统计与大数据研究院在统计学与经济管理交叉领域发表多篇高水平论文

研究院2020年以来在统计学与经济管理交叉领域发文情况

01 Huang W. and Zhang Z. (2023). Nonparametric estimation of continuous treatment effect with measurement error. Journal of the Royal Statistical Society: Series B. 85:2, 474–496.

02 Kun Zhang, Guangwu Liu, Shiyu Wang.（2022）. Bootstrap-based budget allocation for nested simulation. Operations Research. 70:2, 1128-1142. (UTD24)

03 Chunrong Ai, Oliver Linton, Kaiji Motegi, and Zheng Zhang . (2021). A unified framework for efficient estimation of general treatment models. Quantitative Economics. 12:3, 779-816.

04 Chunrong Ai, Linton O., and Zhang Z. (2022). Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models. Journal of Econometrics. 228:1, 39-61.

05 Ma, Y., Shaojun Guo, and Wang, H. (2023). Sparse spatio-temporal autoregressions by profiling and bagging. Journal of Econometrics. 232:1, 132-147.

06 Zhanrui Cai, Changcheng Li, Jiawei Wen, and Songshan Yang. (2022) Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. Journal of Econometrics. Published online.

07 Chunrong Ai, Li-Hsien Sun, Zhang Z. and Liping Zhu. (2023). Testing unconditional and conditional independence via mutual information. Journal of Econometrics. Published online.

08 Xiaohong Chen, Ying Liu, Shujie Ma, and Zheng Zhang. (2023). Causal inference of general treatment effects using neural networks with a diverging number of confounders. Journal of Econometrics. Published online.

09 Yaowu Zhang, Yeqing Zhou and Liping Zhu.(2023). A post-screening diagnostic study for ultrahigh dimensional data. Journal of Econometrics. Published online.

10 Yeqing Zhou, Yaowu Zhang and Liping Zhu (2022) A projective approach to conditional independence test for dependent processes, Journal of Business & Economic Statistics. 40:1, 398-407.

11 Jiawei Wen, Songshan Yang, Christina Dan Wang, Yifan Jiang, and Runze Li. (2023). Feature-splitting algorithms for ultrahigh dimensional quantile regression. Journal of Econometrics. Published online.

12 Huang W., Linton O., and Zhang Z. (2022). A unified framework for specification tests of continuous treatment effect models. Journal of Business & Economic Statistics. 40:4, 1817-1830.

13 Chen, C., Shaojun Guo, and Qiao, X. (2022). Functional linear regression: Dependence and Error Contamination. Journal of Business and Economic Statistics. 40:1, 444-457.

14 Xiaoyu Liu, Xing Yan, Kun Zhang. (2024). Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. European Journal of Operational Research, 312:3, 1168–1177.