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英文期刊论文
"Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China," with S. Jiang, Y. Li, Q. Lu, D. Guan, Y. Xiong and S. Wang, Nature Communications 12, (2021). https://doi.org/10.1038/s41467-021-22256-3
"Solving Euler equations via two-stage nonparametric penalized splines," with L. Cui and Y. Li, Journal of Econometrics 222.2 (2021), 1024–1056.
"Time-varying model averaging," with T. Lee, Y. Sun, S. Wang and X. Zhang, Journal of Econometrics 222.2, (2021), 974–992.
"A model-free consistent test for structural change in regression possibly with endogeneity," with Z. Fu, Journal of Econometrics 211 (2019), 206-242.
"Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," with Y. Sun, X. Zhang and S. Wang, Energy Economics 78 (2019), 165-173.
"Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares," with Y. Sun and S. Wang, Journal of Management Science and Engineering, 4.1 (2019), 1-11.
"Econometric modeling and economic forecasting," with Z. Cai and S. Wang, Journal of Management Science and Engineering, 3.4 (2019), 179-182.
"Nowcasting China's GDP using a Bayesian approach," with Y. Zhang, C. Yu and H. Li, Journal of Management Science and Engineering 3 (2018), 232-258.
"Advance in theoretical econometrics—Essays in honor of Takeshi Amemiya," with Z. Cai and C. Hsiao, Journal of Econometrics 206 (2018), 279-281.
"Econometric modeling and economic forecasting," with Z. Cai and S. Wang, Journal of Management Science and Engineering 3 (2018), 179-182.
"Threshold autoregressive models for interval-valued time series data," with Y. Sun, A. Han, and S. Wang, Journal of Econometrics 206 (2018), 414-446.
"Characteristic function-based testing for conditional independence via a nonparametric regression approach," with
X. Wang, Econometric Theory 34 (2018), 815-849.
"Testing strict stationarity with applications to macroeconomic time series," with X. Wang and S. Wang, International Economic Review 58 (2017), 1227-1277.
"A general approach to testing volatility models in time series," with Y. J. Lee, Journal of Management Science and Engineering 2 (2017), 1-33.
"An efficient integrated nonparametric entropy estimator of serial dependence," with X. Wang, W. Zhang and S. Wang,
Econometric Reviews 36 (2017), 728–780.
"Do China's high-speed-rail projects promote local economy? New evidence from a panel data approach," with X. Ke, H. Chen and C. Hsiao, China Economic Review 44 (2017), 203-226.
"A vector autoregressive moving average model for interval-valued time series data," with A. Han, S. Wang and X. Yun,
Advances in Econometrics 36 (2016), edited by R. Hill, G. Gonzalez-Rivera and T. Lee, pp.417-460.
"Analysis of crisis impact on crude oil prices: A new approach with interval time series modeling," with W. Yang, A. Han and S. Wang, Quantitative Finance 16 (2016), 1917-1928.
"Detecting for smooth structural changes in GARCH models," with B. Chen, Econometric Theory 32 (2016), 740-791.
"Impact of the new health care reform on hospital expenditures in China: A case study from a pilot city," with J. Yang and S. Ma, China Economic Review 39 (2016), 1-14.
"Time-varying Granger causality tests for applications in global crude oil markets," with F. Lu, S. Wang, K. Lai and J. Liu,
Energy Economics. 42 (2014), 289-298.
"A unified approach to validating univariate and multivariate conditional distribution models in time series," with
B. Chen, Journal of Econometrics 178 (2014), 22-44.
"A loss function approach to model specification testing and its relative efficiency," with Y. Lee, Annals of Statistics 41 (2013), 1166-1203.
"How smooth is price discovery? Evidence from cross-listed stock trading," with H. Chen and P.M. Choi, Journal of International Money and Finance 32 (2013), 668-699.
"Productivity spillovers among linked sectors," with L. Peng, China Economic Review 25 (2013), 44-61.
"Testing for smooth structural changes in time series models via nonparametric regression," with B. Chen,
Econometrica 80 (2012), 1157-1183.
