更新时间：2024-09-25 09:08
1964年，陈松年出生，少时曾在宁波求学。
1982年，毕业于浙江省慈溪中学。
1986年，毕业于复旦大学数学系，获理学学士学位。
1994年，毕业于普林斯顿大学经济学系，获经济学博士学位。曾先后在新加坡国立大学、香港科技大学任教。
2005年，任香港科技大学经济系讲席教授（Chair Professor）。
2012年—2017年，任香港科技大学高等研究院高级研究员。
2021年—2022年，入选香港研究资助局（RGC）高级研究学者计划。
2022年7月28日，全职加盟浙江大学青山商学高等研究院，受聘为首位青山讲席教授。9月，入选世界计量经济学会院士（Fellow of the Econometric Society），成为亚洲地区唯一当选学者。
2022年—2026年，入选香港研究资助局高级研究学者计划。
陈松年作为香港研究资助局高级学者，主持香港资助局研究课题“离散与连接结果分位数样本选择模型的识别与估计”，在从分位数回归角度研究样本选择问题的方向实现突破。
据2024年9月浙江大学官网数据，陈松年在《计量经济学（Econometrica）》《经济研究评论（Review of Economic Studies）》《计量经济学杂志（Journal of Econometrics）》《计量经济学理论（Econometric Theory）》《统计年刊（Annals of Statistics）》《美国统计协会杂志（Journal of American Statistical Association）》《商业与经济统计杂志（Journal of Business and Economic Statistics）》等国际学术期刊发表论文四十余篇。
代表论文
1. Wang X. and S. Chen, (2022c) Partial Identification and Estimation of Semiparametric Ordered Response Models with Interval Regressor Data[J], Oxford Bulletin of Economics and Statistics.
2. Chen, S and Q. Wang, (2022b) Quantile Regression with Censoring and Sample[J], Journal of Econometrics.
3. Chen, S., X. Lun and X. Wang (2022a) Nonparametric Estimation of Generalized Transformation Models with Fixed Effects[J], Econometric Theory.
4. Wang, Q. and Chen, S.(2021), Moment estimation for censored quantile regression[J],Econometric Review, 40, (9), 815-829.
5. Chen, S. and H. Zhang (2020c). √n-prediction of generalized heteroscedastic transformation regression models[J], Journal of Econometrics, v. 215, (2), 305-340.
6. Chen, S. and Q. Wang (2020b), Semiparametric estimation of a censored regression model with endogeneity[J], Journal of Econometrics, v. 215, 239-256.
7. Wang, X. and S. Chen (2020a), Semiparametric estimation of generalized transformation panel data models with nonstationary error[J], Econometrics Journal, v. 23, (3), 386-402.
9. Chen, S.(2019b) Quantile Regression for Duration Models With Time-varying Regressors[J], Journal of Econometrics, 209, 1-17.
10. Chen, S. (2019a) Quantile Regression for Duration Models With Time-varying Regressors[J], Journal of Econometrics, 209, 1-17.
11. Chen, S. (2018d) Sequential estimation of censored quantile regression models[J], Journal of Econometrics, v. 207, (1), 30-52.
12. Chen, S. and X. Wang (2018c) Semiparametric Estimation of a Panel Data Model without Monotonicity or Separability[J], Journal of Econometrics, 206, 515-530.
13. Chen, S., X. Lun, X. Zhou and Y. Zhou (2018b) Nonparametric Identication and Estimation of Truncated Regression Models with Heteroskedasticity[J], forthcoming in Econometric Theory, 34, 543-573.
14. Chen, S., Y. Zhou and Y. Ji. (2018a) Nonparametric Identification and Estimation of Sample Selection Models Under Symmetry[J],Journal of Econometrics, 202, 148-160.
15. Chen, S. and J. Si, H. Zhang and Y. Zhou (2017). Root-N Consistent Estimation of A Panel Data Binary Response Model with Unknown Correlated Random Effects[J], Journal of Business and Economic Statistics, 35:4, 559-571.
16. Chen, S. and S. Khan and X. Tang (2016). Informational Content of Special Regressors in Heteroskedastic Binary Response Models[J], Journal of Econometrics, 193, 162–182.
17. Chen, S. and H. Zhang (2015). Binary Quantile Regression with Local Polynomial Smoothing[J], Journal of Econometrics, 189, 24-40.
18. Chen, S., C. Hsiao and L. Wang (2012). Measurement Errors and Censored Structural Latent Variables Models[J], ECONOMETRIC THEORY, 696-703.
19. Chen, S. (2012). Distribution-free Estimation of the Box-Cox Regression Model with Censoring[J], ECONOMETRIC THEORY, 680-695.
20. Chen, S. and X. Zhou (2012). Semiparametric Estimation of a Truncated Regression Model[J],JOURNAL OF ECONOMETRICS, 167, 297–304.
21. Chen, S. and X. Zhou (2011) Semiparametric Estimation of a Bivariate Tobit Model[J], JOURNAL OF ECONOMETRICS. 165, 266-274.
