涂云东，北京大学光华管理学院商务统计与经济计量系和北京大学统计科学中心联席教授。入选首批“日出东方”北大光华青年人才，教育部“长江学者奖励计划”青年长江学者，两次获评北京大学优秀博士学位论文指导教师。2004年获武汉大学数学与统计学院信息与计算科学专业学士学位，2006年获武汉大学经济与管理学院数量经济学专业硕士学位，2012年获美国加州大学河滨分校经济学博士学位，同年6月加入北大光华。曾获世界计量经济学会（Econometric Society），加州计量经济学会议等学术组织提供的青年学者研究资助以及Phi Beta Kappa International Scholarship Award。四十余篇学术论文发表在Journal of Econometrics（9篇）， Journal of Business and Economic Statistics（2篇），Econometric Reviews（6篇）, Econometric Theory, Oxford Bulletin of Economics and Statistics（4篇），Statistica Sinica（2篇），Journal of Empirical Finance, Journal of Management Science and Engineering, Computational Statistics and Data Analysis等国际专业杂志。著作教材《时间序列分析》由人民邮电出版社于2022年9月出版。理论研究领域涵盖非参数/半参数计量经济模型，模型选择和模型平均，网络数据建模，金融计量，信息计量经济学，模型设定检验等；应用研究包含宏观经济预测，价格指数建模，网络数据分析，股票市场预测，生产率建模等。

研究领域

金融计量经济学

大数据分析

计量经济学

教育背景

职业经历

2008.6-2012.6， 加州大学河滨分校经济系助教
2012.6-2017.8， 北京大学光华管理学院助理教授
2017.8- 2022.7，北京大学光华管理学院副教授
2022.8 至今，北京大学光华管理学院教授

研究成果

Textbook
• 《时间序列分析》，人民邮电出版社，2022年9月
图书链接：1. 人民邮电出版社      2. 京东商城
 

Publication

• [1] Richard Arnott and Yundong Tu (2010). “Shopper City,” in Industrial Organization, Trade, and Social Interaction: Essays in Honour of B. Curtis Eaton, edited by G. K. Dow, A. Eckert, and D. S. West, Chap. 5, pp. 84-111, 2010, University of Toronto Press.

• [2] Tae-Hwy Lee, Yundong Tu and Aman Ullah (2014). “Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting,” Journal of Econometrics, 182(1), 196-210, September 2014.

• [3] Tae-Hwy Lee, Yundong Tu and Aman Ullah (2015). “Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints,” Journal of Business and Economic Statistics, 33:3, 393-402, July 2015.

• [4] Liangjun Su, Yundong Tu and Aman Ullah (2015). “Testing Additive Separability of Error Term in Nonparametric Structural Models,” Econometric Reviews, 34:6-10, 1056-1087, December 2015.

• [5] Shuo Li and Yundong Tu (2016). “On Estimating the Nonparametric Multiplicative Error Models,” Economics Letters, 143, 66-68, June 2016.

• [6] Song Xi Chen, Lihua Lei and Yundong Tu (2016). “Functional Coefficient Moving Average Model with Applications to Forecasting Chinese CPI,” Statistica Sinica, 26, 1649-1672, October 2016.

• [7] Shuo Li and Yundong Tu (2016). “Root-n Consistent Density Estimation in Semiparametric Regression Models,” Computational Statistics and Data Analysis, 104, 91-109, December 2016.

• [8] Ying Wang, Yundong Tu and Song Xi Chen (2016). “Improving Inflation Prediction with the Quantity Theory,” Economics Letters, 149, 112-115, December 2016.

• [9] Yundong Tu and Yanping Yi (2017). “Forecasting Cointegrated Nonstationary Time Series with Time-varying Variance,” Journal of Econometrics, 196(1), 83-98, January 2017.

• [10] Yundong Tu (2017). “On Spurious Regressions with Partial Unit Root Processes,” Economics Letters, 150, 142-145, January 2017.

