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宋

宋晓军 (Xiaojun Song)

peking university

8H指数
59论文数
229被引数
收录论文 8
发表时间
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Time-varying tails and the tail risk premium时变尾部与尾部风险溢价
errEconomic Modelling
IF4.7
err2026-02-19
err0
PREAI
errXiaorui Gu; Shuo Li; Liuhua Peng; Xiaojun Song
err分享
err收藏
Tail-Driven Nonparametric Estimation for State Price Densities尾部驱动的无参数状态价格密度估计
errManagement Science
IF4.9
err2026-02-01
err0
PREAI
errLi, Chenxu; Song, Xiaojun; Wan, Yating
err分享
err收藏
Estimation of spatial autoregressive panel data models with nonparametric endogenous effect空间自回归面板数据模型中非参数内生效应的估计
errJournal of Econometrics
IF4
err2025-10-13
err0
PREAI
errZixin Yang; Xiaojun Song; Jihai Yu
err分享
err收藏
Almost dominance: inference and application拟占优：推断与应用
errECONOMETRIC REVIEWS
IF1
err2025-10-01
err0
PREAI
errSong, Xiaojun; Sun, Zhenting
err分享
err收藏
Inference for trend functions in partially linear models部分线性模型中趋势函数的推断
errJOURNAL OF STATISTICAL PLANNING AND INFERENCE
IF0.8
err2025-09-01
err0
PREAI
errZheng, Sijie; Song, Xiaojun
err分享
err收藏
Testing the impacts on inefficiency in a semiparametric stochastic frontier model在半参数随机前沿模型中测试对无效率的影响
errECONOMETRIC REVIEWS
IF1
err2025-09-01
err0
PREAI
errLiao, Jen-Che; Song, Xiaojun; Wang, Hung-Jen
err分享
err收藏
Specification tests for the propensity score
errJOURNAL OF ECONOMETRICS
IF4
err2019-06-01
err18
errOAAI
errSant'Anna, Pedro H. C.; Song, Xiaojun
err分享
err收藏
Nonparametric tests for conditional symmetry条件对称性的非参数检验
errJOURNAL OF ECONOMETRICS
IF4
err2018-10-01
err4
PREAI
errDelgado, Miguel A.; Song, Xiaojun
err分享
err收藏

研究方向

计量经济学理论非参数与半参数方法模型设定检验自助方法时间序列分析
合作学者
合作期刊
虞吉海 封面图
虞吉海 (Jihai Yu)
H 指数: 23 · 论文数: 85
M
Miguel A. Delgado
H 指数: 21 · 论文数: 107
H
Hung‐Jen Wang
H 指数: 19 · 论文数: 100
S
Sijie Zheng
H 指数: 16 · 论文数: 80
Z
Zixin Yang
H 指数: 16 · 论文数: 78
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