22. Chen, S. (2010). Root-N-Consistent Estimation of Fixed-Effect Panel Data Transformation Models with Censoring[J],JOURNAL OF ECONOMETRICS, 159, 222-234.
23. Chen, S. and Y. Zhou (2010) Semiparametric and Nonparametric Estimation of Sample Selection Models Under Symmetry[J],JOURNAL OF ECONOMETRICS, 157, 143-150.
24. Chen, S. (2010). An Integrated Maximum Score Estimator for a Generalized Censored Quantile Regression Model[J], JOURNAL OF ECONOMETRICS, 155, 90-98.
25. Chen, S. (2010). Nonparametric Identification and Estimation of Truncated Regression Models[J], REVIEW OF ECONOMIC STUDIES, Vol. 77, 127-153.
26. Chen, S. and S. Khan (2008). Quantile Estimation of Non-Stationary Panel Data Censored Regression Models with Factor loads[J], ECONOMETRIC THEORY, 24, 1149-1173.
27. Chen, S. and L. Zhou (2007). Local partial likelihood estimation in proportional hazards regression[J], ANNALS OF STATISTICS, 35, 888-916.
28. Chen, S. and Y. Zhou (2007). Estimating a Generalized Correlation Coefficient for a Generalized Bivariate Probit Model[J], JOURNAL OF ECONOMETRICS, 141, 1100-1114.
29. Chen, S. and Y. Zhou (2007). A Simple Matching method for Estimating Sample Selection Models Using Experimental Data[J],Annals of Economics and Finance, 6, 155-167.
30. Chen, S., G. B. Dahl and S. Khan (2005). Nonparametric Identification and Estimation of a Location-Scale Regression Model[J], JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 100, no. 469, 212-221.
31. Chen, S. and S Khan (2003). Semiparametric Estimation of a Heteroskedastic Sample Selection Models[J],ECONOMETRIC THEORY, 19, 1040-1064.
32. Chen, S. and S. Khan (2003). Rates of Convergence for Estimating Regression Coefficients in Heteroscedastic Discrete Response[J],JOURNAL OF ECONOMETRICS, 117, 245-278.
33. Chen, S. (2002). Rank Estimation of Transformation Models[J],ECONOMETRICA, 70, 1683-1697.
34. Chen, S. and S. Khan (2001). Semparametric Estimation of a Partially linear Censored Regression Model[J], ECONOMETRIC THEORY, 17, 567-590.
35. Chen, S. (2000). Efficient Estimation of Binary Choice Models Under Symmetry[J],JOURNAL OF ECONOMETRICS, 96, 183-199.
36. Chen, S and S. Khan (2000) Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity[J],JOURNAL OF ECONOMETRICS, 98, 283-316.
37. Chen, S. (2000). Rank Estimation of a Location Parameter in the Binary Choice Model[J],JOURNAL OF ECONOMETRICS, 98, 317-334.
38. Bilias, B., S. Chen and Z. Ying (2000). Simple Resampling Methods for Censored Regression Quantiles[J],JOURNAL OF ECONOMETRICS, 99, 373-386.
39. Chen, S. (2000). Semiparametric Estimation of a Location Parameter in the Binary Choice Model[J], ECONOMETRIC THEORY, 15, 79-98.
40. Chen, S (1999). Distribution-free Estimation of the Random Coefficient Dummy Endogenous Variable Model[J],JOURNAL OF ECONOMETRICS, 91, 171-199.
41. Chen, S. and L. F. Lee (1998). Efficient Semiparametric Scoring Estimation of Sample Selection Models[J],ECONOMETRIC THEORY, 14, 423-462.
42. Chen, S (1997). Semiparametric Estimation of the Type 3 Tobit Model[J],JOURNAL OF ECONOMETRICS, 80, 1-35.
43. Chen, S. (1996). Semiparametric Efficiency Bound for the Type 3 Tobit Model under a Symmetric Restriction[J],Economics Letters, 50, 161-167, 1996.
44. Chen, S. (1994). Semiparametric Median Estimation of the Type 3 Tobit Model[J],Economics Letters, 44, 349-352.
陈松年承担的科研课题有“数理经济学”教育部重点实验室开放课题（二期）等。
陈松年讲授面向经济系本科生的课程“经济学前沿专题III”。
2017年6月13日下午，陈松年做客宁波大学“人文社会科学名家讲坛”第156讲，在安中大楼碧华厅为该校师生做了题为“分位数回归在实证研究中的应用以及截断数据分位数回归分析的最新进展”的学术报告。
陈松年是计量经济学领域享有盛誉的国际知名学者，在计量经济学，尤其是微观计量经济学领域造诣很深，在删失回归、样本选择模型、分位数回归等领域的研究享誉国际。（浙江大学评）
陈松年在微观计量经济学领域作出了重要贡献。（浙江大学求是新闻网评）
陈松年教授潜心深耕计量经济学领域多年，既是一位探路者，更是一位领路人。（浙江大学继续教育学院评）