• [11] Jing Zhou, Yundong Tu, Yuxin Chen and Hansheng Wang (2017). “Estimating Spatial Autocorrelation with Sampled Network Data,” Journal of Business and Economic Statistics, 35, 130-138, January 2017.

• [12] Yundong Tu (2017). “Efficient Estimation of Nonparametric Simultaneous Equation Models,” Communications in Statistics - Theory and Methods, 46, 3411-3416, April 2017.

• [13] Yundong Tu and Siwei Wang (2019). “Functional Kernel-weighted Least Square Estimation and Its Applications in Economics,” Systems Engineering-Theory & Practice, 39:4, 839-853.

(Article in Chinese：涂云东，汪思韦（2019）. 函数型核加权估计法及其在经济学中的应用,系统工程理论与实践，第39卷第4期，839-853. )

• [14] Yundong Tu and Tae-Hwy Lee (2019). “Forecasting Using Supervised Factor Models,” Journal of Management Science and Engineering, 4, 12-27, March 2019.

• [15] Ye Chen and Yundong Tu (2019). “Is Stock Price Correlated with Oil Price? Spurious Regressions with Mildly Explosive Processes,” Oxford Bulletin of Economics and Statistics, 81(5), 1012-1044, October 2019.

• [16] Shuo Li and Yundong Tu (2019). “A Joint Test for Parametric Specification and Independence in Nonlinear Regression Models,” Econometric Reviews, 38:10, 1202-1215, December 2019.

• [17] Yu Ren, Yanping Yi and Yundong Tu (2019). “Balanced Predictive Regressions,” Journal of Empirical Finance, 54, 118-142, December 2019.

• [18] Yundong Tu and Ying Wang (2019). “Functional Coefficient Cointegration Models Subject to Time-varying Volatility with an Application to the Purchasing Power Parity,” Oxford Bulletin of Economics and Statistics, 81(6), 1401-1423, December 2019.

• [19] Shuo Li, Bin Guo and Yundong Tu (2020). “Simultaneous Diagnostic Testing for Nonlinear Time Series Models with An Application to the U.S. Federal Fund Rate,” Oxford Bulletin of Economics and Statistics, 82(1), 235-255, February 2020.

• [20] Yundong Tu and Ying Wang (2020). “Adaptive Estimation of Heteroskedastic Functional Coefficient Regressions with an Application to Fiscal Policy Evaluation on Asset Markets,” Econometric Reviews, 39:3, 299-318, March 2020.

• [21] Yingqian Lin and Yundong Tu (2020). “Sieve Extremum Estimation of a Semiparametric Transformation Model,” Economics Letters, 189, 1-5, 109020, April 2020.

• [22] Yingqian Lin, Yundong Tu and Qiwei Yao (2020). “Estimation of Doubly-Nonlinear Cointegration,” Journal of Econometrics, 216(1), 175-191, May 2020.

• [23] Yundong Tu, Qiwei Yao and Rongmao Zhang (2020). “Error Correction Factor Models for High-dimensional Cointegrated Time Series,” Statistica Sinica, 30(3), 1463-1484, July 2020.

• [24] Yundong Tu, Nigel Chan and Qiying Wang (2020). “Testing for a Unit Root with Nonstationary Nonlinear Volatility,”  Econometric Reviews, 39(9), 904-929. October 2020.
• [25] Yingqian Lin and Yundong Tu (2020). “Robust Inference for Spurious Regressions and Cointegrations Involving Processes Moderately Deviated from a Unit Root,” Journal of Econometrics, 219(1), 52-65, November 2020.

• [26] Yundong Tu and Siwei Wang (2020). “Jackknife Model Averaging for Expectile Regressions in Increasing Dimension,” Economics Letters, 197, 1-5, 109607.

• [27] Yundong Tu (2020). “Entropy-based Model Averaging Estimation of Nonparametric Models,” Chapter 18 in Advances in Info-Metrics: Information and Information Processing across Disciplines, Edited by M. Chen, J.M. Dunn, A. Golan, and A. Ullah. Oxford University Press. December 2020.

