汪思韋
姓名:汪思韋 |
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職稱:助理教授 |
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辦公地點:2003网站太阳集团北校區紅樓3号樓209室 |
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E-mail: siweiwang@hnu.edu.cn |
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研究方向:高維數據分析,非參數/半參數計量經濟建模 |
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個人簡介: 2022.07-今,2003网站太阳集团,統計學系,助理教授; 2017.09-2022.07,北京大學光華管理學院,統計學專業(導師:塗雲東),獲經濟學博士學位; 2013.09-2017.07,武漢大學數學與統計學院,統計學專業,獲理學學士學位。 發表論文: [1] 塗雲東,汪思韋 (2019). 函數型核加權估計法及其在經濟學中的應用,系統工程理論與實踐,第39卷第4期,839-853. [2] Yundong Tu and Siwei Wang (2020). Jackknife Model Averaging for Expectile Regressions in Increasing Dimension. Economics Letters, 197:109607. [3] Yundong Tu and Siwei Wang (2023). “Variable Screening and Model Averaging for Expectile regressions,” Oxford Bulletin of Economics and Statistics, 85:574-598. [4] Yundong Tu and Siwei Wang (2024). “Selection Inconsistency for Factor-augmented Regressions,” Economics Letters, 241:111840. 工作論文: [5] “The Environmental Kuznets Curve for China PM2.5 Emissions: A Panel Functional Least Squares Analysis,” with Yundong Tu, Yingqian Lin and Ying Wang, 2024. [6] “Forecasting Using Nonlinear Factor Models with Nonparametrically Targeted Predictors,” with Yundong Tu, 2025. [7] “Quantile Prediction with Factor-augmented Regression: Structural Instability and Model Uncertainty,” with Yundong Tu, 2025. 科研項目: 國家自然科學基金青年項目《非線性高維因子預測模型:理論與應用》,2025-01至2027-12,主持. 會議參與: − 2019 Asian Meeting of the Econometrics Society, June 2019, Xiamen University − The Chinese Economists Society 2021 Annual Conference, June 2021, Online − The 6th Annual Meeting of Young Econometricians in Asia-Pacific, November 2021, Wuhan University − 2022 Asian Meeting of the Econometrics Society, June 2022, Online − Asian Meeting of Econometric Society 2023, June 2023, Beijing − The 17th international symposium on Econometric Theory and Applications, SETA 2023, Singapore − Joint Conference of Statistics and Data Science 2024, July 2024, Kunming The first Macau international conference on business intelligence and analytics, December 2024, Macau |