2017年,商务统计与经济计量系在学术期刊上发表论文20篇,17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5篇,成人直播B类论文8篇;另有出版著作1本。
Publication:
[1] Chen, Q., Hu, M., and Song, X. (2017). A nonparametric specification test for the volatility functions of diffusion processes. Econometric Reviews, 1-20.
[2] Ke, Y., Li, D., Yao, Q. (2017). Nonlinear regression estimation using subset-based kernel principal components, Statistica Sinica.
[3] Liu, H., Chiang, J. T. J., Fehr, R., Xu, M., and Wang, S. (2017). How do leaders react when treated unfairly? Leader narcissism and self-interested behavior in response to unfair treatment. Journal of Applied Psychology, 102(11), 1590.
[4] Qu, X., Lee, L. F., and Yu, J. (2017), QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Journal of Econometrics,197(2), 173-201.
[5] Song, X., Taamouti, A. (2017), Measuring Nonlinear Granger Causality in Mean. Journal of Business & Economic Statistics, 1-13.
[6] Tu, Y. (2017). Efficient Nonparametric Estimation in Simultaneous Equation Models, Communications in Statistics - Theory and Methods, 46(7), 3411-3416.
[7] Tu, Y. (2017). On spurious regressions with partial unit root processes. Economics Letters, 150, 142-145.
[8] Tu, Y.,and Yi, Y. (2017). Forecasting Cointegrated Nonstationary Time Series with Time-varying Variance, Journal of Econometrics, 196(1), 83-98.
[9] Zhang, S., Guo, B., Dong, A., He, J., Xu, Z., and Chen, S. X. (2017, September). Cautionary tales on air-quality improvement in Beijing. In Proc. R. Soc. A (Vol. 473, No. 2205, p. 20170457). The Royal Society.
[10] Zhou, J., Tu, Y., Chen, Y., and Wang, H. (2017). Estimating spatial autocorrelation with sampled network data, Journal of Business and Economics Statistics, 35(1), 130-138.
[11] Zhu, X., Pan, R., Li, G., Liu, Y. and Wang, H.(2017). Network Vector Autoregression, The Annals of Statistics, 45(3), 1096-1123.
[12] Zhou, J., Huang, D., Wang, H. (2017). A Dynamic Logistic Regression for Network Link Prediction, Science China: Mathematics, 60(1), 165-176.
[13] Zou, T., and Chen, S. X. (2017). Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Journal of Business & Economic Statistics, 1-13.
[14] Zou, T., Lan, W., Wang, H., and Tsai, C. L.(2017). Covariance Regression Analysis, Journal of the American Statistical Association, 112, 266-281.
[15] Ho, C. Y., Wang, W., and Yu, J.(2017). International knowledge spillover through trade: A time-varying spatial panel data approach. Economics Letters.
[16] Gao, Wei; Bergsma, Wicher; Yao, Qiwei (2017). Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects. Journal of Time Series Analysis, 38,266-284.
[17] Zhang, Shuyi; Guo, Bin; Dong, Anlan; He, Jing; Xu, Ziping; Chen, Song Xi(2017). Cautionary tales on air-quality improvement in Beijing. The Royal Society A-Mathematical Physical and Engineering Sciences.
中文论文:
[1] 王健、张俊妮,2017,统计模型在中文文本挖掘中的应用,《数理统计与管理》, 36(4), 609-619.
[2] 周静、周小宇、王汉生,2017,自我网络特征对电信客户流失的影响,《管科科学》,9(05),28-37.
[3] 周静,沈俏蔚,涂平,王汉生,2017,原创还是转发?基于社交媒体UGC的交互效用研究,《营销科学学报》,4(13),55-67.
出版著作:
[1] 王汉生,数据思维 从数据分析到商业价值,中国人民大学出版社。