汪思韦
姓名:汪思韦 |
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职称:助理教授 |
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办公地点:英国威廉希尔公司北校区红楼3号楼209室 |
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E-mail: siweiwang@hnu.edu.cn |
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研究方向:高维数据分析,非参数/半参数计量经济建模 |
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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 |