonlinear LATE Models" with Denis Nekipelov, accepted, Quantitative Economics
- "Nonlinear Models of Measurement Errors" survey article written with Xiaohong Chen and Denis Nekipelov accepted, Journal of Economic Literature
- " Bayesian Averaging, Prediction and Nonnested Model Selection" with Bruce Preston, accepted, Journal of Econometrics
- "Securitization and banks' equity risk", with Deming Wu and Jiawen Yang, Journal of Financial Services Research, 39, 95-117