英国威廉希尔公司

汪思韦

时间:2025-01-16


姓名:汪思韦





职称:助理教授


办公地点:英国威廉希尔公司北校区红楼3号楼209室


E-mail: siweiwang@hnu.edu.cn


研究方向:高维数据分析,非参数/半参数计量经济建模


个人简介:

2022.07-今,英国威廉希尔公司,统计学系,助理教授;

2017.09-2022.07,北京大学光华管理学院,统计学专业(导师:涂云东),获经济学博士学位;

2013.09-2017.07,武汉大学数学与统计学院,统计学专业,获理学学士学位。


发表论文:

[1] 涂云东,汪思韦 (2019). 函数型核加权估计法及其在经济学中的应用,系统工程理论与实践,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.


工作论文:

[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.


科研项目:

国家自然科学基金青年项目《非线性高维因子预测模型:理论与应用》,2025-01至2027-12,主持.


会议参与:

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