• [28]  Yingqian Lin and Yundong Tu (2021). “On Transformed Linear Cointegration Models,” Economics Letters, 198, 1-6, 109686, January 2021.

• [29] Minya Xu, Yaqiong Wang and Yundong Tu (2021). “Uncovering the Invisible Effect of PM2.5 on Stock Returns,” Finance Research Letters, 39, 1-10, 101646, March 2021.

• [30] Li Li and Yundong Tu (2022). “The Varying Spillover effect of U.S. Systemic Risk: A Functional-coefficient Cointegration Approach,” Economics Letters, 212, 1-4, 110306, March 2022.

• [31] Yundong Tu and Ying Wang (2022). “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration,” Journal of Econometrics, 229(2), 396-421.

• [32] Yundong Tu, Han-Ying Liang and Qiying Wang (2022). “Nonparametric Inference for Quantile Cointegrations with Stationary Covariates,” Journal of Econometrics, 230(2), 453-482.  

• [33] Shuo Li, Liuhua Peng and Yundong Tu (2022). “A Unified Approach to Testing Independence Between Exogenous Variables and Unobserved Errors,” Econometric Reviews, 41:7, 697-728.

• [34] Zhenzhong Wang, Song Xi Chen, and Yundong Tu (2023). “Analyzing Chinese Consumer Price Index Comparatively with that of United States,” Journal of Applied Statistics and Management, 42(1), 113-130.

(Article in Chinese: 王振中,陈松蹊,涂云东(2023).  “中国居民消费价格指数的动态结构研究及中美量化比较,” 数理统计与管理, 42(1), 113-130. )

• [35] Chenchen Ma and Yundong Tu (2023). “Group Fused LASSO for Large Factor Models with Multiple Structural Changes,” Journal of Econometrics, 233(1), 132-154, March 2023.

• [36] Yingqian Lin and Yundong Tu (2023). “Transformation models with cointegrated and deterministically trending regressors,” Advances in Econometrics, Chang, Y., Lee, S. and Miller, J.I. (Ed.) Essays in Honor of Joon Y. Park: Econometric Theory (Advances in Econometrics, Vol. 45A), Emerald Publishing Limited, Bingley, pp. 207-232.

• [37] Yundong Tu and Siwei Wang (2023). “Variable Screening and Model Averaging for Expectile regressions,”  Oxford Bulletin of Economics and Statistics, 85(3) 574-598.

• [38] Chenchen Ma and Yundong Tu (2023). “Shrinkage Estimation of Multiple Threshold Factor Models,” Journal of Econometrics, 235(2), 1876-1892, August 2023.

• [39] Yundong Tu and Xinling Xie (2023). “Forecasting Vector Autoregressions with mixed roots in the Vicinity of Unity,”  Econometric Reviews, 42(7), 556-585.

• [40] Yundong Tu and Xinling Xie (2023). “Penetrating Sporadic Return Predictability,” Journal of Econometrics, 237, 105509.

• [41] Bo Ling, Chenchen Ma, Yundong Tu and Xinling Xie (2023). “Analyzing Structural Breaks in China’s Macroeconomy with High Dimensional Factor Model,” Quarterly Journal of Economics and Management, 2(4), 37-62. December 2023.

(Article in Chinese: 凌波，马辰辰，涂云东，谢昕伶(2023). “基于高维因子模型的中国宏观经济结构突变分析,” 经济管理学刊, 2(4), 37-62.)

• [42] Yingqian Lin and Yundong Tu (2024). “Functional Coefficient Cointegration Models with Box-Cox Transformation,” Economics Letters, 234, 111472. January 2024.

• [43] Chaohua Dong and Yundong Tu (2024). “Semiparametric estimation and variable selection for sparse single index models in increasing dimension,” forthcoming at Econometric Theory.  

