2019年,商务统计与经济计量系在学术期刊上发表论文41篇,39篇为国际论文发表,2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17篇。另有出版著作1篇。
Publication:
[1] S.X. Chen, J. Li and P.-S. Zhong, (2019) Two-Sample and ANOVA Tests for High Dimensional Means, The Annals of Statistics, Vol. 47, No. 3, 1443-1474.
[2] Mao, X., Chen, SX and Wong, R, (2019) Matrix Completion with Covariate Information, Journal of the American Statistical Association, Vol. 114, No. 525, 198–210.
[3] Zheng, XY and Chen, S.X.(2019) Partitioning Structure Learning for Segmented Linear Regression Trees, Advances in Neural Information Processing Systems.
[4] Chen S.X. (2019) Assessment of Beijing's Air Pollution. ISI World Statistical Congress.
[5] Gao, Z., Ma, Y., Wang, H., and Yao, Q. (2019) Banded spatio-temporal autoregressions, Journal of Econometrics, 208(1): 211-230.
[6] Zhu, X., Chang, X., Li, R., and Wang, H. (2019) Portal nodes screening for large scale social networks, Journal of Econometrics, 209(2): 145-157.
[7] Xu, K., Wang, J., Pan, R., and Wang, H. (2019) Photographic diary: A new estimation approach to pm2.5 monitoring, Statistics and Its Interface, 12(3):387-395.
[8] Sun, L., Zheng, X., Jin, Y., Jiang, M., and Wang, H. (2019) Estimating promotion effects using big data: A partially profiled LASSO model with endogeneity correction, Decision Sciences, 50(4):816-846.
[9] Zhou, J., Zhou, J., Ding, Y., and Wang, H. (2019) The magic of danmaku: A social interaction perspective of gift sending on live streaming platforms, Electronic Commerce Research and Applications, 34.
[10] Zhu, X., Wang, W., Wang, H., and Wolfgang Karl Hardle, (2019) Network quantile autoregression, Journal of Econometrics, 212(1):345-358.
[11] Chang, X., Huang, D., and Wang, H. (2019) A popularity scaled latent space model for large-scale directed social network, Statistica Sinica, 29(3):1277-1299.
[12] Chen, Yu; Pan, Rui; Guan, Rong; Wang, Hansheng, (2019) A case study for Beijing point of interest data using group linked Cox process, Statistics and Its Interface, 12(2):331-344.
[13] Danyang Huang,Wei Lan,Hao Helen Zhang ,Hansheng Wang(2019) Least squares estimation of spatial autoregressive models for large-scale social networks, Statistica Sinica,13,1135-1165.
[14] Zhang, X., Pan, R., Guan, G., Zhu, X., and Wang, H(2019) Network logistic regression model, Statistica Sinica.
[15] Wang, G.;Liang, B.;Wang, H.;Zhang, B.;Xie, B.(2019) Dimension reduction for functional regression with a binary response.
[16] Chen, Y., Pan, R., Guan, R., and Wang, H(2019) Analyzing Beijing point of interest data using group linked cox process, Statistics and Its Interface.
[17] Liu, Weiyi; Wang, Mingjin, (2019) Volatility Estimation and Jump Testing via Realized Information Variation, Journal of Time Series Analysis, 40(5):753-787.
[18] Gao, Yang; Wang, Mingjin; Wang, Yaojun(2019) New Moment Estimators of the Effective Spread Based on Daily High and Low Prices, Journal of Systems Science & Complexity, 6(32):1693-1726.
[19] Li, Chenxu; Wu, Linjia, (2019) Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model, European Journal of Operational Research, 275(2):768-779.
[20] Li, Chenxu; Ye, Yongxin, (2019) Pricing and Exercising American Options: an Asymptotic Expansion Approach, Journal of Economic Dynamics & Control, 107.
[21] Li, Shuo; Tu, Yundong, (2019) A joint test for parametric specification and independence in nonlinear regression models, Econometric Reviews, 38(10):1202-1215.
