百晓学者学者目录

兰伟

博士生导师、教授，西南财经大学

精选作品

期刊论文

2026

Testing Alphas in Linear Factor Models: A Portfolio Approach

Jun Zhang, Dan Pu, Wei Lan, Guanhao Feng

Journal of Business and Economic Statistics

DOI

2026

Inferences on blockwise correlation matrix with unknown group structure

Bo Lei, Wei Lan, Xinyan Fan

Computational Statistics & Data Analysis

DOI

2026

Reduced rank multivariate spatial autoregressive model for large-scale networks

Tianyi Zhu, Dan Pu, Yingying Ma, Danyang Huang, Wei Lan

Journal of Econometrics

DOI

2026

Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors

Bo Yu, Weijia Peng, Chun Yao, Wei Lan

Pacific-Basin Finance Journal

DOI

2024

强制性社会责任报告披露政策的规制效用评估——基于同伴效应的视角

常琦，雷博，罗荣华，兰伟

《统计研究》，Vol. 41, No. 10

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2024

基于网络关系的分类变量预测研究

丁月，方匡南，兰伟，徐顺

《统计研究》，Vol. 41, No. 1

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2023

打破刚性兑付，资金何去何从？——基于家庭资产配置的微观视角

和泽慧，路晓蒙，罗荣华，兰伟

《经济学（季刊）》，Vol. 23, No. 4

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2021

Regression Analysis with Individual-Specific Patterns of Missing Covariates

Huazhen Lin, Wei Liu, Wei Lan

Journal Of Business & Economic Statistics，Vol. 390, No. 1

DOI

2021

我国股票市场可以预测吗?——基于组合LASSO-logistic方法的视角

贺平，兰伟，丁月

《统计研究》，Vol. 38, No. 5

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2019

A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection

Wei Lan, Lilun Du

Journal Of Business & Economic Statistics，Vol. 370, No. 1

DOI

2019

Least squares estimation of spatial autoregressive models for large-scale social networks

Danyang Huang, Wei Lan, Hao Helen Zhang, Hansheng Wang

Electronic Journal of Statistics

DOI

2018

Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders

Jing Zhou, Wei Lan

International Review Of Economics & Finance，Vol. 56

DOI

2018

Testing High-Dimensional Linear Asset Pricing Models

Wei Lan, Long Feng, Ronghua Luo

Journal Of Financial Econometrics，Vol. 160, No. 20

DOI

2018

Factor-adjusted multiple testing of correlations

Lilun Du, Wei Lan, Ronghua Luo, Ping‐Shou Zhong

Computational Statistics & Data Analysis

DOI

2017

基于相关与回归分析的四川省现代服务业旅游响应测度

兰伟，熊佳

《经济研究导刊》

2017

旅游场域概念界定、理论体系与实证研究述评

兰伟

《当代经济》

2017

文化景观系统旅游生态风险评价指标体系构建

兰伟

《当代经济》

2017

Tests for covariance structures with high-dimensional repeated measurements

Ping‐Shou Zhong, Wei Lan, Peter X.‐K. Song, Chih‐Ling Tsai

The Annals of Statistics

DOI

2017

Sequential Model Averaging for High Dimensional Linear Regression Models

Wei Lan, Yingying Ma, Junlong Zhao, Hansheng Wang, Chih‐Ling Tsai

Statistica Sinica

DOI

2016

The value of institutional shareholders Evidence from cross-border acquisitions by Chinese listed firms

Jing Zhou, Wei Lan, Yingkai Tang

Management Decision，Vol. 540, No. 1

DOI

2015

基金排名与主动性水平：理论与实证

罗荣华，兰伟，杨云红

《中国管理科学》，Vol. 23, No. 8

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2013

Testing covariates in high-dimensional regression

Wei Lan, Hansheng Wang, Chih‐Ling Tsai

Annals of the Institute of Statistical Mathematics

DOI

2011

基金的主动性管理提升了业绩吗？

罗荣华，兰伟，杨云红

《金融研究》，No. 10

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预印本

2026

A spectral inference method for determining the number of communities in networks

Yujia Wu, Xiucai Ding, Jingfei Zhang, Wei Lan, Chih‐Ling Tsai

arXiv (Cornell University)

DOI

2026

Selecting and Testing Asset Pricing Models: A Stepwise Approach

Guanhao Feng, Wei Lan, Hansheng Wang, Jun Zhang

arXiv preprint

2026

Empty Commitments: When Agents Promise What They Cannot Deliver

Jiaqi Tang, Bingyu Shen, Lan Wei, Qing Lu, Bethel Ololade, Danny Galvis, Miles Q. Li, Bin Hu, Boyang Li

arXiv preprint

2026

Who May Release an Agent's Promise? Standing over Commitments in Multi-Party Chat

Lan Wei, Bingyu Shen, Jiaqi Tang, Qing Lu, Kuan Huang, Meng Xu, Miles Q. Li, Bin Hu, Boyang Li

arXiv preprint

2026

Executable Prefix Values for Locating Agent Failures

Bingyu Shen, Jiaqi Tang, Lan Wei, Yi Sheng, J. Jenny Li, Boyang Li

arXiv preprint

2025

Testing and Comparing Asset Pricing Factor Models: An Out-of-Sample Perspective

Jun Zhang, Wei Lan, Long Feng, Guanhao Feng

SSRN Electronic Journal

DOI

书籍章节

2025

Covariance Regression Model for Non-Normal Data

Tao Zou, Ronghua Luo, Wei Lan, Chih‐Ling Tsai

WORLD SCIENTIFIC eBooks

DOI

2020

Covariance Regression Model for Non-Normal Data

Tao Zou, Ronghua Luo, Wei Lan, Chih‐Ling Tsai

WORLD SCIENTIFIC eBooks

DOI

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