Song Song

 

Contact

 

E-mail: Phone:   +49 30 2093 5709 Fax:   +49 30 2093-5649 Postal address:   Ladislaus von Bortkiewicz Chair of Statistics   Humboldt-Universität zu Berlin   Wirtschaftswissenschaftliche Fakultät   Institut für Statistik und Ökonometrie   Spandauer Strasse 1   10178 Berlin, Germany

 

 

Education

 

200810—Present  Math Stat Doctoral Program in Humboldt Universität zu Berlin (HUB)

 

200610—200808  Master in Economics and Management Science at HUB

                             (Math Stat Concentration)

200409—200501  Exchange in Math Faculty in Peking University (PKU)

 

200309—200605  Mathematics in Hong Kong Baptist University (HKBU)

 

Career

 

200810—Present  Employee of CRC 649 Research Center at Humboldt University zu Berlin

 

200409—200807  Student Research Assistant at HKBU & HU

 

Journal Review

 

Scandinavian Journal of Statistics

 

 

Teaching

 

Statistics of Financial Markets I (Lecture, SS 10)

 

Statistical Programming Language (Lecture, WS 09/10)

 

Applied Multivariate Analysis (Lecture, SS 08/09)

 

Statistics II (WS 08/09) (Tutorial)

 

Statistics I (SS 07/08) (Tutorial)

 

Statistics of Financial Markets I (WS 07/08) (as assistant)

 

  

Publications

 

Härdle W. & S. Song (2010) Confidence Bands in Quantile Regression. Econometric Theory,26, 1-22                                                                                             (Corresponding Author, Master Thesis)

 

Zhu L. X., R. Q. Zhu & S. Song (2008) Diagnostic Checking for Multivariate Regression Models.

J. Multivariate Anal., 99, 1841-1859.                                                                        (Bachelor Thesis)

 

 

Submitted Publications 

 

Jeong K., W. Härdle & S. Song (2009) A Consistent Nonparametric Test for Causality in Quantile. Econometric Theory, accepted.                                  

 

Härdle W., Y. Ritov & S. Song (2009) Bootstrap Partial Linear Quantile Regression and Confidence Bands. Submited to Econometrica.                                                                   (Corresponding Author)

 

 

Publications in Preparation 

 

Yu K., S. Song & W. Härdle (2009) Nonparametric and Semiparametric Quantile Regression for Longitudinal Data Analysis.

 

Härdle W., Y. Ritov & S. Song (2009) Generalization of Dynamic Semiparametric Factor Model.                                                                                                             (Corresponding Author)

                                                               

P. Mohr, A. Mysickova, S. Song, Härdle W. & H. Heekeren (2009) Statistical Analysis of Neuroeconomic Data.

 

Härdle W., S. Song & T. Vogel (2009) Quantile Regression in Labor Economics.

 

Härdle W., S. Song & L. X. Zhu (2010) Semiparametric Quantile Regression with MAVQE estimation.                                                                                                    (Corresponding Author)

 

 

Presentations

 

	Partial Linear Quantile Regression and Bootstrap Confidence Bands
	Statistical Analysis of Neuroeconomic Data
	The Stochastic Fluctuation of the Quantile Regression Curve
	Diagnostic Checking for Multivariate Regression Models