← All authors Wei Lan Southwestern University of Finance and Economics (from arXiv:2601.10279, 2026) · OpenAlex
48 papers in scope · 48 published · 1 on the econ.EM arXiv · 604 citations · h-index 14 (over the papers listed here)
Papers (1 of 48)
published 2026 · Management Science
Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors
published 2026 · Pacific-Basin Finance Journal
with Bo Yu, Weijia Peng, Chun Yao
Regression-based multisource conditional domain adaptation for policy outcome prediction
published 2025 · Neural Networks · 1 citations
with Chang Qi, Caijia Zhu, Liang Wu, Desheng Zheng, Fengmao Lv
Structured covariance matrix estimation under volatility constraint
published 2025 · Finance research letters
with Yongqiang Wu, Jun Zhang
Network Varying Coefficient Model
published 2025 · Journal of the American Statistical Association · 1 citations
with Xinyan Fan, Kuangnan Fang, Chih-Ling Tsai
Multivariate spatiotemporal models with low rank coefficient matrix
published 2024 · Journal of Econometrics · 1 citations
with Dan Pu, Kuangnan Fang, Jihai Yu, Qingzhao Zhang
Community influence analysis in social networks
published 2024 · Computational Statistics & Data Analysis · 6 citations
with Yuanxing Chen, Kuangnan Fang, Chih-Ling Tsai, Qingzhao Zhang
Reduced Rank Spatio-Temporal Models
published 2024 · Journal of Business and Economic Statistics · 5 citations
with Dan Pu, Kuangnan Fang, Jihai Yu, Qingzhao Zhang
Bipartite network influence analysis of a two-mode network
published 2023 · Journal of Econometrics · 5 citations
with Yujia Wu, Xinyan Fan, Kuangnan Fang
HOW CAN DIGITAL ECONOMY DEVELOPMENT EMPOWER HIGH-QUALITY ECONOMIC DEVELOPMENT?
published 2023 · Technological and Economic Development of Economy · 44 citations
with Wen Chen, Xiaoyu Du, Weili Wu, Murong Zhao
Subnetwork estimation for spatial autoregressive models in large-scale networks
published 2023 · Electronic Journal of Statistics · 2 citations
Spatial dynamic panel models with missing data
published 2023 · Stat · 3 citations
Covariance Model with General Linear Structure and Divergent Parameters
published 2022 · Journal of Business and Economic Statistics · 7 citations
Polynomial network autoregressive models with divergent orders
published 2022 · Science China Mathematics · 3 citations
with Bo Lei, Nengsheng Fang, Jing Zhou
A case study on the shareholder network effect of stock market data: An SARMA approach
published 2022 · Science China Mathematics · 3 citations
A blockwise network autoregressive model with application for fraud detection
published 2022 · Annals of the Institute of Statistical Mathematics · 4 citations
with Bofei Xiao, Bo Lei, Bin Guo
Asymptotic covariance estimation by Gaussian random perturbation
published 2022 · Computational Statistics & Data Analysis · 2 citations
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
published 2021 · Journal of Econometrics · 27 citations
Inward and Outward Network Influence Analysis
published 2021 · Journal of Business and Economic Statistics · 11 citations
Inference on covariance-mean regression
published 2021 · Journal of Econometrics · 9 citations
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach
published 2021 · Journal of Business and Economic Statistics · 13 citations
Success in completing cross‐border acquisitions by emerging market firms: What matters?
published 2020 · World Economy · 4 citations
with Jing Zhou, Yunwen Jiang, On Kit Tam, Silin Ye
A multi-step procedure to determine the number of factors in large approximate factor models
published 2020 · Communication in Statistics-Theory and Methods
with Ronghua Luo, Jiakun Jiang, Chengliang Yan, Yue Ding
Network Influence Analysis
published 2019 · Statistica Sinica · 14 citations
Approximate least squares estimation for spatial autoregressive models with covariates
published 2019 · Computational Statistics & Data Analysis · 5 citations
Regression Analysis with Individual-Specific Patterns of Missing Covariates
published 2019 · Journal of Business and Economic Statistics · 15 citations
with Huazhen Lin, Wei Liu
A penalized expected risk criterion for portfolio selection
published 2019 · China Finance Review International · 6 citations
with Ronghua Luo, Yi Liu
Least squares estimation of spatial autoregressive models for large-scale social networks
published 2019 · Electronic Journal of Statistics · 22 citations
Factor-adjusted multiple testing of correlations
published 2018 · Computational Statistics & Data Analysis
with Lilun Du, Ronghua Luo, Ping-Shou Zhong
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
published 2018 · Journal of Business and Economic Statistics · 36 citations
Testing High-Dimensional Linear Asset Pricing Models
published 2018 · Journal of Financial Econometrics · 7 citations
Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders
published 2017 · International Review of Economics & Finance · 11 citations
with Jing Zhou
Model Averaging for Prediction With Fragmentary Data
published 2017 · Journal of Business and Economic Statistics · 38 citations
with Fang Fang, Jingjing Tong, Jun Shao
A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
published 2017 · Journal of Business and Economic Statistics · 15 citations · first circulated 2014
with Lilun Du
Tests for covariance structures with high-dimensional repeated measurements
published 2017 · The Annals of Statistics · 15 citations
with Ping-Shou Zhong, Peter X.-K. Song, Chih-Ling Tsai
Sequential Model Averaging for High Dimensional Linear Regression Models
published 2017 · Statistica Sinica · 7 citations
High dimensional cross-sectional dependence test under arbitrary serial correlation
published 2016 · Science China Mathematics · 2 citations
with Rui Pan, Ronghua Luo, YongWei Cheng
Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
published 2016 · Communications in Statistics - Simulation and Computation · 1 citations
with Ronghua Luo
Testing a single regression coefficient in high dimensional linear models
published 2016 · Journal of Econometrics · 25 citations
Covariance Matrix Estimation via Network Structure
published 2016 · Journal of Business and Economic Statistics · 26 citations
Covariance Regression Analysis
published 2016 · Journal of the American Statistical Association · 102 citations · first circulated 2015
Testing covariates in high dimension linear regression with latent factors
published 2015 · Journal of Multivariate Analysis · 6 citations
A high dimensional two-sample test under a low dimensional factor structure
published 2015 · Journal of Multivariate Analysis · 22 citations
Are Investor Protection and Ownership Concentration Substitutes in Chinese Family Firms?
published 2015 · Emerging Markets Finance and Trade · 11 citations
with Jing Zhou, On Kit Tam
Testing predictor significance with ultra high dimensional multivariate responses
published 2014 · Computational Statistics & Data Analysis · 3 citations
Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
published 2014 · Journal of Business and Economic Statistics · 18 citations
Testing covariates in high-dimensional regression
published 2013 · Annals of the Institute of Statistical Mathematics · 37 citations
A Bayesian information criterion for portfolio selection
published 2011 · Computational Statistics & Data Analysis · 9 citations
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