WISE硕士研究生培养方案(2010年11月修订) (PDF)

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硕士研究生培养方案（2010年11月修订）

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载自: 被阅览数：33706次 发布时间:2008/4/4 9:11:55

院长寄语

学子风采
招聘信息

Dean’s Welcome Message

学术通知
WISE动态

Welcome to the Wang Yanan Institute for Studies in Economics (WISE). I hope you will find your time as an

学生培养

MA student with us both a happy and rewarding period of your life. As an MA student you will be involved, not

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only in conducting your own study or research, but also in following a program of research training which will

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develop your skills and understanding in the conduct of research in economics, finance and econometrics. As

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an MA student your main task is to achieve the best examination results of required taught courses and
training programs which will require you to attend academic seminars deeded necessary by WISE.
I do hope you will find your time here an intellectually rewarding and challenging experience.

（一）培养目标

搜索

培养具有扎实的经济学理论基础、合理的知识结构及广阔知识面的综合型高级经济学人才。通过专业基础课
程和前沿课程的学习，使学生能够通畅地阅读和理解发表于国际顶尖期刊上前沿论文；能够全面、系统地掌握
经济学基本理论与方法，能够探索国际经济理论发展的前沿动态和中国经济发展的发展趋势。学院要求学生能
掌握并熟练运用现代经济学研究常用的分析方法和工具，并能够将其应用于经济研究。

（二）培养要求

学习年限： 3年，或修满学分并完成学位论文即可毕业
学分要求：
总学分

其中

公共学位课

8学分

专业学位课

24学分

选修课

16学分

学术前沿讲座

8学分

56学分

（三）专业介绍
数量经济学

研究方向

主要研究内容、特色与意义
主要研究内容：

①计量经济学

研究生导师
蔡宗武*

计量经济理论与应用计量经济学

特色与意义：

方 颖

强调计量经济学前沿理论的研究与应用，在金融计量

洪永淼*

经济学、非参数时间序列分析和微观计量经济学方面

林光平*

的研究在国内外处于领先地位。

林明

管中闵*

主要研究内容：

②数理经济学

任宇
Jason Shachat

现代经济学的数理分析方法

特色与意义：

萧 政*

在数理分析方法方面，以数理金融和博弈论为研究特

郑挺国

色。
金融学

研究方向

主要研究内容、特色与意义
主要研究内容：

①公司理财

研究生导师
蔡宗武*

资本结构、股利政策、首次公开募股、兼并收购与风险

蔡立耑

管理。

特色与意义：

陈国进*
陈灯塔

研究中国转型期公司理财的特殊问题，有助于中国市场

陈 蓉

化改革的进展和新理论的出现。

主要研究内容：

②金融计量经济学

洪永淼
林 海

金融学与计量经济学的结合。

特色与意义：

林 明
牛霖琳

用计量经济学研究金融问题，在国内还是一个较新的领

潘 越

域，有助于金融学的国际接轨。

主要研究内容：

③投资学

任宇
王起

资本市场、资产组合选择和资产定价

特色与意义：研究中国转型期资本市场的特殊问题，有 郑鸣*

吴俊吉

助于中国市场化改革的进展和新理论的出现。
西方经济学

研究方向

要研究内容：

①宏观经济学

主要研究内容、特色与意义

研究生导师
Brett Graham

货币理论，货币政策，增长理论，中国宏观经济。

陈智琦*

特色与意义：

郭 晔

运用微观基础方法论构造宏观经济模型，利用国际先进的 Jason Shachat
理论方法研究宏观问题。有助于对宏观问题的理解，有助 赖小琼*
于学生对宏观前沿问题的把握和研究。

方 颖

主要研究内容：

②微观经济学

欧振中

博弈论及其应用、产业组织理论、国际贸易理论以及城市 袁宇菲
郑挺国
经济学。

特色与意义：

邹至庄*

这门课是训练经济学研究人才的基础课。通过对各个基础
理论的教学培养学生扎实的经济学直觉，训练学生用数学
工具表述、论证经济学问题的能力，为学生今后工作、研
究等准备一系列常用工具。
劳动经济学

