1993 年美国加州大学圣地亚哥校区经济学博士；康奈尔大学经济学、统计学和金融工程终身教授；厦门大学王亚南经济研究院院长。
研究领域：
计量经济学理论，时间序列计量经济，金融计量经济学，中国经济与金融市场实证研究。
目前研究兴趣：
连续时间金融模型检验，非线性时间序列模型检验，资产定价模型实证研究，利率期限结构实证研究，久期分析（ Duration Analysis ）在金融和劳动经济学的应用。
论文代表作：
国际期刊----
• “Asymptotic theory for entropy-based measure of serial dependence” (with H.White), Econometrica 73, 2005.
• “Generalized spectral testing for conditional mean models in time series with conditional heteroskedasticity of unknown form” (with Y. Lee), Review of Economic Studies 72, 2005.
• “Nonparametric specification testing for continuous-time models with applications to interest rate term structure” (with H. Li), Review of Financial Studies 18, 2005.
• “Wavelet-based consistent testing for serial correlation in panel models” (with C. Kao), Econometrica 72, 2004.
• “Out-of-sample performance of discrete-time short-term interest models” (with H. Li and F. Zhao), Journal of Business and Economic Statistics 22, 2004.
• “Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models” (with T. H. Lee), Review of Economics and Statistics 85 2003.
• “Diagnostic checking for the adequacy of nonlinear time series models” (with T. H. Lee), Econometric Theory 19, 2003.
• “A test for volatility spillover with application to foreign exchange rates,” Journal of Econometrics 103, 2001.
• “Generalized spectral tests for serial dependence,” Journal of the Royal Statistical Society , Series B, 62, 2000.
• “Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach,” Journal of the American Statistical Association 94, 1999.
• “Testing for independence between two covariance stationary time series,” Biometrika 83, 1996.
• “Consistent testing for serial correlation of unknown form,” Econometrica 64, 1996.
• “Consistent specification testing via nonparametric series regressions” (with H. White), Econometrica 63 1995.
• “ China 's evolving managerial labor market” (with T. Groves , J. McMillan and B. Naughton), Journal of Political Economy 103, 1995.
• “Autonomy and incentives in Chinese state enterprises” (with T. Groves , J. McMillan and B. Naughton), Quarterly Journal of Economics CIX, 1994.
国内期刊----
• “中国股市与世界其他股市之间的大风险溢出效应”，洪永淼 , 成思危 , 刘艳辉 , 汪寿阳，《经济学 ( 季刊 ) 》，第三期 , 2004 .
• “中国股市是弱式有效的吗 ? ——基于一种新方法的实证研究”，陈灯塔 , 洪永淼，《经济学 ( 季刊 ) 》，第一期 , 2003 .
• “金融计量的新近发展”，《经济学 ( 季刊 ) 》，第二期 , 2002 .