"Testing for the Markov property in time series," with B. Chen, Econometric Theory 28 (2012), 130-178.
"Are corporate bond market returns predictable?" with H. Lin and C. Wu, Journal of Banking and Finance 36 (2012), 2216-2232.
"Testing the structure of conditional correlations in multivariate GARCH models: A generalized cross-spectrum approach," with N. McCloud, International Economic Review 52 (2011), 991-1037.
"Generalized spectral testing for multivariate continuous-time models," with B. Chen, Journal of Econometrics 164 (2011), 268-293.
"Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes," with Y.-J. Lee, Journal of Time Series Analysis 32 (2011), 1-32.
"Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression," with B. Chen, Econometric Theory 26 (2010), 1115-1179.
"Modeling the dynamics of Chinese spot interest rates," with H. Lin and S. Wang, Journal of Banking and Finance 34 (2010), 1047-1061.
"Granger causality in risk and detection of extreme risk spillover between financial markets," with Y. Liu and S. Wang,
Journal of Econometrics 150 (2009), 271–287.
"Central limit theorems for generalized U-statistics with applications in nonparametric specification," with J. Gao, Journal of Nonparametric Statistics 20 (2008), 61-76.
"Interval time series analysis with an application to the Sterling-Dollar exchange rate," with A. Han, K. K. Lai and
S. Wang, Journal of Systems Science and Complexity 21 (2008), 558-573.
"An empirical study on information spillover effects between the Chinese copper futures market and spot market," with X. Liu, S. Cheng, S. Wang and Y. Li, Physica A 387 (2008), 899-914.
"Serial correlation and serial dependence," The New Palgrave Dictionary in Economics, 2008, 2nd Edition, ed. Steven Durlauf.
"Model-free evaluation of directional predictability in foreign exchange markets," with J. Chung, Journal of Applied Econometrics 22 (2007), 855-889.
"Asymmetries in stock returns: Statistical tests and economic evaluation," with J. Tu and G. Zhuo, Review of Financial Studies 20 (2007), 1547-1581.
"Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates," with H. Li and F. Zhao, Journal of Econometrics 141 (2007), 736-776.
"An improved generalized spectral test for time series models with conditional heteroskedasticity of unknown form," with Y. Lee, Econometric Theory 23 (2007), 106-154.
"Validating forecasts of the joint probability density of bond yields: Can affine term structure models beat random walk?" with A. Egorov and H. Li, Journal of Econometrics 135 (2006), 255-284.
"Asymptotic distribution theory for nonparametric entropy measures of serial dependence," with H. White, Econometrica 73 (2005), 837-901.
"Generalized spectral testing for conditional mean models in time series with conditional heteroskedasticity of unknown form," with Y. Lee, Review of Economic Studies 72 (2005), 499-541.
"Nonparametric specification testing for continuous-time models with applications to spot interest rates," with H. Li,
Review of Financial Studies 18 (2005), 37-84.
"Wavelet-Based testing for serial correlation of unknown form in panel models," with C. Kao, Econometrica 72 (2004), 1519-1563.
"Out-of-sample performance of discrete-time short-term interest models," with H. Li and F. Zhao, Journal of Business and Economic Statistics 22 (2004), 457-473.
"Inference on predictability of exchange rates via generalized spectrum and nonlinear time series models," with
T. H. Lee, Review of Economics and Statistics, 85 (2003), 1048-1062.
"Diagnostic checking for the adequacy of nonlinear time series models," with T.H. Lee, Econometric Theory 19 (2003), 1065-1121.
"Nonparametric methods if continuous-time finance: A selective review," with Z. Cai, in Recent Advances and Trends in Nonparametric Statistics, (eds.) M. Akritas and D. Politis, Elsevier: New York, 2003, pp. 283-302.
"Testing for independence between two stationary time series via the empirical characteristic function," Annals of Economics and Finance 2 (2001), 123-164.
"One-sided testing for ARCH effects using wavelets," with J. Lee, Econometric Theory 17 (2001), 1051-1081.
"A test for volatility spillover with application to exchange rates," Journal of Econometrics 103 (2001), 183-224.