研究方向

主要研究内容、特色与意义
主要研究内容：

①劳动力供给与需求

研究生导师

劳动力供给， 劳动力需求，劳动力市场均衡，教育与人
力资本，劳动力迁徙，工作搜寻，工作匹配和员工流转

特色与意义：

注重训练学生对数理模型的掌握，使学生了解基本假设
与模型结果之间的联系，运用最先进的计量学方法（尤
其是微观计量经济学），训练学生理论论证和实证分析
的思维逻辑，培养学生独立研究的能力。在劳动力供给
和需求行为与决定因素的研究领域，大部分已发表的研
究成果涉及的是美国以及其他发达国家的劳动力市场，
现代劳动经济学理论和实证方法在中国劳动力市场中的
应用尚处于起步阶段。因此，严谨科学的研究中国劳动
力市场不仅在学术范围内深具意义，研究成果也可用于
对经济政策的建议，帮助我们了解中国经济发展的进步
与局限性。比如，本方向对教育的研究可以在中国现行
教育体制背景下，将现代经济增长理论与微观教育选择
模型相结合，探究如何优化教育投资结构、改善区域教
育不平衡现状。另外，在中国经济背景下，探讨计划生
育政策和城乡分割下的劳动力迁徙如何影响劳动力市场
也颇具意义。

主要研究内容：

②薪资构成与结构

补偿性工资差异，劳动力市场歧视，劳动契约，劳动力
市场分割，信息不对称，风险分担与激励机制，工
会, 集体议价以及议价理论，工资差距，收入不平等, 技
术进步，全球化与收入不平等, 失业

特色与意义：

蔡宗武*
洪永淼*
赖小琼*
孟 磊

着重学生对竞争工资理论的局限性的理解，使学生掌握
数理模型对不完全信息，不确定性，风险等因素的处
理，并熟悉各类理论预测的经验证据，带领学生了解国
际有关研究的前沿, 并能运用严谨的计量学方法，进行

欧振中
齐 豪
沈凯玲
萧 政*

独立研究。在中国经济背景下，现代劳动经济学和现代
计量经济学提供的研究工具可以用来探讨2008年劳动法
对职工议价能力以及公司的聘佣与解雇决定的影响。中
国城乡分割的历史和现状也提供了一个研究劳动力市场
歧视和隔离的土壤。此外，对中国当前收入不平等原因
的研究也是非常重要的，这样的研究，不仅在学术范围
内深具意义，研究成果也可用于对相关经济政策提供建
议。
③制度与劳动力市场政

主要研究内容：

策

劳动力市场政策，体制与劳动力市场表现, 最低工资，
就业保护, 失业保险，税收，

特色与意义:

通过对学生进行严谨的理论与实证方法训练，使其熟练
掌握相关数理模型，对公共政策，体制，与劳动力市场
表现之间的联系以及各类政府对劳动力市场的干预政策
进行分析。鼓励学生挑战本研究领域中的既成观念，培
养学生独立研究的能力。随着中国对最低工资制度，就
业保障，失业保险等方面日益明晰的立法执法进程, 这
方面的研究在阐明各种体制间的依存关系如何相互作
用，以至指向最有利于就业的条件上，尤其具有价值。
统计学

研究方向

主要研究内容、特色与意义
主要研究内容：

①时间序列分析

研究生导师

时间序列分析的方法、理论与应用

特色与意义：

针对经济、金融数据的特点，引入半参数和非参数的方
法，对非平稳和非线性时间序列分析的前沿课题进行研
究

程立新*

主要研究内容：

②非参数统计

方 颖
洪永淼*

非参数估计与检验的方法、理论与应用

特色与意义：

林 明

将非参数的方法扩展到一些前沿领域，比如非平稳数据
的非参数估计和分位数的非参数估计方法。

林光平*
刘继春
任 宇

主要研究内容：

③统计计算

蔡宗武*

王海滨
萧 政*

通过随机模拟的方法有效的求解各类计算问题

特色与意义：

郑挺国

以统计理论为基础，利用计算机模拟解决传统数值方法
难以处理的高维计算问题，如高维积分和优化问题。能
够对经济、金融模型的分析提供有效的手段。

（四）课程设置
序 课程类
号 型

课程名称

学期* 学分 总学时 授课语言 任课教师（职称）

科学社会主义理论与实践

第一学
年秋季
学期

2

36

汉语

由研院统一开课

马克思主义经典著作选读

第一学
年春季
学期

2

36

汉语

由研院统一开课

第一外国语

第一学
年

4

72

双语

由研院统一开课

高级宏观经济学（1）

第一学
年秋季
学期

3

60

英语

袁宇菲 (助理教授)

