PUBLICATION (2015 – )

Refereed Journal Articles  

1. Chunrong      Ai, Li-Hsien Sun, Zheng Zhang, and Liping Zhu (2024). Testing      Unconditional and Conditional Independence via Mutual Information. Journal of Econometrics 240, 105335.      https://doi.org/10.1016/j.jeconom.2022.07.011      

2. Feng Liu,      Jie Xu, Chunrong Ai (2023). Heterogeneous Impacts of Oil Prices on China’s      Stock Market: Based on a New Decomposition Method. Energy. https://doi.org/10.1016/j.energy.2023.126644

3. Yuanqing      Zhang, Chunrong Ai, Yagin Feng (2023). Threshold Effect in Varying      Coefficient Models with Unknown Heteroskedasticity. Computational Statistics https://doi.org/10.1007/s00180-023-01335-7

4. Yang Yang,      Graziano Abrate and Chunrong Ai (2023). Econometric Analysis in      Hospitality and Tourism Management. Chapter 4 in Cutting Edge Research Methods in Hospitality and Tourism, pp.      53-69. Emerald Publishing Limited. doi:10.1108/978-1-80455-063-220231005

5. Yingyi      Chen; Shell Xu Hu; XI Shen; Chunrong Ai; Johan A.K. Suykens (2022).      Compressing Features for Learning with Noisy Labels. IEEE Transactions on Neural Networks and Learning Systems.      Doi: 10.1109/TNNLS.2022.3186930

6.      Chunrong Ai, Oliver Linton, Zheng Zhang (2022). Estimation and Inference for the Counterfactual Distribution and Quantile Functions in Continuous Treatment Models.  Journal of Econometrics 228(1), 39-61.

7.      Chunrong Ai, Lukang Huang, Zheng Zhang (2022). A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders. Statistica Sinica 32:1-20.

8.      Chunrong Ai, Oliver Linton, Kaiji Motegi, Zheng Zhang (2021). A Unified Framework for Efficient Estimation of General Treatment Models. Quantitative Economics 12:779-816

9.      Chunrong Ai, Lukang Huang, Zheng Zhang (2020). A Mann-Whitney test of distributional effects in a multivalued treatment. Journal of Statistical Planning and Inference 209:85-100.

10.  Shi Yafeng, Ying Tingting, Yanlong Shi, