进行中(Papers in Progress)

• Jianqi Feng, Wei Wang*, Rubing Xue, Xiaodong Yan, 2024. The Policy Evaluation in the Nontationary Environments.

• Qu Feng, Wei Wang, Qiankun Zhou, 2024. Estimating Structural Change in the Interactive Fixed Panel Data Models Under Finite T.

• Qu Feng,Wei Wang 2024. The Binary Choice Panel Data Models With Interactive Fixed Effects.

• Yong He, Dong Liu, Wei Wang, 2024. The Robust Estimation of Structural Instability in the Large Dimensional Factor Model.

已完成(Working Papers)

• Qu Feng, Wei Wang, Wenjie Wang, Mengying Yuan, 2024. “ Estimating Panel Data Models With Interactive Fixed Effects: A Projection Approach ”.

• Wei Wang*,Cheng Fang, Yanyang Wei, 2024. “ Avoiding the Rank Condition in the CCE Estimator by the Or thogonal Projection ”, Submitted.

• Qu Feng, Wei Wang, 2023. A Note on Lagrange Multiplier Test for Cross-sectional Dependence in Panels with Time-series Heteroskedasticity.

已发表(Publised Papers)

• Badi H. Baltagi, Qu Feng, Wei Wang. “ Nonstationary Heterogeneoys Panels with Multiple Structural Changes ”, Econometric Reviews, 2025, forthcoming.

• Fanyu Meng, Wei Wang*, Xiaodong, Yan. Adaptive Change Point Detection and Sparsity Recovery. Communications in Statistics-Simulation and Computation, 2025, forthcoming.

• Wang Wei, Xiao Zhijie, Ren Yanyan, Yan Xiaodong. A bi-integrative analysis of two-dimensional heterogeneous panel data models[J]. Economics Letters, 2023, 230: 111244.

• Huang Jian, Jiao Yuling, Wang Wei, Yan Xiaodong, et al. Integrative analysis for high-dimensional stratified models[J]. Statistica Sinica, 2023, 33, 1-21.

• Yan Xiaodong, Wang Hongni, Wang Wei, et al. Optimal model averaging forecasting in high-dimensional survival analysis[J]. International Journal of Forecasting, 2021, 37(3): 1147-1155.

• 任燕燕, 王纬*, 严晓东. 具有组群异方差结构的面板数据模型及其应用研究[J]. 统计研究, 2021, 38(11): 141-149.

• 王纬, 任燕燕, 刘光宗. 基于Pairwise 惩罚方法的面板数据模型结构变点估计[J]. 数理统计与管理, 2020, 39(01): 129-138.

• 任燕燕, 王纬*. 养老金缴存与风险资产替代[J]. 数理统计与管理, 2021, 40(03): 426-437