高级微观经济学（1）

第一学
年秋季
学期

3

60

英语

Jason Shachat(教授)

高级计量经济学（1）

第一学
年秋季
学期

3

60

英语

林明（副教授）

数理经济学

第一学
年秋季
学期

3

60

英语

任宇（助理教授）

高级宏观经济学（2）

第一学
年春季
学期

3

60

英语

牛霖琳（助理教授）

高级微观经济学（2）

第一学
年春季
学期

3

60

英语

Brett Graham（助理教
授）

高级计量经济学（2）

第一学
年春季
学期

3

60

英语

方颖(助理教授)

11

金融学原理

第一学
年春季
学期

3

60

英语

蔡立耑（助理教授）

12

应用微观经济学I

秋

2

60

英语

沈凯玲（助理教授）

13

经济学方法论和统计软件应用

秋

2

60

英语

蔡宗武（教授）

14

公司金融

秋

2

60

英语

陈国进（教授）

15

面板数据计量经济学

秋

2

60

英语

方颖（助理教授）

16

资产定价

秋

2

60

英语

王起（助理教授）

17

微观计量经济学

秋

1

20

英语

萧政（教授）

18

金融计量经济学

秋

2

60

英语

郑挺国(助理教授)

19

宏观经济学专题I

秋

2

60

英语

袁宇菲（助理教授）

20

非参数计量经济学

秋

3

60

英语

蔡宗武（教授）

21

现代经济学研究方法

秋

2

60

英语

TBA

22

硕士论文写作

春

2

60

英语

TBA

23

实验经济学与金融学

春

2

60

英语

Jason Shachat(教授)

1
公共学
位

2

3

4

5

6

7
专业学
位
8

9

10

24

金融工程

25

选修

26

春

2

60

英语

Mark Holder（副教
授）

宏观经济学专题II

春

2

60

英语

牛霖琳（助理教授）

数理金融学

春

2

60

英语

陈灯塔（副教授）

27

应用微观经济学II

春

2

60

英语

TBA

28

专业英语口语与写作

春

2

60

英语

George Morris

29

时间序列计量经济学

春

2

60

英语

蔡宗武（教授）

30

货币经济学

春

2

60

英语

TBA

31

风险管理

春

2

60

英语

TBA

32

产业组织理论

春

2

60

英语

Brett Graham（助理教
授）

33

SAS和MATLAB统计软件

夏

2

60

英语

罗智超（工程师）

34

计量经济学高级专题I

夏

2

60

英语

TBA

35

计量经济学高级专题II

夏

2

60

英语

TBA

36

金融学高级专题I

夏

2

60

英语

TBA

37

金融学高级专题II

夏

2

60

英语

TBA

38

经济学高级专题I

夏

2

60

英语

TBA

39

经济学高级专题II

夏

2

60

英语

TBA

40

学术报告与学术讲座

其他培
41
养环节
42

（五）课程介绍

8

要求详见后页。

综合考试

要求详见后页。

开题报告

要求详见后页。

高级宏观经济学（Ⅰ）

Ⅰ

Advanced Macroeconomics

This course provides a mix of theory and applications of macroeconomics. Topics range from the classical
economics, Keynesian economics and other neo-classical models such as overlapping generation models,
dynamic optimization, real business cycle theory, inter-temporal open economy models and the theory of
economic growth. Various theories will be illustrated using examples drawn from local and international policy
issues, as appropriate.
教材：Romer, David, Advanced Macroeconomics, various editions, English or Chinese

高级微观经济学（Ⅰ）

Ⅰ

Advanced Microeconomics

The purpose of this course is to teach the basic principles of micro theory which lie at the core of modern
argumentation of economics. Hence this is very much like learning a language. By the end of the course, you
should have exposed to most standard techniques in partial-equilibrium analysis, including fundamental
theories to analyze firm and consumer behaviors.
教材：Varian, Microeconomic Analysis, 3rd Edition.

