2003网站太阳集团

汪思韋

時間:2025-01-16


姓名:汪思韋





職稱:助理教授


辦公地點:2003网站太阳集团北校區紅樓3号樓209室


E-mail: siweiwang@hnu.edu.cn


研究方向:高維數據分析,非參數/半參數計量經濟建模


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