"Testing serial correlation of unknown form via wavelet methods," with J. Lee, Econometric Theory 17 (2001), 386-423.
"Modeling the impact of overnight surprises on intra-daily stock returns," with G. Gallo and T.-H. Lee, Proceedings for Business and Economic Statistics (2001), American Statistical Association.
"Generalized spectral tests for serial dependence," Journal of the Royal Statistical Society, Series B (Statistical Methodology) 62 (2000), 557-574.
"Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach,"
Journal of the American Statistical Association 94 (1999), 1201-1220.
"M-testing using finite and infinite dimensional parameter estimators," with H. White, in Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger, (eds.) R. F. Engle and H. White, London: Oxford University Press, 1999, pp.326-365.
"A new test for ARCH effects and its finite-sample performance," with R. Shehadeh, Journal of Business and Economic Statistics 17 (1999), 91-108.
"Testing for pairwise serial independence via the empirical distribution function," Journal of the Royal Statistical Society Series B (Statistical Methodology) 60 (1998), 429-453.
"One-sided testing for autoregressive conditional heteroskedasticity in time series models," Journal of Time Series Analysis 18 (1997), 253-277.
"Testing for independence between two covariance stationary time series," Biometrika 83 (1996), 615-625.
"Consistent testing for serial correlation of unknown form," Econometrica 64 (1996), 837-864.
"Consistent specification testing via nonparametric series regressions," with H. White, Econometrica 63 (1995), 1133-1159.
"China's evolving managerial labor market," with T. Groves, J. McMillan and B. Naughton, Journal of Political Economy 103 (1995), 873-892.
"Productivity growth in Chinese state-run industry," with T. Groves, J. McMillan and B. Naughton, in Studies on China's State-owned Enterprise System Reforms, (eds.) F. Dong, Z. Tang and H. Du, Beijing: People's Press, 1995.
"Autonomy and incentives in Chinese state enterprises," with T. Groves, J. McMillan and B. Naughton, Quarterly Journal of Economics CIX (1994), 183-203.
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中文期刊论文
洪永淼. “新文科”和经济学科建设[J]. 新文科教育研究, 2021, 1(1): 63-81.
余华义, 候玉娟, 洪永淼. 城市辖区合并的区域一体化效应——来自房地产微观数据和城市辖区经济数据的证据[J]. 中国工业经济, 2021, 4: 119-137.
任之光, 薛涧坡, 洪永淼, 汪寿阳. 新时代经济科学的学科布局与顶层设计——国家自然科学基金经济科学学科申请代码调整的逻辑和内容[J]. 管理世界, 2021, 37(03): 1-8+50+1.
洪永淼, 汪寿阳, 任之光, 薛涧坡, 钟秋萍, 钟锃光. “十四五”经济科学发展战略研究的背景与论证思想[J]. 管理科学学报, 2021年第2期.
洪永淼, 汪寿阳. 大数据革命和经济学研究范式与研究方法[J]. 财经智库, 2021年第1期.
洪永淼, 汪寿阳. 大数据、机器学习与统计学：挑战与机遇[J]. 计量经济学报, 2021(01):17-35.
洪永淼. 奋进新时代 开启新征程——学习贯彻党的十九届五中全会精神笔谈（上）：妥善应对对外经贸关系新变化, 扭住重要战略机遇期[J]. 经济研究, 2020, 55(12): 42-45.
洪永淼, 汪寿阳. 数学、模型与经济思想[J]. 管理世界, 2020, 36(10): 15-27.
周颖刚, 林珊珊, 洪永淼. 中国股市和债市间避险对冲效应及其定价机制[J].经济研究, 2020(9): 42-57.
洪永淼. 构建中国经济学笔谈：中国经济学的独创性与一般性[J]. 经济学动态, 2020(07): 5-9.
王霞, 付中昊, 洪永淼, 张冬悦. 基于非参数回归的金融传染检验[J]. 系统工程理论与实践, 2020, 40(06): 1398-1418.
