研究领域
数理统计;面板数据计量经济分析;高维因子分析及其应用;金融时间序列分析
科研项目
[1]吴鑑洪.国家自然科学基金(面上项目):高维因子模型因子个数的稳健估计和诊断检验,在研.
[2]吴鑑洪.校一般科研项目:高维面板数据的因子个数研究,在研
近期论文
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论文
[1]吴鑑洪.Robustdeterminationforthenumberofcommonfactorsintheapproximatefactormodels.EconomicsLetters,2016,144(144):102-106.
[2]吴鑑洪.Robustrandomeffectstestsfortwo-wayerrorcomponentmodelswithpaneldata.EconomicModelling,2016,59(59):1-8.
[3]吴鑑洪.TestingforSerialCorrelationinThree-dimensionalPanelDataModels.ACTAMATHEMATICAEAPPLICATAESINICA-ENGLISHSERIES,2017,33(1):239-250.
[4]XiaQiang,吴鑑洪.Transformedcontributionratiotestforthenumberoffactorsinstaticapproximatefactormodels.COMPUTATIONALSTATISTICS&DATAANALYSIS,2017,112(1):235-241.
2018年
[4]WuJ.Eigenvaluedifferencetestforthenumberofcommonfactorsintheapproximatefactormodels,EconomicsLetters,2018Inpress
[3]WuJ.,LiG.andXiaQ.Moment-basedtestsforrandomeffectsinthetwo-wayerrorcomponentmodelwithunbalancedpanels,EconomicModelling,2018Inpress
[2]ChenJ.,YueR.X.andWuJ.Hausman-typetestsforindividualandtimeeffectsinthepanelregressionmodelwithincompletedata,JournaloftheKoreanStatisticalSociety,2018,Inpress
[1]XiaQ.,LiangR.,WuJ.,WongH.Determiningthenumberoffactorsforhigh-dimensionaltimeseries,StatisticsandItsInterface,2018,11:307-316.
2017年
[2]WuJ.,DingQ.,QinJ.TestingforSerialCorrelationinThree-dimensionalPanelDataModels,ActaMathematicaeApplicataeSinica,EnglishSeries
2017,33(1):239–250
[1]XiaQ.,LiangR.,WuJ.Transformedcontributionratiotestforthenumberoffactorsinstaticapproximatefactormodels,ComputationalStatisticsandDataAnalysis,2017,112:235–241
2016年
[2]WuJ.Robustdeterminationforthenumberofcommonfactorsintheapproximatefactormodels,EconomicsLetters,2016,144:102-106
[1]WuJ.Robustrandomeffectstestsfortwo-wayerrorcomponentmodelswithpaneldata,EconomicModelling,2016,59,1-8
2015年及之前部分成果
[1]WuJ.,QinJ.,DingQ.Amoment-basedtestforindividualeffectsintheerrorcomponentmodelwithincompletepanels,StatisticsandProbabilityLetters,2015,104:153–162
[2]WuJ.andLiJ.Testingforindividualandtimeeffectsinpaneldatamodelswithinteractiveeffects,EconomicsLetters,2014,125:306-310.
[3]WuJ.andLiG.Moment-basedtestsforindividualandtimeeffectsinpaneldatamodels,JournalofEconometrics,2014,178:569-581.(TOPJournal)
[4]WuJ.andZhuL.X.Estimationofandtestingforrandomeffectsindynamicpaneldatamodels,TEST,2012,21(3):477-497.
[5]WuJ.andZhuL.X.Testingforserialcorrelationandrandomeffectsinatwo-wayerrorcomponentregressionmodel,EconomicModelling,2011,28:2377-2388.
[6]WuJ.andZhuL.X.,Goodness-of-FitTestsforVectorAutoregressiveModelsinTimeSeries.ScienceinChinaSeriesA-Mathematics,2010,53(1):187-202
[7]WuJ.andZhuL.X.,DiagnosticCheckingforConditionalHeteroscedasticityModels.ScienceinChinaSeriesA-Mathematics,2010,53(10)2773-2790
[8]WuJ.andSuW.Estimationofmomentsforlinearpaneldatamodelswithpotentialexistenceoftimeeffects.Statistics&ProbabilityLetters,2010,80:1933–1939
[9]WuJ.andSu,W.Amodifiedresidual-basedtestforserialcorrelationinlinearpaneldatamodels.ActaMathematicaeApplicataeSinica,EnglishSeries,2014,30(2):401-410.
[10]WuJ.RobustestimationofmomentindynamicpanelmodelswithpotentialIntercorrelation,CommunicationsinStatistics-TheoryandMethods,2013,42:4199-4209.
[11]WuJ.Ajointtestforconditionalheteroscedasticityindynamicpaneldatamodels.CommunicationsinStatistics-TheoryandMethods,2011,40:1434-1444
[12]WuJ.H.andZhuL.X.,TestingtheAdequacyofGARCH-typeModelsinTimeSeries.ActaMathematicaScientia,2009,29B(2):327-340
[13]WuJ.H.,ZhuL.X.andLiZ.X.,ANoteonParameterEstimationsofPanelVectorAutoregressiveModelswithIntercorrelation.ActaMathematicaeApplicataeSinica,2009,25(2):177-182
[14]WuJ.H.,Admissiblityoflinearestimatorsinmultivariatelinearmodelswithrespecttoinequalityconstraints.LinearApplicationanditsapplications,2008428:2040-2048
[15]WuJ.H.andZhuL.X.,Ascoretypetestforgeneralautoregressivemodelsintimeseries.ActaMathematicaeApplicataeSinica,EnglishSeries,2007,23(3):439-450
[16]吴鑑洪,约束条件下多元线性模型中线性估计的可容许性.应用数学学报,200730(6):1140-1144
[17]吴鑑洪,赵卫亚,谢祺,面板向量分位数回归及其在居民消费行为研究中的应用。统计研究,2014,31(6):91-100
[18]吴鑑洪,张淦,兼具截面相依性和重尾性面板单位根检验方法研究及应用,数量经济技术经济研究,2013,30(8):137-148
[19]吴鑑洪面板数据模型中随机效应存在性检验的理论研究及其实证分析。统计研究,2011,28(9):95-100
[20]吴鑑洪,朱力行,多元时间序列GARCH型模型的诊断检验。数学物理学报(中文版),2010,30(3)630-638
[21]吴鑑洪检验n和T都很大的固定效应动态面板模型的条件异方差性,应用数学学报,2010,33(2):204-213
[22]吴鑑洪带有固定效应且n和T都很大的动态面板模型的诊断检验,高校应用数学学报,2009,24(3):266-274
[23]苏为华,吴鑑洪,Delphi-AHP构权过程中专家意见一致性的统计检验问题研究。统计研究,201027(7):84-88
[24]徐家杰,吴鑑洪,双阀值LSTAR模型非线性检验的理论研究及其应用,应用数学学报,2012,35(6):1058-1068
学术兼职
第十届中国现场统计学会理事,中国现场统计学会高维数据分会理事,国家自然科学基金评审专家,省市自然科学基金评审专家,教育部学位与研究生教育发展中心学位论文评审专家,国内外重要期刊审稿专家。