Songnian CHEN Chair Professor Email: snchen@ust.hk Ph.D. 1994 Princeton University, Economics M.A.   1990 Rutgers University B.Sc.   1986 Fudan University, China,            Mathematics

ACADEMIC AND PROFESSIONAL EXPERIENCE

• Professor of Economics, Hong Kong University of Science and Technology (HKUST), 2004-
• Associate Professor of Economics, Hong Kong University of Science and Technology (HKUST), 2001- 2004
• Assistant Professor of Economics, Hong Kong University of Science and Technology (HKUST), 1994-2000

PUBLICATIONS 

Articles

• Chen, S. and S. Khan, "Quantile Estimation of Non-Stationary Panel Data Censored Regression Models with Factor loading," forthcoming in Econometric Theory
• Chen, S. and Y. Zhou, "Estimating a Generalized Correlation Coefficient for a Generalized Bivariate Probit Model," forthcoming in the Journal of Econometrics.
• Chen, S. and L. Zhou "Local Partial Likelihood Estimation in Proportional Hazards Model," forthcoming in the Annals of Statistics.
• Chen, S., G.B. Dahl and S. Khan, "Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells", Journal of American Statistical Association. Vol. 100, Number 469, 212-211, 2005
• Chen, S. and S. Khan, "Rates of Convergence for Estimating Regression Coefficients in Heteroscedastic Discrete Response," Journal of Econometrics, 117, 245-278, 2003.
• Chen, S. and S. Khan, "Root-n Consistent Estimation of Heteroskedastic Sample Selection Models," Econometric Theory, 19, 1040-1064, 2003.
• "Rank Estimation of Transformation Models" Econometrica, 70, Chen, S., 1683-1696, 2002.
• "Estimation of a Semilinear Censored Regression Model," Chen, S. and S. Khan, Econometric Theory, 17, 567-590, 2001
• "Simple Resampling Methods for Censored Regression Quantiles," Journal of Econometrics, 99, 373-386, 2000
• "Rank Estimation of a Location Parameter in the Binary Choice Model," Journal of Econometrics, 98, 317-334, 2000
• "Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity," Chen, S. and S. Khan, Journal of Econometrics, 98, 283-316, 2000
• "Efficient Estimation of a Binary Choice Model," Journal of Econometrics 96, 2000, 183-199.
• "Distribution-free Estimation of the Random Coefficient Dummy Endogenous Variable Model,¨ Journal of Econometrics, 91, 1999, 171-199.
• "Semiparametric Estimation of a Location Parameter in the Binary Choice Model," Econometric Theory, 15, 79-98, 1999.
• "Efficient Semiparametric Scoring Estimation of Sample Selection Models," Chen, S. and L-F Lee, Econometric Theory, 14, 423-462, 1998.
• "Semiparametric Estimation of the Type 3 Tobit Model," Journal of Econometrics, 80, 1-35, 1997.

PROFESSIONAL ASSOCIATION MEMBERSHIPS

• Econometric Society
• Fellow, Journal of Econometrics
• Associate editor, Journal of Econometrics, 2002-