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厦门大学王亚南经济研究院导师教师师资介绍简介-徐海峰
本站小编 Free考研考试/2021-05-08
徐海峰
助理教授
Kobe University, Ph.D. in Economics
电话:
电子邮件:xhf1984@gmail.com
办公室:经济楼D326
Office Hours:
个人简介 研究成果 研究项目 Education
2013 Ph.D. Kobe University, Department of Economics, Kobe, Japan.
2011 M.A. Kobe University, Department of Economics, Kobe, Japan.
2008 B.A. Kurume University, Department of Economics, Fukuoka, Japan.
Research Interests
Statistics, Econometric, Shrinkage estimator, Financial data analysis
[1] "The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate t distribution", Haifeng Xu, Communications in Statistics - Theory and Methods 41 (2012), 2788-2802.
[2] "MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated", Haifeng Xu, Communications in Statistics - Theory and Methods 42 (2013), 2152-2164.
[3] "Dynamic linkages of stock prices between BRICs and the United States: Effects of the 2008-09 financial crisis", Haifeng Xu & Shigeyuki Hamori, Journal of Asian Economics 23 (2012), 344-352.
[4] "Financial Intermediation and Economic Growth in China: New Evidence from Panel Data", Haifeng Xu, Emerging Markets Finance & Trade, 52 (2016), 724-732.
[5] "Finite Sample Properties of an HPT Estimator When Each Individual Regression Coefficient is Estimated in a Misspecified Linear Regression Model ", Haifeng Xu, Communications in Statistics - Theory and Methods, 45 (2016), 506-519.
[6] "MSE performance and minimax regret significance points for a HPT estimator under a multivariate t distribution ", Haifeng Xu, Communications in Statistics - Theory and Methods, 46 (2017), 3123-3134.
[7] "A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model", Akio Namba & Haifeng Xu, Journal of Statistical Computation and Simulation, 88 (2018), 2034-2047.
[8] "PMSE Dominance of the Positive-Part Shrinkage Estimator in a Regression Model with Proxy Variables", Akio Namba & Haifeng Xu, Journal of Statistical Computation and Simulation, 88 (2018), 2893-2908.
[9] "MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated", Haifeng Xu & Akio Namba, Communications in Statistics - Theory and Methods, 48 (2019), 3280-3290.
[10] "PMSE performance of two different types of preliminary test estimators under a multivariate t error term", Haifeng Xu & Kazuhiro Ohtani, Communications in Statistics - Theory and Methods, 48 (2019), 4320-4338.
[11] "Moving average threshold heterogeneous autoregressive (MAT-HAR) models", Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori & Haifeng Xu, Journal of forecasting, 39 (2020), 1035-1042.
[12] "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference", Chu, J., Lee, T., Ullah, A., Xu, H., Journal of Statistical Computation and Simulation, published online.
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