Grants

• Entropy-based Info-metrics: Theory and Applications, 2013-2015, 985 Project, Peking University, Principal investigator

• Theory and Practice of Information-theoretic Econometrics（信息计量经济学的理论和应用）, 2014-2016, National Natural Science Foundation of China 71301004 , Principal investigator

• The Modeling and Dynamics of Inflation, 2012-2013, 2014-2015, National Bureau of Statistics, Contributor

• Economic Uncertainty, Corporate Financing and Investing Decisions, and Economic Consequences （经济不确定性、企业投融资行为及经济后果研究）, 2015-2018, National Natural Science Foundation of China 71472007, Contributor

• Big Data Based Management Decision Models and Algorithms (大数据驱动的管理决策模型和算法), 2016-2020, National Natural Science Foundation of China 71532001, Contributor

• High-Dimensional Nonlinear Factor Analysis: Theory and Application (高维非线性模型中的因子分析：理论和应用), 2017-2020, National Natural Science Foundation of China 71671002 , Principal investigator

• National Key Research Program, 大气污染成因与控制技术研究专项, 空气质量统计诊断模型项目子课题：污染与宏观经济、人口健康的计量分析, 国家重点研发计划2016YFC0207705, Contributor

• 光华思想力-宏观经济预测，2017-2021.
• Econometric Modeling of Limited Nonstationary Time Series: Theory and Application (受限非平稳时间序列的计量经济模型：理论和应用), 2021-2024, National Natural Science Foundation of China 72073002, Principal investigator

• Neural mechanism modeling and data assisted diagnosis and treatment algorithms for children with brain development disorders (面向儿童脑发育障碍性疾病的神经机制建模与辅助诊疗算法), 2021-2024, National Natural Science Foundation of China 12026607, Contributor

• Theory and Methods of Big Data Analytics for Managerial Decision Making (面向管理决策大数据分析的理论与方法), 2021-2022, National Natural Science Foundation of China 92046021, Contributor

Honors and Awards

• Chancellor’s Distinguished Fellow, University of California, Riverside, 2007- 2012

• Edward J. Blakely Center for Sustainable Suburban Development Research Funding, 2008-2010

• Support for Young Economists, Econometric Society, Tokyo University, 2009

• Conference Travel Grant, GSA, University of California, Riverside, 2009- 2011

• Conference Travel Grant, Department of Economics, University of California, Riverside, 2009- 2011

• Outstanding Teaching Assistant Award, University of California, Riverside, 2009-2010

• California Econometrics Conference Travel Grant, Stanford University, 2010

• Support for Young Economists, Econometric Society, Korea University, 2011

• Phi Beta Kappa International Scholarship Award, Alpha Association, 2011

• California Econometrics Conference Travel Grant, University of Southern California, 2011

• Support for Young Economists, Society for Nonlinear Dynamics and Econometrics, Istanbul Bilgi University, Turkey 2012

• Excellent Doctoral Dissertation Supervisor Award, Peking University, 2017/2021

• Guanghua Young Scholars, since 2018
• Changjiang Scholars Program Young Scholar, Ministry of Education, 2020

Organized Conferences

• Inaugural Meeting of Young Econometricians in Asia-Pacific (YEAP2015) Regions, January 15-16, 2015, Peking University, Beijing, China

• 2015 Cross-Straight Dialogue II: Economic and Environmental Analysis, May 11, Peking University

• 2016 Conference on High Dimensional Statistical Modelling and Analysis in the Age of Big Data, May 17-18, Peking University

• 2017 Cross-Straight Dialogue IV: Economic and Environmental Analysis, April 10, Peking University

• The 13th International Symposium on Econometric Theory and Applications (SETA 2017), June 13-14, Peking University

• 2019 Cross-Straight Dialogue VI: Economic and Environmental Analysis, April 15, Peking University, Xi’an, Shaanxi

Referee

• Annals of Statistics

• China Finance Review International

• Economics Letters

• Econometrics Journal

• Econometric Reviews

• Empirical Economics

• Journal of American Statistical Association

• Journal of Business and Economic Statistics

• Journal of Econometrics
• Journal of Economics & Dynamic Control
• Journal of Financial Econometrics

• Journal of Quantitative Economics

• Journal of Statistical Planning and Inference
• Statistica Sinica

• Studies in Nonlinear Dynamics and Econometrics