高级计量经济学（I）

Ⅰ

Advanced Econometrics

This course is an introduction to basic probability and statistical theory. Topics covered in the course include
random variable, conditional expectation, modes of convergence, weak law of large numbers, central limit
theorems, hypothesis testing and maximum likelihood theory. This course is designed for both M.A. and PhD
students whose research area is econometrics or applied econometrics. Calculus and linear algebra are
prerequisites.
教材：Hong, Y. (2006) Lecture Notes for Probability and Statistics

数理经济学

Mathematical Economics
Intensive study of mathematic methods and applications widely used in economics and related fields is
undertaken. This course is designed to equip students with essential tools and techniques in application to the
fundamental studies of macroeconomics, microeconomics and econometrics. It serves as a bridge course,
which combines contemporary mathematic models with economics theory. The focus is on the training of
analytical skills in economics research, enabling students to comprehend academic articles in international top
journals. Furthermore, students are expected to master essential mathematics methods and tools and apply
them in economics research after the completion of the course.
教材：Angel de la Fuente, (2000) Mathematical Methods and Models for Economists, Cambridge University
Press

高级宏观经济学（Ⅱ）

Ⅱ

Advanced Macroeconomics

This course is designed for first-year students in the master program. Topics covered mainly include an
introduction to Theory of Rational Expectation, its standing in the development of modern Macroeconomics as
well as some practical applications. Prerequisites for well understanding the details involve Multivariate
Calculus, Static Optimization and Intermediate Macroeconomics. The very core of modern Macroeconomics is
the dynamic stochastic general equilibrium model grounding on the microeconomic foundations; as a
consequence Dynamic Optimization is indispensable analysis tool in this area. Therefore, theory of Dynamic
Optimization will be firstly introduced, then basing on this footing we will jump into the details of Growth
Theory, Real-Business-Cycle Theory, Inflation and Monetary Policy, Budget Deficits and Fiscal Policy,
Unemployment Theory, etc.
教材：Turnovsky, S. (2000), Methods of Macroeconomic Dynamics, 2nd Ed. MIT Press

高级微观经济学（Ⅱ）

Ⅱ

Advanced Microeconomics

This is a core course designed to provide students with the current tools of microeconomic analysis, and is a
natural continuation of advanced microeconomics (I). While, in that course, students should have learnt about
the classical theory of choice and perfectly competitive markets, here students will study more recent
developments --- the analysis of strategic interaction, problems involving information and incentives, the
functioning of imperfectly competitive markets, etc. The tools students will pick up are now being extensively
used in a wide variety of fields, such as labor economics, industrial organization, public finance, development,
and even macroeconomics. What students learn here will form much of basic repertoire as a professional
economist in the future!
教材：Mas-Coelell, A. Whinston, M. and J. Green, Microeconomic Theory, Oxford University Press.

高级计量经济学（II）

Ⅱ

Advanced Econometrics

This course is the continuation of Probability and Statistic Theory offered in the previous semester. The course
begins with an introduction of the classical linear regression (CLR) models, and then relaxes assumptions
gradually. Besides CLR models, this course covers linear regression models with I.I.D. observations, linear
regression models with dependent observations, linear regression models with HAC disturbances,
instrumental variables regression, GMM and MLE. This course also touches several frontier topics, for
example, nonparametric econometrics and model selections et al. This course aims to provide solid
econometric foundation for both theorists and empirical economists.
教材：Hong, Y. (2006), Advanced Econometric Theory

数理金融学

Mathematical Finance
This course is an advanced mathematical treatment on stochastic modeling in finance, with special emphasize
on sequential portfolio choice and asset pricing theory. Both no-arbitrage and equilibrium approach of asset
pricing will be received in depth treatment in this course. Special efforts will be made to dig into the issues on
how the price processes would be determined in a well-functioned market place with rational agents /
investors. Optimal trading strategies and equilibrium dynamics of security prices as stochastic processes will
be studied thoroughly through applications.
教材： Neftci S. (2000), An Introduction to the Mathematics of Financial Derivatives, 2nd edition. Academic
Press
Duffie D. (2001), Dynamic Asset Pricing Theory, 3rd Edition. Princeton University Press

