成人直播

研究前沿

研究成果

2016年研究成果

时间:2016-12-31

2016年,商务统计与经济计量系在学术期刊上发表论文33篇,30篇为国际论文发表,3篇为国内论文发表,其中成人直播A类论文7篇,成人直播B类论文16篇。

Publications

[1] Bryant, J., Zhang, J. L. (2016), "Bayesian Forecasting of Small Area Demographic Rates," Statistica Sinica, 26, 1337-1363.                    

[2] Chen, S. X. (2016) Peter Hall's Contribution to the Bootstrap, The Annals of Statistics, 44, No. 5, 1821–1836.

[3] Chen, S. X., Lei, L.-H. and Tu, Y-D (2016). Functional Coefficient Moving Average Models with Applications to Forecasting Chinese CPI, Statistica Sinica, 26, 1649-1672.                                                    

[4] He, J. and S. X. Chen (2016) Testing Super-Diagonal Structure in High Dimensional Covariance Matrices, Journal of Econometrics, 194, 283-297    

[5] J. DongX. QinM. XuMS Direnzo (2016). Boundary Conditoins of the Emotional Exhaustion-Unsafe Behavior Link: The Dark Side of Group Norms and Personal Control. Asia Pacific Journal of Management, 33(1), 113-140.

[6] Lee, L.F. and J. Yu, 2016. Identification of Spatial Panel Durbin Models. Journal of Applied Econometrics, 31, 133-162.                          

[7] Li. C (2016). Bessel Processes, Stochastic Volatility, and Timer Options, Mathematical Finance, 26(1), 122-148.                                

[8] Li, Sand Y. D. Tu (2016). “On Estimating Nonparametric Multiplicative Error Models,” Economics Letters, 143, 66-68, June 2016.                      

[9] Li, Sand Y. D. Tu (2016). “Root-n Consistent Density Estimation in Semiparametric Regression Models,” Computational Statistics and Data Analysis, 104, 91-109, December 2016.

[10] Liang, X., Li, S., Zhang, SY, Huang, H. and S. X. Chen (2016). PM2.5 Data Reliability, Consistency and Air Quality Assessment in Five Chinese Cities, Journal of Geophysical Research—Atmosphere, 121, 10,220–10,236.

[11] Lu, X., Zhao, J., Chen, Y., and Wang, H., A Choice Model with a Diverging Choice Set for POI Data Analysis, Statistics and its Interface, 9, 355-363.

[12] Xu, M. Y., Zhong, P. S. and W. Wang (2016). Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data. Journal of Business & Economic Statistics, 34(2): 213-226.                          

[13] Pan, R., Wang, H., and Li, R. Ultrahigh Dimensional Multi-Class Linear Discriminant Analysis by Pairwise Sure Independence Screening. Journal of the American Statistical Association, 2016, 111(513), 169-179.                

[14] Peng, L. H, S. X. Chen and W, Zhou (2016) More Powerful Tests for Sparse High-Dimensional Covariances Matrices, Journal of Multivariate Analysis, 149, 124-143.                                                        

[15] Wang, Y., Tu, Y-D and S. X. Chen (2016) Improving Inflation Prediction with the Quantity Theory. Economics Letters, 149, 112-115.                    

[16] Yan, T., Qin, H., and Wang, H., Asymptotics in Undirected Random Graph Models Parameterized by the Strengths of Vertices. Statistica Sinica,26,273-293            

[17] Yang, Z, J. Yu and S.F. Liu, 2016. Bias Correction for Fixed Effects Spatial Panel Data Models. Regional Science and Urban Economics 61, 52-72.        

[18] Yu, J., L.A. Zhou and G. Zhu, 2016. Strategic Interaction in Political Competition: Evidence from Spatial Effects across Chinese Cities. Regional Science and Urban Economics, 57, 23-37.                              

[19] Zhang, J. L., Härdle, W. H., Chen, C. Y., Bommes, E. (2016), "Distillation of News Flow into Analysis of Stock Reactions," Journal of Business and Economic Statistics, 34 (4), 547-563.                                          

[20] Zhu, X., Huang, D., and Pan, R., and Wang, H., An EM Algorithm for Click Fraud Detection, Statistics and its Interface, 9, 389-394.

[21] C. Li and D. Chen (2016). Estimating Jump-Diffusions Using Closed-form Likelihood Expansions. Journal of Econometrics,195,51-70.                

[22] Guo, B. and S. X. Chen (2016).   Tests for High Dimensional Generalized Linear Models. Journal of the Royal Statistical Society, Series B,78,1079-1102.    

[23] Huang, D., Yin, J., Shi, T., and Wang, H.(2016). A Statistical Model for Social Network Labeling, Journal of Business and Economic Statistics, 34,368-374.  

[24] Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; Tsai, Chih-Ling(2016). Testing a single regression coefficient in high dimensional linear models, Journal of Econometrics, 195,154-168.

[25] Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei(2016). Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients, Journal of Econometrics, 194,369-382.

[26] C. Li, Y. An, D. Chen, Q. Lin, and Nian Si(2016). Efficient Computation of Likelihood Expansions for Diffusion Models, IIE Transactions, 48, 1156-1171.

[27] S.X Chen(2016). Hall's Contribution to Bootstrap and Personal Reminiscences, American Statistical Association.

[28] J. N. Zhang(2016). Incorporating Expert Judgement into Bayesian Disaggregated Forecasts, 国际贝叶斯分析学会2016会议.

[29] J. H. Yu(2016). QML Estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Cross-Strait Dialogue III.

[30] Wanjun Jiang Dongning Yang Junni Zhang Qun Cao Yufei Liu Zhaotang Luo Jian Wang(2016). What Defines CSR Reports in Practice? AOM 2016.

中文论文

[1] 刘威仪、孙便霞、王明进,“基于日度低频价格的波动率预测”,《管理科学学报》, 2016年1月,第19卷第1期,60-71

[2] 陈松蹊,“用数据解读污染”,《社会科学报》,20164月2日。

[3] 徐敏亚、刘海洋、刘圣明、王辉,“领导与下属权力距离的一致性对下属工作绩效的影响及其机制”,《南开管理评论》,2016年,第19卷第5期,55-65


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