英文发表论文
1.Phillips, P. and S. Jin, 2021. Business Cycles, Trend Elimination, and the HP Filter,International Economic Review ,International Economic Review 62, 469-520.
2.JIN S., K. Miao and L. Su, 2021. On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation, Journal of Econometrics 222, 745-777.
3.Huang, W., JIN Sainan, P. C.B. Phillips, and L. Su, 2020. Nonstationary Panels with Latent Group Structures and Cross-Section Dependence, Journal of Econometrics 221, 198-222.
4.Huang, W., S. Jin, and L. Su, 2020. Identifying Latent Grouped Patterns in Cointegrated Panels,Econometric Theory 36, 410-456.
5.SU, L., X. WANG, JIN Sainan. 2019. Sieve Estimation of Time Varying Panel Data Models with Latent Structures, Journal of Business and Economic Statistics, 37, 334-349.
6.JIN, S., V. CORRADI and N. SWANSON, 2017. “Robust Forecast Comparison,” Econometric Theory 33, 1306-1351.
7.JIN, S., L. SU, and Z. XIAO, 2015. “Adaptive Nonparametric Regression with Conditional Heteroskedasticity,” Econometric Theory, 31, 1153-1191.
8.SU, L., S. JIN, and Y. ZHANG, 2015. “Specification Test for Panel Data Models with Interactive Fixed Effects,” Journal of Econometrics, 186, 222-244.
9.JIN, S., L. SU, and Y. ZHANG, 2015. “Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models,” Empirical Economics, 48, 9-36.
10.PHILLIPS, P. C. B. and S. JIN, 2014. “Testing the Martingale Hypothesis,” Journal of Business & Economic Statistics 32, 537-554.
11.JIN, S., L. SU, and A. ULLAH, 2014. “Robustify Financial Time Series Forecasting,” Econometric Reviews 33, 575-605.
12.JIN, S. and L. SU, 2013. “Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence,” Econometric Reviews 32, 469-512.
13.SU, L. and S. JIN, 2012. “Sieve Estimation of Panel Data Models with Cross Section Dependence,” Journal of Econometrics 169, 34-47.
14.SUN, Y., P. C. B. PHILLIPS, and S. JIN, 2011. “Power Maximization and Size Control in Heteroscedasticity and Autocorrelation Robust Tests with Exponentiated Kernels,” Econometric Theory 27, 1320-1368.
15.SU, L. and S. JIN, 2010. “Profile Quasi-maximum Likelihood Estimation of Spatial Autoregressive Models,” Journal of Econometrics 157, 18-33.
16.JIN, S., 2009. “Discrete Choice Modeling with Nonstationary Panels Applied to Exchange Rate Regime Choice,” Journal of Econometrics 150, 312-321.
17.SUN, Y., P. C. B. PHILLIPS, and S. JIN, 2008. “Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing,” Econometrica 76, 175-194.
18.PHILLIPS, P. C. B., S. JIN, and L. HU, 2007. “Nonstationary Discrete Choice: Corrigendum and Addendum,” Journal of Econometrics 141, 1115-1130.
19.PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2007. “Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation,” Journal of Statistical Planning and Inference 137, 985-1023.
20.JIN, S. and L. SU, 2007. “Nonparametric Analysis and Prediction of CPR in China,” Applied Economics 39, 2189-2195.
21.PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2006. “Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation,” International Economic Review 47, 837-894.
22.JIN, S., P. C. B. PHILLIPS, and Y. SUN. 2006. “A New Approach to Robust Inference in Cointegration,” Economics Letters 91, 300-306.
23.HU,J., L. SU, S. JIN, and W. JIANG, 2006. “The Rise in House Prices in China: Bubbles or Fundamentals,” Economics Bulletin 3, 1-8.
24.SU, L. and S. JIN, 2005. “A Bootstrap Test for Conditional Symmetry,” Annals of Economics and Finance 6, 251-261.
25.PHILLIPS, P. C. B. and S. JIN, 2002. “The KPSS Test with Seasonal Dummies,” Economics Letters 77, 239-243.
中文发表论文
1.姜万军,金赛男, 苏良军:建设创新型国家的瓶颈:基于风险管理的思考,《管理世界》,2008年第3期。
2.胡大春,金赛男:基金持股比例与A股市场收益波动率的实证分析,金融研究,2007年第4期。
3.苏良军,何一峰,金赛男:中国城乡居民消费与收入关系的面板数据协整研究。《世界经济》,2006年第5期。
4.胡健颖, 苏良军,金赛男,姜万军:中国房地产预警模型的建立与应用:基于北京市数据的研究。《统计研究》,2006年第5期。
5.金赛男,苏良军:我国轿车保有量的预测研究。《统计与决策》,2006年第1期。
6.胡健颖,苏良军,金赛男, 姜万军:中国房地产价格有几成泡沫?《统计研究》,2006年第1期。
7.金赛男,苏良军:经济计量最新发展及其在中国的应用。《数量经济技术经济研究》,2005年第9期 。
8.苏良军,何一峰,金赛男:暂时收入真正影响消费吗? ——来自中国农村居民面板数据的证据。《管理世界》,2005年第7期。《商贸经济》2005年第11期转载。
著作
1.《高级计量经济学(下册)》靳云汇、金赛男等,北京大学出版社, 2011.
2.《高级计量经济学(上册)》靳云汇、金赛男等,北京大学出版社, 2007.