[22] Yundong Tu; Tae-Hwy Lee, (2019) Forecasting using supervised factor models, Journal of Management Science and Engineering, 4(1):12-27.
[23] Chen, Ye; Tu, Yundong, (2019) Is Stock Price Correlated with Oil Price? Spurious Regressions with Moderately Explosive Processes, Oxford Bulletin of Economics And Statistics, 81(5):1012-1044.
[24] Shuo Li a and Yundong Tu, (2019) A Simple Joint Test for Parametric Specification and Independence in Nonlinear Regression Models, Econometric Reviews, 38(10):1202-1215.
[25] Yu Ren, Yundong Tu, Yanping Yi, (2019) Balanced Predictive Regressions, Journal of Empirical Finance, 54:118-142.
[26] Tu, Yundong; Wang, Ying(2019) Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets, Econometric Reviews.
[27] Tu, Yundong; Wang, Ying(2019) Functional Coefficient Cointegration Models Subject to Time-Varying Volatility with an Application to the Purchasing Power Parity, Oxford Bulletin of Economics and Statistics.
[28] Li, Shuo; Guo, Bin; Tu, Yundong(2019) Simultaneous Diagnostic Testing for Nonlinear Time Series Models with An Application to the US Federal Fund Rate, Oxford Bulletin of Economics and Statistics.
[29] Ju, Dong; Xu, Minya; Qin, Xin; Spector, Paul, (2019) A Multilevel Study of Abusive Supervision, Norms, and Personal Control on Counterproductive Work Behavior: A Theory of Planned Behavior Approach, Journal of Leadership & Organizational Studies, 26(2):163-178.
[30] Qin, Xin; Hom, Peter W.; Xu, Minya, (2019) Am I a peasant or a worker? An identity strain perspective on turnover among developing-world migrants, Human Relations, 72(4):801-833.
[31] Xu, Minya; Qin, Xin; Dust, Scott B.; DiRenzo, Marco S. (2019) Supervisor-subordinate proactive personality congruence and psychological safety: A signaling theory approach to employee voice behavior, Leadership Quarterly, 30(4):440-453.
[32] Xu, Minya(2019) Group Political Climate and Political Skill Effects on Performance and Citizenship Behavior, 2019 Academy of Management Annual Meeting.
[33] Xu, Minya(2019) Need to Belong under Attack: Workplace Ostracism Brings Workplace Loneliness and Damaged Performance, 2019 Academy of Management Annual Meeting.
[34] Song, Xiaojun; Taamouti, Abderrahim, (2019) A Better Understanding of Granger Causality Analysis: A Big Data Environment, Oxford Bulletin of Economics And Statistics, 81(4):911-936.
[35] Chen, Qiang; Hu, Meidi; Song, Xiaojun, (2019) A nonparametric specification test for the volatility functions of diffusion processes, Econometric Reviews, 38(5)557-576.
[36] Sant'Anna, Pedro H. C.; Song, Xiaojun, (2019) Specification tests for the propensity score, Journal of Econometrics, 210(2):379-404.
[37] Geng, Zhi; Liu, Yue; Liu, Chunchen; Miao, Wang, (2019) Evaluation of Causal Effects and Local Structure Learning of Causal Networks, Annual Review of Statistics and Its Application, 6:103-124.
[38] Zhang, Rongmao; Robinson, Peter; Yao, Qiwei, (2019) Identifying Cointegration by Eigenanalysis, Journal of The American Statistical Association, 114(526):916-927.
[39] Zhang, Junni L.; Bryant, John; Nissen, Kirsten, Bayesian small area demography, Survey Methodology, 45(1):13-29.
中文论文:
[1] 周静,沈俏蔚,涂平,王汉生,社交网络中用户关注类型与发帖类型对发帖行为的影响,管理科学,第32卷第2期,第67-76页。
[2] 涂云东,汪思韦,函数型核加权估计法及其在经济学中的应用,系统工程理论与实践,第39卷第4期,第839-853页。
出版著作:
[1] 王汉生,数据资产论,中国人民大学出版社。