2021年,商务统计与经济计量系在学术期刊上发表论文41篇,34篇为国际论文发表,7篇为国内论文发表;其中成人直播A类论文4篇,成人直播B类论文16篇。另有出版著作2篇。
Publication:
[1] Chen, Song Xi; Peng, Liuhua. Distributed Statistical Inference for Massive Data[J]. Annals of Statistics. 2021,5(49):2851-2869.
[2] Chang, Jinyuan; Chen, Song Xi; Tang, Cheng Yong; Wu, Tong Tong. High-Dimensional Empirical Likelihood Inference[J]. Biometrika. 2021,1(108):127-147.
[3] Ait-Sahalia, Yacine; Li, Chenxu; Li, Chen Xu. Implied Stochastic Volatility Models[J]. Review of Financial Studies. 2021,1(34):394-450.
[4] Ait-Sahalia, Yacine; Li, Chenxu. Closed-Form Implied Volatility Surfaces for Stochastic Volatility Models with Jumps[J]. Journal of Econometrics. 2021,1(222):364-39.
[5] Mao Xiaojun; Raymond K. W. Wong; Chen, Song Xi. Matrix Completion Under Low-Rank Missing Mechanism[J]. Statistica Sinica.2021,31(4):2005-2030.
[6] Cai, Ning; Li, Chenxu; Shi, Chao. Pricing Discretely Monitored Barrier Options: When Malliavin Calculus Expansions Meet Hilbert Transforms[J]. Journal of Economic Dynamics & Control. 2021,127.
[7] Song, Xiaojun; Taamouti, Abderrahim. A Nonparametric Measure of Heteroskedasticity[J]. Journal of Statistical Planning and Inference. 2021,212:45-68.
[8] Song, Xiaojun; Taamouti, Abderrahim. Measuring Granger Causality in Quantiles[J]. Journal of Business & Economic Statistics.2021,4(39):937-952.
[9] Lin, Yingqian; Tu, Yundong. On Transformed Linear Cointegration Models[J]. Economics Letters.2021,198.
[10] Minya Xu, Yaqiong Wang and Yundong Tu. Uncovering the Invisible Effect of PM2.5 on Stock Returns[J]. Finance Research Letters,2021,39:1-10.
[11] Pan, Rui; Ren, Tunan; Guo, Baishan; Li, Feng; Li, Guodong; Wang, Hansheng. A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating[J]. Journal of Business & Economic Statistics. 2021,9.
[12] Zhou, Jing; Liu, Jin; Wang, Feifei; Wang, Hansheng. Autoregressive Model with Spatial Dependence and Missing Data[J]. Journal of Business & Economic Statistics. Early Access.
[13] Wang, Feifei; Zhu, Yingqiu; Huang, Danyang; Qi, Haobo; Wang, Hansheng. Distributed One-Step Upgraded Estimation for Non-Uniformly and Non-Randomly Distributed Data[J]. Computational Statistics & Data Analysis.2021,162.
[14] Zhu, Xuening; Pan, Rui; Wu, Shuyuan; Wang, Hansheng. Feature Screening for Massive Data Analysis by Subsampling[J]. Journal of Business & Economic Statistics. Early Access.
[15] Huang, Danyang; Zhu, Xuening; Li, Runze; Wang, Hansheng. Feature Screening for Network Autoregression Model[J]. Statistica Sinica. 2021,3(31):1239-1259.
[16] Zhu, Xuening; Li, Feng; Wang, Hansheng. Least-Square Approximation for A Distributed System[J]. Journal of Computational and Graphical Statistics. Early Access.
[17] Wang, Feifei; Liu, Jingyuan; Wang, Hansheng. Sequential Text-Term Selection in Vector Space Models[J]. Journal Of Business & Economic Statistics. 2021,1(39):82-97.
[18] Liu, Haiyang; Dust, Scott B.; Xu, Minya; Ji, Yueting. Leader-Follower Risk Orientation Incongruence, Intellectual Stimulation, and Creativity: A Configurational Approach[J]. Personnel Psychology. 2021,1(74):143-173.
[19] Jin, Fei; Lee, Lung-fei; Yu, Jihai. Sequential And Efficient Gmm Estimation of Dynamic Short Panel Data Models[J]. Econometric Reviews. 2021,10(40):1007-1037.
[20] Zhu, Yuru; Liang, Yinshuang; Chen, Song Xi. Assessing Local Emission for Air Pollution Via Data Experiments[J]. Atmospheric Environment. 2021,252.
[21] Yan, Han; Zhu, Yuru; Gu, Jia; Huang, Yaxuan; Sun, Haoxuan; Zhang, Xinyu; Wang, Yuqing; Qiu, Yumou; Chen, Song Xi. Better Strategies for Containing Covid-19 Pandemic: A Study of 25 Countries Via a Vsiadr Model[J]. Proceedings of the Royal Society A-Mathematical Physical and Engineering Sciences. 2021,2248(477).