洪永淼. 中国经济学70年:回顾与展望——庆祝新中国成立70周年笔谈(下): 如何将中国特色社会主义伟大实践提炼为原创性经济理论[J]. 经济研究, 2019, 54(10): 21-23.
洪永淼, 张兴祥, 黄秀惠, 孙弘宇. 如何推动厦门经济持续稳定高质量发展[J]. 经济资料译丛, 2019(04): 1-14.
汪寿阳, 洪永淼, 霍红, 方颖, 陈海强. 大数据时代下计量经济学若干重要发展方向[J]. 中国科学基金, 2019, 33(04): 386-393.
洪永淼, 张兴祥. 关于福建省建设“大双城”的建议与构想[J]. 福建论坛(人文社会科学版), 2019(06): 166-178.
张兴祥, 洪永淼. 对计划与市场关系的再认识——从列宁到邓小平[J]. 中国经济问题, 2019(01): 3-13.
张兴祥, 钟威, 洪永淼. 国民幸福感的指标体系构建与影响因素分析:基于LASSO的筛选方法[J]. 统计研究, 2018, 35(11): 3-13.
洪永淼, 方颖, 陈海强, 陈力. 首届中国计量经济学者论坛(2017)暨全国数量经济学博士生论坛综述[J]. 经济研究, 2018, 53(04): 204-208.
张兴祥, 洪永淼. 关于社会主义的概念、特征及理论演进——从马克思、恩格斯到列宁[J]. 中国经济问题, 2018(01): 3-14.
洪永淼. 如何建设中国特色、世界一流的经济学科[J]. 中国社会科学内部文稿, 2017(05): 75-85.
洪永淼. 计量经济学[J]. 科学观察, 2017, 12(05): 38-40.
张兴祥, 洪永淼. “中国梦”与“美国梦”网络关注度的相关性研究——基于百度指数和谷歌指数的实证检验[J]. 厦门大学学报(哲学社会科学版), 2017(05): 1-13.
崔丽媛, 洪永淼. 投资者对经济基本面的认知偏差会影响证券价格吗?——中美证券市场对比分析[J]. 经济研究, 2017, 52(08): 94-109.
洪永淼, 张兴祥. “中国梦”的世界意义[J]. 福建论坛(人文社会科学版), 2017(07): 95-100.
洪永淼. 学习贯彻“5·17”讲话精神、构建中国特色经济学笔谈: 站在中国人的立场上, 用现代方法研究中国问题, 用国际语言讲述中国故事[J]. 经济研究, 2017, 52(05): 19-21.
洪永淼. 经济统计学与计量经济学等相关学科的关系及发展前景[J]. 统计研究, 2016, 33(05): 3-12.
洪永淼, 方颖, 陈海强, 范青亮, 耿森, 王云. 计量经济学与实验经济学的若干新近发展及展望[J]. 中国经济问题, 2016(02): 126-136.
王霞, 洪永淼. 基于非参数回归的遗漏变量检验[J]. 管理科学学报, 2016, 19(03): 77-91.
洪永淼. 经济新常态与经济学创新: 提倡定量评估社会经济政策, 建设中国特色新型经济学智库[J]. 经济研究, 2015, 50(12): 19-22.
陈国进, 方颖, 洪永淼. 中国经济学研究的现代化与国际化探讨——第十五届中国青年经济学者论坛综述[J]. 经济研究, 2015, 50(10): 178-190.
张玉鹏, 洪永淼. 基于广义谱和MCS检验的VaR模型预测绩效评估[J]. 管理科学, 2015, 28(04): 108-119.
韩乾, 洪永淼. 国家产业政策、资产价格与投资者行为[J]. 经济研究, 2014, 49(12): 143-158.
王霞, 洪永淼. 一类基于非参数回归的条件异方差检验[J]. 统计研究, 2014, 31(12): 75-81.
洪永淼. 现代经济学的十个理解误区[J]. 经济资料译丛, 2014(03): 97-104.
王军辉, 傅十和, 洪永淼. 科研人才招聘需要“查三代”吗?——基于16所经济学院教师教育背景和科研绩效的实证研究[J]. 世界经济文汇, 2014(03): 1-25.
