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Song Song

Personal Details

First Name:Song
Middle Name:
Last Name:Song
Suffix:
RePEc Short-ID:pso178
[This author has chosen not to make the email address public]
http://www.stat.berkeley.edu/~songsong
444 Evans Hall, Berkeley, CA 94720
Terminal Degree:2010 Institut für Statistik und Ökonometrie (ISÖ); Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

University of California-Berkeley, Department of Statistics

http://www.stat.berkeley.edu
Berkeley, California (United States)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  2. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  4. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song, 2010. "Partial linear quantile regression and bootstrap confidence bands," SFB 649 Discussion Papers 2010-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov, 2010. "High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model," SFB 649 Discussion Papers 2010-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  7. Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song, 2010. "Partial linear quantile regression and bootstrap confidence bands," SFB 649 Discussion Papers 2010-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov, 2010. "High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model," SFB 649 Discussion Papers 2010-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  9. Härdle, Wolfgang Karl & Song, Song, 2008. "The stochastic fluctuation of the quantile regression curve," SFB 649 Discussion Papers 2008-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

  1. Song, Song & Zhu, Lixing, 2016. "Group-wise semiparametric modeling: A SCSE approach," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 1-14.
  2. Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014. "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 489-514, July.
  3. Song Song & Wolfgang K. Härdle & Ya'acov Ritov, 2014. "Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 101-131, June.
  4. Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012. "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, vol. 28(4), pages 861-887, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2008-04-15 2010-01-16 2011-07-02
  2. NEP-ETS: Econometric Time Series (3) 2011-07-02 2011-08-09 2011-12-13
  3. NEP-FOR: Forecasting (2) 2011-07-02 2011-08-09
  4. NEP-ORE: Operations Research (1) 2008-04-15

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