和MATLAB统计软件

SAS

Data Analysis in Academic Research

（Using SAS）

By taking this one semester course, students are expected to learn some basic computer and network
knowledge and master SAS programming skills, and they can apply these tools to do some empirical
economic research independently. Topics to be introduced are: 1. some most useful computer and network
skills can enable students to solve problems that they may face when doing research; 2. SAS base module is
very important and basic knowledge to master other modules. 3. SAS statistic module provides many PROCs
to do some statistic analysis. 4. SAS macro skills can be used to make your program shorter and easier to
read; 5. SAS ETS module focuses on econometrics and time series. 6. PROC SQL helps students to control
the data for their uses. 7. SAS IML, the interactive matrix language, by which students can program some new
statistic test methods or do some Monte Carlo simulation, especially important to the students whose major is
Econometrics. 8. Case I and Case II, after learning these two complicated and synthesized cases, students
can reuse all the knowledge they learnt from this course and can also learn some methods of how to do some
empirical study.

应用微观经济学（I）

Ⅰ

Applied Microeconomics

The core material deals with labor supply decisions made by rational households, labor demand decisions
made by profit-maximizing firms, and the equilibrium wage differentials and employment patterns implied by
these decisions when markets are competitive. Applications include the analysis of industry wage differentials,
life-cycle age-earnings profiles, and returns to human capital investments. The last part of the course
considers various ways in which labor markets may differ from the competitive ideal. Topics include efficiency
wages and other incentive schemes, discrimination, bargaining between workers and employers to divide
monopoly rents, and unemployment.

经济学方法论和统计软件应用

Advanced Topics in Analysis of Economic and Financial
Data Using R and SAS Languages
This is the advanced level of econometrics and Financial econometrics with some basic theory and heavy
applications. Here, our focuses are on the SKILLS of analyzing real data using advanced econometric
techniques and statistical softwares such as SAS and R. This is along the line with our WISE’s spirit
\STRONG THEORETICAL FOUNDATION and SKILL EXCELLENCE. In other words, this course covers
basically some advanced topics in analysis of economic and financial data, particularly in nonlinear time series
models and some models related to economic and financial applications. The topics covered start from
classical approaches to modern modeling techniques even up to the research frontiers. The difference
between this course and others is that you will learn step by step how to build a model based on data (or socalled \let data speak themselves) through real data examples using statistical softwares or how to explore the
real data using what you have learned. Therefore, there is no a single book serviced as a textbook for this
course so that materials from some books and articles will be provided. However, some necessary handouts,
including computer codes like SAS and R codes, will be provided with your help (You might be asked to print
out the materials by yourself)

公司金融

Corporate Finance
The course is divided into five parts. The long-term investment decision is covered first. Financing decisions
and working capital are covered next. Finally a series of special topics are covered. Here are the five parts:
Part I describes how investment opportunities are valued in financial markets. The most important concept in
Part I is net present value. We develop the net present value rule into a tool for valuing investment
alternatives. Part II introduces basic measures of risk. The capital-asset pricing model (CAPM) and the
arbitrage pricing theory (APT) are used to devise methods for incorporating risk in valuation. We use the
above pricing models to handle capital budgeting under risk. Part III examines two interrelated topics: capital
structure and dividend policy. Capital structure is the extent to which the firm relies on debt. It cannot be
separated from the amount of cash dividends the firm decides to pay out to its equity shareholders.Part IV
concerns long-term financing. We describe the securities that corporations issue to raise cash, as well as the
mechanics of offering securities for a public sale. Here we discuss call provisions, warrants, convertibles, and
leasing. Part V discusses options.Part VI covers mergers.In addition, students are required to read and
present critically some classical papers on corporate finance. These papers are from top journals in finance,
such as JOF, JFE and JFQA. You can get them through JSTOR.