[22] Zhang Huiming; Chen, Songxi. Concentration Inequalities for Statistical Inference[J]. Communications in Mathematical Research. 2021,1(37):1-85.
[23] Chen, Song Xi; Zheng, Xianyu. Discussion on the Timing and Effectiveness of Implementing Mild Interventions of Covid-19 In Large Industrial Regions via a Synthetic Control Method by Tian Et Al.[J]. Statistics and Its Interface. 2021,1(14):23-24.
[24] Zheng, Xiangyu; Guo, Bin; He, Jing; Chen, Song Xi. Effects of Corona Virus Disease-19 Control Measures on Air Quality in North China[J]. Environmetrics. 2021,2(32).
[25] Huang, Yaxuan; Guo, Bin; Sun, Haoxuan; Liu, Huijie; Chen, Song Xi. Relative Importance of Meteorological Variables on Air Quality and Role of Boundary Layer Height[J]. Atmospheric Environment. 2021,267.
[26] Zhang, S., Chen, Song Xi; Lu, L. Inference for Variance Risk Premium[J]. China Finance Review International. 2021, 11:26-52.
[27] Xu, Minya, Wang, Yaqiong; Tu, Yundong. Uncovering the Invisible Effect of PM2.5 on Stock Returns[J]. Finance Research Letters. 2021,39:1-10.
[28] Zhu, Yingqiu; Huang, Danyang; Gao, Yuan; Wu, Rui; Chen, Yu; Zhang, Bo; Wang, Hansheng. Automatic, Dynamic, and Nearly Optimal Learning Rate Specification via Local Quadratic Approximation[J]. Neural Networks.2021, (141):11-29.
[29] Zhu, Xuening; Pan, Rui; Zhang, Yuxuan; Chen, Yu; Mi, Wenquan; Wang, Hansheng. Information Diffusion with Network Structures[J]. Statistics and Its Interface. 2021,2(14):115-129.
[30] Zhou, Jing; Qi, Haobo; Chen, Yu; Wang, Hansheng. Progressive Principle Component Analysis for Compressing Deep Convolutional Neural Networks[J]. Neurocomputing. 2021, (440):197-206.
[31] Yao, Lei; Xu, Minya; Pellegrini, Ekin K. The Boss's Long Arm: The Differential Impact of Authoritarian and Benevolent Leadership on Spousal Family Satisfaction[J]. Frontiers in Psychology. 2021,12.
[32] Xu, Minya; Wang, Yaqiong; Tu, Yundong. Uncovering the Invisible Effect of Air Pollution on Stock Returns: A Moderation and Mediation Analysis[J]. Finance Research Letters. 2021,39.
[33] Xu, Minya; Wan, Yating; Huang, Hui; Chen, Songxi. A Spatio-temporal Model for the Analysis and Prediction of Fine Particulate Matter Concentration in Beijing. Environmetrics. 2021, 32(1):26-48.
[34] Chang, Hsuan-Yu; Wang, Wei; Yu, Jihai. Revisiting the Environmental Kuznets Curve in China: A Spatial Dynamic Panel Data Approach[J]. Energy Economics. 2021,104.
中文论文:
[1] 顾嘉;陈松蹊;董倩;邱宇谋. 基于vseidrm模型的人口迁移以及离汉交通管控对新冠肺炎疫情发展的影响分析[J]. 统计研究,2021,09(38):114-127。
[2] 王振中;陈松蹊;涂云东.中国居民消费价格指数的动态结构研究及中美量化比较[J]. 数理统计与管理,2021,12(01):18。
[3] 吴煌坚;林伟;孔磊;唐晓;王威;王自发;陈松蹊. 一种基于集合最优插值的排放源快速反演方法[J]. 气候与环境研究,2021,02(26):191-201。
[4] 黄丹阳;朱映秋;南金伶;王汉生. 基于交易流水的信用卡套现交易及商户识别[J]. 数理统计与管理,2021,12(03):18。
[5] 徐敏亚;马力;王为久. 数字化时代销售人员自我领导行为对离职的影响[J]. 外国经济与管理,2021,11(43):26-40。
[6] 徐敏亚;陈丽萍. 牛顿式管理与量子管理[J]. 企业管理,2021,1(473):122-123。
[7] 徐敏亚;王雅琼,王菲菲. 隐含动态地理统计校准模型--以PM2.5污染分析为例[J]. 数理统计与管理,2021,2:191-204。
出版著作
[1] 李辰旭,金融中的数学方法,北京大学出版社
[2] 王汉生,深度学习:从入门到精髓,人民邮电出版社