蒋佩芸

ショウハイゲイ | peiyun Jiang

所属機関・部署：
職名：助教
ホームページURL (1件)： https://sites.google.com/view/peiyun-jiang/

研究分野 (1件)：経済統計

研究キーワード (3件)：構造変化 , 時系列分析 , パネルデータ

競争的資金等の研究課題 (3件)：

2024 - 2029 Developing statistical methods for structural change analysis using panel data
2023 - 2027 経済分析のための教師なし学習手法の開発
2021 - 2023 Estimation and inferences of structural changes in panel data models

論文 (4件)：

Peiyun Jiang, Yoshimasa Uematsu, Takashi Yamagata. Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models. 2023
Peiyun Jiang, Eiji Kurozumi. A new test for common breaks in heterogeneous panel data models. Econometrics and Statistics. 2023
Peiyun Jiang, Eiji Kurozumi. Monitoring parameter changes in models with a trend. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 2020. 207. 288-319
Peiyun Jiang, Eiji Kurozumi. Power properties of the modified CUSUM tests. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 2019. 48. 12. 2962-2981

講演・口頭発表等 (13件)：

Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
(Spring Econometric Forum, Shirahama, Japan 2024)
Testing for structural change in heterogeneous panels using common correlated effects estimators
(Economics Seminar at Tokyo Metropolitan University 2024)
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
(関西計量経済学研究会 2024)
Testing for structural change in heterogeneous panels using common correlated effects estimators
(17th International Conference on Computational and Financial Econometrics (CFE 2023) 2023)
Testing for structural change in heterogeneous panels using common correlated effects estimators
(Summer Econometrics Forum 2023)

学歴 (3件)：

学位 (2件)：

経歴 (3件)：

所属学会 (2件)：

The Econometrics Society , International Association for Applied Econometrics

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蒋 佩芸