面板数据计量经济学

Panel Data Econometrics
This course is an introduction to panel data econometrics. Panel data provides multiple observations over time
for a number of cross-section units. Topics range from econometric analysis of fixed effect models, random
effect models and dynamic panels. The course is designed for both M.A. and PhD students whose research
area is econometrics or applied econometrics. Probability and Statistical Theory, Advanced Econometrics (I)
and (II) are prerequisites.
教材：Arellano, Manuel, (2003), Panel Data Econometrics.
Hsiao, Cheng, (2003), Analysis of Panel Data.
Baltagi, Badi (2004), Econometric Analysis of Panel Data.
Wooldridge, Jeffry, (2001), Econometric Analysis of Cross Section and Panel Data.

金融工程

Financial Engineering
The course covers the main topics in financial engineering which include:(1) Introduction of derivatives:
Forward, Futures, Options, Swap;(2) Pricing of derivatives: models, closed-form pricing formulas, numerical
methods;(3) Hedge and Risk Management: Greek Letters, VAR;(4) Term Structure of Interest Rate and Bond
Pricing;(5)Exotic Derivatives.
教材：John Hull, Options, Futures and Other Derivatives

微观计量经济学

Micro-econometrics
This course is intended to bring students to the frontier of applied econometrics using labor economics as the
main platform. The underlying theoretical issues are mostly microeconomic aspects of the labor market. We
will go through a list of important papers in the field of applied labor most of the term (one or two papers each
week). Students’ active participation in the discussion is strongly encouraged. Another important part of this
course is students’ presentations. Students will be asked to select applied papers in their chosen field and
give a presentation on these papers.

金融计量经济学

Financial Econometrics
The course will cover the statistical and econometric techniques needed to conduct quantitative research in
finance. Topics include estimation of CAPM, option pricing, continuous time process, term structure, VaR,
CVaR and credit risk. Emphasis is on understanding and interpreting empirical findings in a range of financial
markets, from viewpoints of academics as well as practitioners
教材：Campbell, John Y., Andrew W. Lo and A. Craig MacKinlay （1997），The Econometrics of Financial
Markets, Princeton, N.J.: Princeton University Press.
Hamilton, James D. (1994), Time Series Analysis, Princeton, N.J.: Princeton University.
Tsay, Ruey S. (2005), Analysis of Financial Time Series, 2nd Edition, New York: Wiley-Interscience.

时间序列计量经济学

Time Series Econometrics
This course examines parametric time series models for analyzing stationary and non-stationary data.
Emphasis is on drawing economic interpretations with time series data. The objective of this course is twofold.
One is introducing econometric tools for modeling economic and financial time series. The other is providing
solid foundation on the econometric theory of time series models.
教材：Tsay, Ruey S. (2005), Analysis of Financial Time Series, 2nd Edition, New York: Wiley-Interscience.

金融学原理

Foundations of Finance
This course is on the economics foundation of modern asset pricing theory. It serves as an introduction to the
functioning of financial market as an efficient venue for organizing investment activities. Various issues on risk
measurement, risk assessment, managing risk, investors’ psychological attitudes towards risk, and its
implications on consumption and portfolio decision making in an uncertain world will be introduced and
discussed. The classical Sharpe-Lintner CAPM, Markowitz’s mean-variance analysis, Fama’s efficient market
hypotheses, and no-arbitrage asset pricing theory as corner stones of modern finance will be received indepth treatment.
教材：Danthine J.P. and J.B. Donaldson (2002), Intermediate Financial Theory, Prentice Hall
Huang C.F. and R. Litzenberger (1988), Foundations for Financial Economics. Prentice Hall

应用微观经济学（2）

Applied Microeconomics II
This course is intended to bring students to the frontier of applied econometrics using labour economics as the
main platform. The underlying theoretical issues are mostly microeconomic aspects of the labour market. We
will go through a list of important papers in the field of applied labour most of the term (one or two papers each
week). Students’ active participation in the discussion is strongly encouraged. Another important part of this
course is students’ presentations. Students will be asked to select applied papers in their chosen field and
give a presentation on these papers.

