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Publications

by members of

School of Economics
Northeast Normal University
Changchun, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2023

  1. Han, Jinyue & Wang, Jun & Gao, Wei & Tang, Man-Lai, 2023. "Estimation of the directions for unknown parameters in semiparametric models," MPRA Paper 116365, University Library of Munich, Germany.

2019

  1. Jiangtao Duan & Wei Gao & Hao Qu & Hon Keung Tony, 2019. "Subspace Clustering for Panel Data with Interactive Effects," Papers 1909.09928, arXiv.org, revised Feb 2021.

2017

  1. Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017. "Estimation for dynamic and static panel probit models with large individual effects," LSE Research Online Documents on Economics 65165, London School of Economics and Political Science, LSE Library.
  2. Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017. "Nexuses between economic factors and stock returns in China," MPRA Paper 81017, University Library of Munich, Germany, revised 21 Aug 2017.

2015

  1. Khan, Muhammad Kamran & Nouman, Mohammad & Imran, Muhammad, 2015. "Determinants of financial performance of financial sectors (An assessment through economic value added)," MPRA Paper 81281, University Library of Munich, Germany.

2013

  1. Gao, Wei & Yao, Qiwei & Bergsman, Wicher, 2013. "A Proposed Estimator for Dynamic Probit Models," MPRA Paper 48336, University Library of Munich, Germany.

Journal articles

2023

  1. Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony, 2023. "Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
  2. Hongyue Zhu & Hong Jiao & Wei Gao & Xiangbin Meng, 2023. "Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times," Journal of Educational and Behavioral Statistics, , vol. 48(4), pages 490-520, August.

2021

  1. Lei Ruan & Heng Liu, 2021. "Financial Distress Prediction Using GA-BP Neural Network Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(3), pages 1-1, March.

2020

  1. Muhammad Kamran Khan & Muhammad Imran Khan & Muhammad Rehan, 2020. "The relationship between energy consumption, economic growth and carbon dioxide emissions in Pakistan," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-13, December.

2019

  1. Jun Wang & Wei Gao & Man‐Lai Tang, 2019. "Estimation of treatment effects for heterogeneous matched‐pairs data with probit models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 575-594, June.
  2. Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei, 2019. "On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 338-344.
  3. Youcheng Qian & Xueyan Yin & Jun Kong & Jianzhong Wang & Wei Gao, 2019. "Low-rank graph optimization for multi-view dimensionality reduction," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-25, December.
  4. Muhammad Kamran Khan & Jian-Zhou Teng & Muhammad Imran Khan, 2019. "Cointegration between macroeconomic factors and the exchange rate USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-15, December.

2018

  1. Ziqi Chen & Man†Lai Tang & Wei Gao, 2018. "A profile likelihood approach for longitudinal data analysis," Biometrics, The International Biometric Society, vol. 74(1), pages 220-228, March.
  2. Gang Yu & Wei Gao & Weiguo Wang & Shaoping Wang, 2018. "Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 535-539, March.

2017

  1. Lin Liu & Kai Shi, 2017. "A Comparative Analysis on the Wealth Effect between in the Stock Market and in the Housing Market in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 118-127, November.
  2. Kai Shi & Li Nie, 2017. "Did China Effectively Manage Its Foreign Exchange Reserves? Revisiting the Currency Composition Change," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(6), pages 1352-1373, June.
  3. Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017. "Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 266-284, March.
  4. Muhammad Kamran Khan & Jian-Zhou Teng & Javed Pervaiz & Sunil Kumar Chaudhary, 2017. "Nexuses between Economic Factors and Stock Returns in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 182-191, September.

2014

  1. Ziqi Chen & Man-Lai Tang & Wei Gao & Ning-Zhong Shi, 2014. "New Robust Variable Selection Methods for Linear Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 725-741, September.

2013

  1. Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang, 2013. "Estimation of nonparametric regression models with a mixture of Berkson and classical errors," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1151-1162.

2012

  1. Kai Shi & Li Nie, 2012. "Does Subprime Crisis Affect Chinese Stock Market Returns?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(6), pages 1-12.
  2. Lianyan Fu & Wei Gao & Ning‐Zhong Shi, 2012. "Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(2), pages 203-216, May.

2011

  1. Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei & Tang, Man-Lai, 2011. "Efficient semiparametric estimation via Cholesky decomposition for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3344-3354, December.
  2. Fu, Lianyan & Gao, Wei & Shi, Ning-Zhong, 2011. "Estimation of relative average treatment effects with misclassification," Economics Letters, Elsevier, vol. 111(1), pages 95-98, April.
  3. Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei, 2011. "Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1802-1807.

2010

  1. Gao, Wei & Shi, Ning-Zhong & Tang, Man-Lai & Fu, Lianyan & Tian, Guoliang, 2010. "Unified generalized iterative scaling and its applications," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 1066-1078, April.

2007

  1. Yuling Li & Wei Gao & Ning-Zhong Shi, 2007. "A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(1), pages 105-114, July.

2006

  1. Gao, Wei & Kuriki, Satoshi, 2006. "Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1330-1341, July.

2005

  1. Gao, Wei & Shi, Ning-Zhong, 2005. "Estimating cell probabilities under order-restricted odds ratios," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 77-84, April.

2003

  1. Wei Gao & Ning-Zhong Shi, 2003. "I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 251-263, June.

2002

  1. Tao, Jian & Shi, Ning-Zhong & Guo, Jianhua & Gao, Wei, 2002. "Stepwise procedures for the identification of minimum effective dose with unknown variances," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 121-131, April.

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