蔡必卿, 洪永淼. 修正的KSS检验及其对中国通货膨胀率的应用[J]. 系统工程理论与实践, 2014, 34(02): 313-322.
洪永淼, 杨灿. 学界巨擘 名师风范——纪念钱伯海先生诞辰85周年[J]. 中国统计, 2013(12): 29-31.
李海奇, 洪永淼, 毛尚熠. 基于广义交叉谱密度方法的线性和非线性格兰杰因果关系检验[J]. 数量经济技术经济研究, 2013, 30(05): 116-127+151.
孙宁华, 洪永淼. 人民币实际汇率决定的动态一般均衡分析[J]. 当代经济研究, 2012(06): 81-86.
陆凤彬, 洪永淼. 时变信息溢出检验及其在金融市场中的应用[J]. 管理科学学报, 2012, 15(04): 31-39+57.
刘向丽, 成思危, 汪寿阳, 洪永淼. 基于ACD模型的中国期货市场波动性[J]. 系统工程理论与实践, 2012, 32(02): 268-273.
李红权, 洪永淼, 汪寿阳. 我国A股市场与美股、港股的互动关系研究:基于信息溢出视角[J]. 经济研究, 2011, 46(08): 15-25+37.
刘向丽, 程刚, 成思危, 汪寿阳, 洪永淼. 中国期货市场价格久期波动聚类特征研究[J]. 管理科学学报, 2010, 13(05): 72-81.
孙宁华, 堵溢, 洪永淼. 劳动力市场扭曲、效率差异与城乡收入差距[J]. 管理世界, 2009(09): 44-52+187.
韩艾, 洪永淼, 汪寿阳. 区间事件分析法——次贷危机对中资银行的影响研究[J]. 管理评论, 2009, 21(02): 53-61.
洪永淼, 陈国进, 方颖. 经济学研究方法的创新和中国现实经济问题的探讨——第八届“中国青年经济学者论坛”综述[J]. 经济研究, 2008, 43(11): 151-156.
陆凤彬, 洪永淼, 汪寿阳. 全球成品油交易信息溢出研究—基于CCF检验和协整理论[J]. 系统科学与数学, 2008, 28(11): 1363-1382.
刘向丽, 程刚, 成思危, 汪寿阳, 洪永淼. 中国期货市场日内效应分析[J]. 系统工程理论与实践, 2008(08): 63-80.
刘向丽, 成思危, 汪寿阳, 洪永淼. 参数法、半参数法和非参数法计算我国铜期货市场VaR之比较[J]. 管理评论, 2008(06): 3-8+63.
刘向丽, 成思危, 汪寿阳, 洪永淼. 期现货市场间信息溢出效应研究[J]. 管理科学学报, 2008, 11(03): 125-139.
洪永淼. 计量经济学的地位、作用和局限[J]. 经济研究, 2007(05): 139-153.
吴世农, 洪永淼, 陈国进, 王康平. 计量经济学和金融计量学研究生暑期学校的实践与思考[J]. 学位与研究生教育, 2006(11): 12-14.
洪永淼, 林海. 中国市场利率动态研究——基于短期国债回购利率的实证分析[J]. 经济学(季刊), 2006(01): 511-532.
洪永淼, 成思危, 刘艳辉, 汪寿阳.. 中国股市与世界其他股市之间的大风险溢出效应:更正说明[J]. 经济学(季刊), 2005(02): 821-822.
洪永淼, 成思危, 刘艳辉, 汪寿阳. 中国股市与世界其他股市之间的大风险溢出效应[J]. 经济学(季刊), 2004(02): 703-726.
陈灯塔, 洪永淼. 中国股市是弱式有效的吗——基于一种新方法的实证研究[J]. 经济学(季刊), 2003(04): 97-124.
洪永淼. 广义频谱及其在经济学和金融学的应用(英文)[J]. 广西师范大学学报(自然科学版), 2002(01): 32-44.
洪永淼. 金融计量的新近发展[J]. 经济学(季刊), 2002(01): 249-268.
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