大数据环境下经济政策评估和分析的计量理论与方法

71631004
2016
G01.管理科学与工程
蔡宗武
重点项目
教授
厦门大学
230万元
离散选择模型;倍差分;分位数处置效应;处置效应;高维变量选择
2017-01-01到2021-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 期刊论文 Cheng Hsiao;Qiankun Zhou
2 企业社会责任对现金持有价值的影响——基于分位数回归模型的研究 期刊论文 杨洁;吴武清;蔡宗武
3 Econometric modeling of risk measures: A selective review of the recent literature 期刊论文 Dingshi Tian;Zongwu Cai;Ying Fang
4 Testing heteroskedasticity for predictive regressions with nonstationary regressors 期刊论文 Shaoxin Hong;Zhengyi Zhang;Zongwu Cai
5 企业盈余管理与流动性风险 期刊论文 杨洁;吴武清;钟湄莹;蔡宗武
6 A unified test for predictability of asset returns regardless of properties of predicting variables 期刊论文 Xiaohui Liu;Bingduo Yang;Zongwu Cai;Liang Peng
7 Game day effect on stock market: Evidence from four major sports leagues in US 期刊论文 Qingliang Fan;Ting Wang
8 存款竞争、影子银行与银行系统风险——基于中国上市银行微观数据的实证研究 期刊论文 郭晔;赵静
9 Quantile analysis of investment in private participation in infrastructure projects 期刊论文 Jie Yang;Wuqing Wu;Xiao Mao;Zongwu Cai
10 Decomposition of durable consumption and equity returns 期刊论文 Yu Ren;Qin Wang
11 An alternative test for conditional unconfoundedness using auxiliary variables 期刊论文 Ying Fang;Shengfang Tang;Zongwu Cai;Ming Lin
12 Factor dimension determination for panel interactive effects models: an orthogonal projection approach 期刊论文 Cheng Hsiao;Yimeng Xie;Qiankun Zhou
13 Some recent developments in modeling quantile treatment effects 期刊论文 Shengfang Tang
14 Endogenous treatment effect estimation using high-dimensional instruments and double selection 期刊论文 Wei Zhong;Yang Gao;Wei Zhou;Qingliang Fan
15 Panel data approach vs synthetic control method 期刊论文 Shui Ki Wan;Yimeng Xie;Cheng Hsiao
16 信息获利、道德风险与询价机构报价 期刊论文 徐光鲁;马超群;蔡宗武;贾钰
17 上海黄金是人民币汇率风险的对冲工具和安全港吗?——基于常量和动态Copula模型 期刊论文 林娟;吴春晓;张明
18 排污费征收标准改革是否促进了中国工业二氧化硫减排 期刊论文 郭俊杰;方颖;杨阳
19 Identifying key factors in momentum in basketball games 期刊论文 Tao Chen;Qingliang Fan;Kai Liu;Lingshan Le
20 创新、内生增长与气候变化:2018年度诺贝尔经济科学奖得主的贡献简评 期刊论文 段宏波;蔡宗武
21 Semiparametric estimation and model selection for conditional mixture copula models 期刊论文 Guannan Liu;Wei Long;Bingduo Yang;Zongwu Cai
22 Renorming volatilities in a family of GARCH models 期刊论文 Dong Li;Wuqing Wu
23 企业风险信息披露与债券风险溢价——基于债券募集说明书的文本分析 期刊论文 吴武清;甄伟浩;杨洁;蔡宗武
24 商品期货可以提供潜在组合多样化收益吗? 期刊论文 梁巨方;韩乾
25 Unified tests for a dynamic predictive regression 期刊论文 Bingduo Yang;Xiaohui Liu;Liang Peng;Zongwu Cai
26 A new quantile treatment effect model to study smoking effect on birth weight during mother's pregnancy 期刊论文 Shengfang Tang;Zongwu Cai;Ying Fang;Ming Lin
27 Inferences for a partially varying coefficient model with endogenous regressors 期刊论文 Zongwu Cai;Ying Fang;Ming Lin;Jia Su
28 Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 期刊论文 Shui Ki Wan;Cheng Hsiao;Qiankun Zhou
29 Recursive estimation in large panel data models: Theory and practice 期刊论文 Bin Jiang;Yanrong Yang;Jiti Gao;Cheng Hsiao
30 Large system of seemingly unrelated regressions: A penalized quasi-maximum likelihood estimation perspective 期刊论文 Qingliang Fan;Xiao Han;Guangming Pan;Bibo Jiang
31 Statistical analysis and evaluation of macroeconomic policies: A selective review 期刊论文 Zeqin Liu;Zongwu Cai;Ying Fang
32 Forty’s years of quantitative research in China: Retrospectives and perspectives 期刊论文 Zongwu Cai;Ying Fang;Yingfei Qi
33 Nonlinear and time-varying risk premia 期刊论文 Chaoqun Ma;Xianhua Mi;Zongwu Cai
34 Health status and labour market outcome: Empirical evidence from Australia 期刊论文 Kannika Damrongplasit;Cheng Hsiao;Xueyan Zhao
35 Panel parametric, semiparametric, and nonparametric construction of counterfactuals 期刊论文 Cheng Hsiao;Qiankun Zhou
36 基于聚类动态面板引力模型的国际贸易网络研究 期刊论文 王佳佳;林明
37 战略投资者选择与银行效率—来自城商行的经验证据 期刊论文 郭晔;黄振;姚若琪
