吴鑑洪

English



吴鑑洪
男
教授
研究生教育
wujianhong@shnu.edu.cn
徐汇桂林路100号
数理学院
理学博士学位
华东师范大学
徐汇校区西部3号楼






研究方向学术成果教学工作荣誉称号社会兼职





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研究方向：数理统计；面板数据计量经济分析；高维因子分析及其应用；金融时间序列分析


2018年
[4] Wu J. Eigenvalue difference test for the number ofcommon factors in the approximate factor models,Economics Letters,2018 In press
[3] Wu J., Li G. and Xia Q. Moment-based tests for random effects inthe two-way error componentmodel with unbalanced panels,Economic Modelling,2018 In press
[2] Chen J., Yue R. X. and Wu J. Hausman-type tests for individual and time effects in the panel regression model with incomplete data, Journal of the Korean Statistical Society,2018, In press
[1] Xia Q., Liang R., Wu J.,Wong H. Determining the number of factors for high-dimensional time series，Statistics and Its Interface, 2018,11:307-316.

2017年
[2] Wu J., Ding Q., Qin J. Testing for Serial Correlation in Three-dimensional Panel Data Models, Acta Mathematicae Applicatae Sinica, English Series
2017, 33(1) : 239–250
[1] Xia Q., Liang R., Wu J. Transformed contribution ratio test for the number of factors in static approximate factor models,Computational Statistics and Data Analysis, 2017，112: 235–241

2016年
[2] Wu J. Robust determination for the number of common factors in the approximate factor models,Economics Letters,2016,144:102-106
[1]Wu J.Robust random effects tests for two-way error component models with panel data，Economic Modelling, 2016,59,1-8

2015年及之前部分成果
[1] Wu J., Qin J., Ding Q. A moment-based test for individual effects in the error component model with incomplete panels, Statistics and Probability Letters, 2015, 104:153–162
[2] Wu J. and Li J. Testing for individual and time effects in panel data models with interactive effects, Economics Letters, 2014，125:306-310.
[3] Wu J. and Li G. Moment-based tests for individual and time effects in panel data models, Journal of Econometrics, 2014，178：569-581. (TOP Journal)
[4] Wu J. and Zhu L.X. Estimation of and testing for random effects in dynamic panel data models, TEST，2012,21（3）：477-497.
[5] Wu J.and Zhu L.X. Testing for serial correlation and random effects in a two-way error component regression model, Economic Modelling, 2011, 28:2377-2388.
[6] Wu J.andZhu L. X., Goodness-of-Fit Tests for Vector Autoregressive Models inTime Series. Science in China Series A-Mathematics, 2010，53 (1):187-202
[7] Wu J.andZhu L. X., Diagnostic Checking for Conditional Heteroscedasticity Models. Science in China Series A-Mathematics, 2010，53（10）2773-2790
[8] Wu J.andSu W. Estimation of moments for linear panel data models with potential existence of time effects. Statistics & Probability Letters, 2010,80: 1933–1939
[9] Wu J. and Su,W. A modified residual-based test for serial correlation in linear panel datamodels. Acta Mathematicae Applicatae Sinica, English Series, 2014,30(2):401-410.
[10] Wu J. Robust estimation of moment in dynamic panel models with potential Intercorrelation, Communications in Statistics-Theory and Methods, 2013,42:4199-4209.
[11] Wu J.A joint test for conditional heteroscedasticity indynamic panel data models. Communications in Statistics-Theory and Methods, 2011，40:1434-1444
[12] Wu J. H. andZhu L. X., Testing the Adequacy of GARCH-type Models in Time Series.Acta Mathematica Scientia, 2009，29B（2）：327-340
[13] Wu J. H.,Zhu L. X. and Li Z. X., A Note on Parameter Estimations of Panel Vector Autoregressive Models with Intercorrelation. Acta Mathematicae Applicatae Sinica，2009, 25 (2): 177-182
[14] Wu J. H., Admissiblity of linear estimators in multivariate linear models with respect to inequality constraints. Linear Application and its applications, 2008 428: 2040-2048
[15] Wu J. H. andZhu L. X., A score type test for general autoregressive models in time series. Acta Mathematicae Applicatae Sinica, English Series, 2007，23 (3):439-450
[16] 吴鑑洪,约束条件下多元线性模型中线性估计的可容许性.应用数学学报, 2007 30 (6): 1140-1144
[17] 吴鑑洪，赵卫亚，谢祺，面板向量分位数回归及其在居民消费行为研究中的应用。统计研究，2014，31(6):91-100
[18] 吴鑑洪，张淦，兼具截面相依性和重尾性面板单位根检验方法研究及应用，数量经济技术经济研究，2013，30（8）:137-148
[19] 吴鑑洪 面板数据模型中随机效应存在性检验的理论研究及其实证分析。统计研究，2011，28(9):95-100
[20] 吴鑑洪,朱力行，多元时间序列GARCH型模型的诊断检验。数学物理学报（中文版），2010,30(3)630-638
[21] 吴鑑洪 检验n 和T 都很大的固定效应动态面板模型的条件异方差性，应用数学学报，2010,33(2):204-213
[22] 吴鑑洪 带有固定效应且n 和T 都很大的动态面板模型的诊断检验，高校应用数学学报，2009，24 (3):266-274
[23] 苏为华，吴鑑洪，Delphi-AHP构权过程中专家意见一致性的统计检验问题研究。统计研究，2010 27(7):84-88
[24] 徐家杰，吴鑑洪， 双阀值LSTAR模型非线性检验的理论研究及其应用，应用数学学报，2012，35（6）：1058-1068





（以下信息源于科研管理系统）
学术成果：论文[1]吴鑑洪. Robust determination for the number of common factors in the approximate factor models. Economics Letters,2016,144(144):102-106.
[2]吴鑑洪. Robust random effects tests for two-way error component models with panel data. Economic Modelling,2016,59(59):1-8.
[3]吴鑑洪. Testing for Serial Correlation in Three-dimensional Panel Data Models. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2017,33(1):239-250.
[4]Xia Qiang,吴鑑洪. Transformed contribution ratio test for the number of factors in static approximate factor models. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2017,112(1):235-241.

科研项目[1]吴鑑洪.国家自然科学基金（面上项目）:高维因子模型因子个数的稳健估计和诊断检验,在研.
[2]吴鑑洪.校一般科研项目:高维面板数据的因子个数研究,在研.




教学工作：教职工课程信息
开课学年 开课学期 课程名称
2019-2020 1 计量经济学
2018-2019 2 经济时间序列分析
2018-2019 1 计量经济学



荣誉奖励：2013年入选浙江省中青年学科带头人（统计学）;
2014年入选浙江省新世纪151人才工程第二层次培养人员;
2009年入选浙江省新世纪151人才工程第三层次培养人员;
2013年获得国家统计局全国统计科学研究优秀论文三等奖;
多次获得中国数量经济学会优秀论文奖。



社会兼职：第十届中国现场统计学会理事，中国现场统计学会高维数据分会理事，国家自然科学基金评审专家，省市自然科学基金评审专家，教育部学位与研究生教育发展中心学位论文评审专家，国内外重要期刊审稿专家。
与政府部门和企事业单位保持紧密联系，并承担其委托课题、统计咨询和数据分析等工作。