非参数计量经济学

Nonparametric Econometrics
This is the advanced level of econometrics with ideas, theory and applications. Here, our focuses are on both
the rigorous THEORY and SKILLS of analyzing real data using nonparametric methods and statistical
software R.
Nonparametric econometrics is referred to statistical techniques that do not require a researcher to specify a
functional form for an object being estimated. Rather than assuming that the functional form of an object is
known up to a few unknown parameters, we shall substitute less restrictive assumptions such as existence
and smoothness for the assumption that the parametric form of, say, a density function is known and equal to,
say, the univariate normal distribution. Of course, if there is some prior knowledge about the functional form of
the object of interest up to a few unknown parameters (say, mean and variance), then it would be better to use
parametric techniques.
However, in practice these forms are rarely if ever known, and the unforgiving consequences of parametric
mis-specification are well known and are not repeated here. Lectures will provide details on ideas,
methodologies, theory and applications. In particular, the theoretical results will be derived in a rigorous way
and the computer code for applications will be provided as well as all results will derived under both iid setting
and time series contexts.
Applications include using nonparametric methods to recover the drift and diffusion functions in Black-Scholes
model, to forecast the inflation rate, interest rate and exchange rates, to estimate the frontier production
function, and to test if a jump diffusion model is appropriate for a specific financial asset, and so on so forth.

（六）学术活动与社会实践活动的基本要求

学术活动的基本要求：硕士生须在第一、二学年秋季和春季学期选修学术讲座，每学期必须参加至少10次由
WISE主办的各类学术讲座，并在学期末递交一份不少于2000字的读书报告，报告合格且达到规定次数者最终
取得相应学分4学分。
对学生社会实践的要求：鼓励学生通过基础理论的学习，能应用所学的知识分析金融实践中的相关问题，并
能提出解决问题的政策建议。实践包括教学实践、研究助理、调研等活动。但实践环节不是本院硕士生培养的
必要环节。若有参加实践填写《硕士研究生实践活动报告书》且合格者可以获得相应学分。

（七）硕博连读

鼓励WISE的硕士生申请硕博连读项目，有兴趣的学生必须在第二年的秋季学期参加硕博连读资格选拔考试，分
别从专业知识、外语水平、综合素质等进行考核。获得硕博连读资格的研究生须与公开招考的考生在第二学年
春季学期一起参加博士入学复试。

（八）科研能力与学位论文的基本要求
科研能力基本要求

1. 能够按照国际学术界的规范要求撰写学术论文。
2. 熟悉相关某一领域的学术发展状态。（以能够撰写综述文献为考核标准）

学位论文开题报告的基本要求

所有硕士研究生必须在第二学年3月31日前确定导师组成员。在第二学年秋季学期选修课程《现
代经济学研究方法》，并且在春季学期开设的《硕士论文写作》上做开题报告。 导师组根据论
文质量和现场答辩情况做出相应决定（通过、修改后通过和不通过），并报WISE学位评定分委
员会批准。未能在第二学年夏季学期结束前通过开题报告答辩的学生原则上不得参与评定第三
学年奖学金。
 

学位论文基本要求

在确定学位论文题目后，用于论文工作的时间一般不少于一年。学位论文应在导师指导下独立完成，并有所创
新。论文需要得到所有导师组成员的一致同意并附所有导师组成员的签字才能参加毕业答辩。
期中论文检查：要求学生就开题后的论文写作过程向导师进行阶段性汇报。
学位论文的学术水平：学位论文的研究问题应明确，使用合适的研究方法，在所研究的题目范围内有所创新。
研究院要求硕士研究生通过基础理论的学习，熟悉相关某一领域的学术发展状态，系统地掌握专业知识，具有
独立撰写综述文献以及从事实证研究的能力。硕士学位论文应在导师指导下独立完成，并且用中文撰写。凡用
非中文撰写的论文，必须同时提交中文版本。论文格式应遵照“厦门大学研究生学位论文格式规范”的相关要求。
硕士研究生必须完成研究院培养方案里规定的教学内容，课程考核合格（公共学位课和专业学位课70分以上为
合格，选修课60分以上为合格）。取得培养方案规定的学分后方可进行硕士学位论文答辩。通过学位论文答辩
的硕士研究生方可授予硕士学位。研究院鼓励学生从事科研活动，但不把发表学术论文作为申请学位的前提条
件。

上一条：WISE经济学本科双学位 下一条： WISE博士研究生培养方

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