常进雄、李如兵、孙燕(2024),认知能力、教育代际流动性与教育资源配置效率,《系统工程理论与实践》,已录用。
Yan Sun, Chuang Wan, Wenyang Zhang,Wei Zhong(2024),A multi-kink quantile regression model with common structure for panel data analysis, 《Journal of Econometrics》,239,105304.
Yan Sun, Wei Huang(2023), Estimation and testing of kink regression model with endogenous regressors, Computational statistics, forthcoming
孙燕、黄伟(2022), 时变固定效应动态短面板模型的变量选择估计及应用, 《系统工程理论与实践》,第6期。
Yan Sun、Wei Huang(2022),Quai-maximum likelihood estimation of short panel data models with time-varying individual effects,《Metrika》,85(1):93-114。
陈曦明、黄伟、孙燕(2021),金融市场风险、企业金融化与企业固定资产投资效率,《商业研究》,第3期。
Yan Sun, Yueqin Wu(2018),Estimation and testing for a partially linear single-index spatial regression model,《Spatial Economic Analysis》,13(4):473-489。
孙燕、胡美娣(2018),非参数部分带测量误差的部分线性模型估计,《统计与决策》,第9期。
Yan Sun (2017), Estimation of single-index model with spatial interaction, 《Regional Science and Urban Economic》,62:36-45。
Yueqin Wu, Yan Sun(2017),Shrinkage Estimation of the Linear Model with Spatial Interaction,《Metrika》,80:51-68。
孙燕、胡美娣(2017),变参数测量误差模型及在创新对企业产出中的应用,《系统工程》,第12期。
Hongjie Wei, Yan Sun (2017),Heteroskedasticity robust semiparametric GMM estimation of a spatial model with space-varying coefficients, 《Spatial Economic Analysis》,12:113–128。
孙燕(2015),随机效应半参数二值响应模型的估计研究,《管理科学学报》,2015.11, 63-73.
Yan Sun, Hongjia Yan, Wenyang Zhang, Zudi Lu (2014), A semiparametric spatial dynamic model,《Annals of Statistics》,Volume 42, Number 2700-727.
孙燕(2013),随机效应半参数logit模型的惩罚似然估计研究,《统计研究》,2013,30(4):92-98.
孙燕(2012), 随机效应logit计量模型的自适应lasso变量选择方法研究——基于Gauss-Hermite积分的EM算法,《数量经济技术经济研究》,2012,29(12):147-157.
Yan Sun,Jialiang Li,Wenyang Zhang(2012), Estimation and Model Selection in a Class of Semiparametric Models for Longitudinal Data,《Annals of the Institute of Statistical Mathematics》, 64:835-856.
孙燕(2012),我国产出缺口与通胀菲利普斯曲线形态的研究_基于LSTVAR模型的实证分析,《上海经济研究》,2012,24(1): 10-18.
Yan Sun, Jinting Zhang(2011), A score test for variance components testing in a semiparametric mixed-effects model under non-normality, 《Statistics and Its Interface》,Vol.4:65-72.
孙燕(2010),含结构突变的城镇居民消费与收入的长短期关系,《统计研究》,2010, 27, 22-28.
Wenyang Zhang , Jianqing Fan, Yan Sun(2009), A semiparametric model for cluster data,《Annals of Statistics》, 37, 2377-2408.
Wenyang Zhang, Yan Sun, Jinting Zhang, Duolao Wang(2009), Local polynomial modeling for varying-coefficient informative survival models, 《 Statistic Sinica》, 19(3):1319-1336.
孙燕(2009),变参数计量经济学联立模型的局部线性工具向量估计及其性质,《数学的实践与认识》, 2009,No.6: 60-66。
Yan Sun, Wenyang Zhang, Tong, Howell(2007),Estimation of the covariance matrix of random effects in longitudinal studies,《Annals of Statistics》, 35(6): 2795-2814.
Yan Sun, Genxiang Chai(2007), Parameter estimates in random intercept mixed effects model for repeated measures, 《数学学报英文版》, 2007,23(4): 685-696.