CHENG Tingting

Employment

2015.9- present, School of Finance, Nankai University, Assistant Professor

Education

2010－2015 Ph.D in Econometrics, Monash University
2008－2010 Master of Economics, Xiamen University
2004－2008 Bachelor of Economics, Xiamen University

Email：chengtingting2015@outlook.com; 
             Tingting.Cheng@nankai.edu.cn

Advanced Econometrics 2 (PhD), 2016 Spring, 2018 Spring
Advanced Econometrics 1 (PhD), 2015 Fall, 2016 Fall, 2017 Fall, 2018 Fall, 2019 Fall
Financial Econometrics 1 (Master), 2019 Fall

T. Cheng, J. Gao, X. Zhang. Bayesian bandwidth selection in nonparametric time–varying coefficient models, Journal of Business and Economic Statistics, 37(1), 1-12, 2019.
T. Cheng, J. Gao, X. Zhang. Nonparametric localized bandwidth selection in kernel density estimation, Econometric Reviews 38(7): 733-762, 2019.
T. Cheng. Functional coefficient time series models with trending regressors, Econometric Reviews 38(6): 636-659, 2019. 
T. Cheng, J. Gao, Y. Yan, Regime switching panel data models with interactive fixed effects, Economics Letters, 177, 41-51, 2019.
C. Yan, T. Cheng, In search of the optimal number of fund subgroups, Journal of Empirical Finance, 50, 78-92, 2019.
B. Cai, T. Cheng, C. Yan, Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds,  Journal of Empirical Finance 49, 81-106, 2018.
T. Cheng, J. Gao, P.C.B. Phillips, A frequentist approach to Bayesian asymptotics, Journal of Econometrics 206(2): 359-378, 2018.
T. Cheng, J. Gao, Y. Yan, A new regime switching model with state-varying endogeneity, Journal of Management Science and Engineering, 3(4), 214-232, 2018.
T. Cheng, C. Yan. Evaluating the size of the bootstrap method for fund performance evaluation, Economics Letters 156: 36-41, 2017.

PI: National Natural Science Foundation of China under project 71803091, 2019.1-2021.12

PI: The MOE (Ministry of Education in China) Project of Humanities and Social Sciences (No.18YJC790015), 2018.7-2021.7

南开大学本科优秀毕业论文指导教师（2017年度）

CHENG Tingting

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