现任职务
北京大学国家发展研究院/中国经济研究中心经济学教授
北京大学国家发展研究院学术委员会主任
《经济学季刊》副主编
北大国际（bimba）教授（mba）
研究范围
计量经济学理论
时间序列分析
财务金融实证
教育背景
台湾东吴大学经济学学士（1980年）
台湾大学经济学硕士（1982年）
美国加州大学（圣地亚哥分校）经济学博士（1990年）
工作经历
1990-2000，美国南卡莱罗纳大学经济学院，副教授
1997-2000，econometrician, neuralnet r&d associates.
2001-2006，台湾大学经济学院，教授
2006年至今，北京大学经济研究中心，教授
学术成果
英文论文
(1)chu, c.s. james and halbert white (1992): "a direct test for changing trend",journal of business and economics statistics 10, 289 299.
(2)chu, c.s. james (1994): "segmentation of piecewise autoregressive models: asymptotic properties of sliding window approach", proceedings of 3rd annual conference on fuzzy theory.
(3)chu, c.s. james, k. hornik and c.m. kuan (1995): "a moving estimates test for parameter instability", econometric theory 11, 699 720.
(4)chu, c.s. james (1995): "detecting parameter shift in garch models", econometric reviews 14, 241 266.
(5)chu, c.s. james (1995): "time series segmentation: a sliding window approach", information sciences, 1 28.
(6)chu, c.s. james, k. hornik and c.m. kuan (1995), "mosum test for parameter constancy", biometrika 82, no 3, 603-617.
(7)chu,c.s. james, m. stinchcombe and h. white (1996), "monitoring structural change", econometrica 64, 1045-1066.
(8)chu, c.s. james and tung liu (1996), "stock market volatility: a markov switch model", proceedings of the 4th annual informatics conference.
(9)chu, c.s. james and tung liu (1996), "the different regimes of stock return and volatility", information sciences 94, 179-190.
(10)chu,c.s. james (1997), "multiple hypothesis test for parameter constancy based on recursive residuals", econometric reviews 16, 353-360
(11)levin, a., c.f. lin and c.s. chu (2002), “panel unit root test.” journal of econometrics 108, 1-24. .
(12)chia-shang james chu, tung liu, and r.s. rathinasamy, (2004), "robust test of the january effect in stock market using markov-switchiong model," journal of financial management and analysis 17, no. 1.
(13)chia-shang j. chu and hsinmin lu (2005),"random walk hypothesis in exchange rate reconsidered,” journal of forecasting, jul 2006. vol. 25, iss. 4; p. 275
工作论文
(14)"control type and corporate growth in the 30's".
(15)"ranking major league baseball pitchers: bayesian hierarchical approach". (with sung-jin in. under review.)
(16)"predicting stock returns with different regimes in volatility". (with sung-jin in. under review.)
(17)testing for mixtures of distribution hypothesis for daily stock returns: a bayesian approach (with sung-jin in)
项目
(18)“structural change in information arrival rate and the mixture distributions hypothesis in stock markets”.
(19)“the stability of model selection process and data snooping”.
(20)“gilbrat’s law revisited: panel unit root test with cross sectional dependence.”
(21)“evaluation of the event forcast accuracy.”
(22)“robust market timing test.”
