Faculty Overview

Lu Deng

Lu Deng
Associate Professor
Address:  Central University of Finance and Economics, 39 South College Road, Haidian District, Beijing, P.R.China 100081
Tel:   8610-62288522
Fax:   8610-62288420
Email:  denglu521@sina.com
Research Interest
1. Long memory theory and application
2. Nonstationary time series test and modeling
2006. 9 -2009. 6  Institute of Econometrics, Nankai University, Ph.D of Econometrics
2003. 9 -2006. 3  Department of Management, Hebei University of Technology, Master of Econometrics
Sept. 2011-present  Associate Professor, Department of Statistics, Central University of Finance and Economics, Beijing, China,
July 2009-Sep.2011 Assistant Professor, Department of Statistics, Central University of Finance and Economics, Beijing, China
Publications in English
1.  Lu Deng, Augmented Dickey-Fuller test and the Lag Length Selection Problem, Applied Mechanics and Materials, Vol. 130-134, pp. 3019-3022, 2012. (EI Index)
2. Lu Deng, Mianyi Duan. The problem of education investment efficiency and comparison among schools of different levels, 2nd international conference on artificial intelligence, management science and electronic commerce(AIMSEC), 2011, Vol.7, part II, pp. 5951-594.(EI Index)
3.  Lu Deng, Yingruolan Li. Bandwidth choice of log-periodogram estimators with short-term noise in long memory series, 8th International Conference on Fuzzy Systems and Knowledge Discovery(FSKD), 2011, Vol.2, pp. 65-1268. (EI Index)
4.  Lu Deng, Yingruolan Li. Short-term Noise and the Robustness of two Log-periodogram Estimators in Long Memory Series, 2nd International Conference on Computer and Management(CAMAN), 2012. (Accepted, EI Source)
5.  Lu Deng, the Upper and Lower-Bound Condition, Lag Length and its Application on Unit Root Test of CPI Index, International workshop on Information Science and Education Technology (WISET), 2012. (Accepted, EI Source)
6.  Lu Deng, Long-term Memory Properties in Oil Future Market and its Fluctuation, International Conference on Business, Economics, and Financial Sciences, Management (BEFM), 2012. (Accepted, EI Source)
7.  Lu Deng, The Distribution and Bias Property of Semi-parametric Estimates using an ARFIMA(p, d, q) process, International Institute of Statistics & Management Engineering Symposium, 2010, Vol. 5, Chapter 4, pp. 244-252. (CPCI-S Source)
Selected Publications in Chinese
1.  Lu Deng, Zhan Zheng, Quantile Regression-a Statistical Method Describing Individuals with Different levels. Statistics and Decision, 2009(4): 154~155.
2.  Lu Deng, Study on Education Investment Efficiency via VEC-the Comparison among Schools of Different Levels in China. Economic Review, 2008(6): 39~46.
3.  Lu Deng, Xiaotong Zhang. The Lag Length Selection in Augmented Dickey-Fuller test: Simulation Evidence from an ARIMA(0,1,q) Process. Journal of Quantitative & Technical Economics, 2008(9): 126~138.
4.  Lu Deng, Yaxin Pang, Zhan Zheng. Analysis on China’s Technological Input & Output Using Partial Least Squares Regression. Economic Review, 2005(9): 31~33.
5.  Chapters in Book Translation of “Econometric Analysis of Panel Data (4th edition, Badi H. Baltagi)”, (published in Chinese in 2010)
1. Time Series Analysis (for undergarduates)
2. Econometrics (for undergraduates)
3. Advanced Econometrics I , II (for graduated students)
Honors and Awards
1.  Paper Award, 16th Workshop on Statistics Science in Beijing, (Awarded to top 5%, July 2011)
2.  Lyons Scholarship (Awarded to top 5%, ranking in published papers, Nankai University, 2008)
3.  Excellent Master’s Dissertation (Awarded to top 1%, Hebei University of Technology, Feb.2006)
4.  The First Comprehensive Scholarship for Graduate Students (Awarded to top 1%, Hebei University of Technology, 2004)

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