張 勝 凱

Sheng-Kai Chang

Research                  Teaching               CV    簡歷


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Professor of Economics  

National Taiwan University

No. 1, Sec. 4, Roosevelt Road 
Taipei 10617, Taiwan   

Phone: +886-2-3366-8346

Fax: +886-2-2365-9128

Email: schang@ntu.edu.tw

Ph.D. in Economics, University of Wisconsin-Madison

Office:
847 Social Science Building

Current Research Areas:
Simulation-Based Inferences, Bayesian Statistics, Panel Data Models, Limited Dependent Variables Models, Asset Pricing.


Selected Publications:
Chang, Sheng-Kai (2014) "Herd Behavior, Bubbles and Social Interactions in Financial Markets," Studies in Nonlinear Dynamics and Econometrics, 18 (1), 89-101.

Chang, Sheng-Kai, Yi-Yi Chen* and Hung-Jen Wang (2012) "A Bayesian Estimator for Stochastic Frontier Models with Errors in Variables," Journal of Productivity Analysis, 38 (1), 1-9.

Chang, Sheng-Kai (2012) "Simulation Estimation of the Convergence of the Black-White Earnings Gap and Income Dynamics," Oxford Bulletin of Economics and Statistics, 74 (3), 363-379.

Chang, Sheng-Kai (2011) "Simulation Estimation of Two-Tiered Dynamic Panel Tobit Models with an Application to the Labor Supply of Married Women," Journal of Applied Econometrics, 26, 854-871.

Chang, Sheng-Kai (2007) "A Simple Asset Pricing Model with Social Interactions and Heterogeneous Beliefs," Journal of Economic Dynamics and Control, 31, 1300-1325.