38 Estimation of fixed effects dynamic panel data models: Linear differencing or conditional expectation 期刊论文 Cheng Hsiao
39 中国环境信息披露政策是否有效:基于资本市场反应的研究 期刊论文 方颖;郭俊杰
40 Nonparametric regression with nearly integrated regressors under long-run dependence 期刊论文 Zongwu Cai;Bingyi Jing;Xinbing Kong;Zhi Liu
41 Short-term exchange rate predictability 期刊论文 Yu Ren;Qin Wang;Xiangyu Zhang
42 货币政策、同业业务与银行流动性创造 期刊论文 郭晔;程玉伟;黄振
43 Jive for panel dynamic simultaneous equations models 期刊论文 Cheng Hsiao;Qiankun Zhou
44 First difference or forward demeaning: Implications for the method of moments estimators 期刊论文 Cheng Hsiao;Qiankun Zhou
45 Panel data estimation for correlated random coefficients models 期刊论文 Cheng Hsiao;Qi Li;Zhongwen Liang;Wei Xie
46 Assessing tail risk using expectile regressions with partially varying coefficients 期刊论文 Zongwu Cai;Ying Fang;Dingshi Tian
47 部分条件分位数处理效应的估计 期刊论文 蔡宗武;方颖;林明;唐盛芳
48 A functional data approach to model score difference process in professional basketball games 期刊论文 Tao Chen;Qingliang Fan
49 Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence 期刊论文 Zongwu Cai;Ying Fang;Qiuhua Xu
50 A semiparametric quantile panel data model with an application to estimating the growth effect of FDI 期刊论文 Zongwu Cai;Linna Chen;Ying Fang
51 Adaptive k-class estimation in high-dimensional linear models 期刊论文 Qingliang Fan;Wanlu Yu
52 性别身份认同对女性劳动供给和家庭收入结构的影响——教育与城乡差异的视角 期刊论文 方颖;蓝嘉俊;杨阳
53 就业结构、刘易斯转折点与劳动收入份额:理论与经验研究 期刊论文 蓝嘉俊;方颖;马天平
54 Solving Euler equations via two-stage nonparametric penalized splines 期刊论文 Liyuan Cui;Yongmiao Hong;Yingxing Li
55 大数据时代关于预测的几点思考 期刊论文 萧政
56 Testing the predictability of US housing price index returns based on an IVX-AR model 期刊论文 Bingduo Yang;Wei Long;Liang Peng;Zongwu Cai
57 短期国际资本流动与我国上市企业融资成本 期刊论文 韩乾;袁宇菲;吴博强
58 央行担保品框架、债券信用利差与企业融资成本 期刊论文 黄振;郭晔
59 Semiparametric inferences on fixed effects panel data models via nearest neighbor difference transformation 期刊论文 Qiuhua Xu;Zongwu Cai;Ying Fang
60 Estimation of conditional average treatment effects with high-dimensional data 期刊论文 Qingliang Fan;Yu-Chin Hsu;Robert P. Lieli;Yichong Zhang
61 The impact of temperature on gaming productivity: Evidence from online games 期刊论文 Xiaojia Bao;Qingliang Fan
62 A perspective on recent methods on testing predictability of asset returns 期刊论文 Xiaosai Liao;Zongwu Cai;Haiqiang Chen
63 Advance in theoretical econometrics—Essays in honor of Takeshi Amemiya 期刊论文 Zongwu Cai;Yongmiao Hong;Cheng Hsiao
64 Weighing asset pricing factors: a least squares model averaging approach 期刊论文 Yue Qiu;Yu Ren;Tian Xie
65 带有变量选择的协变量平衡倾向得分的估计:基于GMM-LASSO方法 期刊论文 范菊逸;詹铭峰;蔡宗武;方颖;林明
66 Do China's high-speed-rail projects promote local economy?-New evidence from a panel data approach 期刊论文 Ke Xiao;Haiqiang Chen;Yongmiao Hong;Cheng Hsiao
67 Panel models with interactive effects 期刊论文 Cheng Hsiao
68 融资融券制度对尾部系统风险的非对称影响——基于A股市场极值相关性的研究 期刊论文 陈海强;方颖;王方舟
69 Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB 期刊论文 Yue Chen;Juan Lin;Ximing Wu
70 新型货币政策担保品框架的绿色效应 期刊论文 郭晔;房芳
71 Index futures trading restrictions and spot market quality: Evidence from the recent Chinese stock market crash 期刊论文 Qian Han;Jufang Liang
72 稳就业视角下的性别身份认同规范与性别工资差距 期刊论文 蓝嘉俊;方颖
73 Estimating the rank of a beta matrix: a GMM approach 期刊论文 Yu Ren;Qin Wang
74 Are there gains from using information over the surface of implied volatilities? 期刊论文 Biao Guo;Qian Han;Hai Lin
75 A diagnostic test for specification of copulas under censorship 期刊论文 Juan Lin;Ximing Wu
76 存款保险制度、银行异质性与银行个体风险 期刊论文 郭晔;赵静
77 Virtual World Versus Real World: An Economic Study of The Cyber Games Participation 会议论文 Qingliang Fan;Xin Fu;Shun Cai
78 基于面板数据的处置效应估计的计量方法最新进展 期刊论文 蔡宗武
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享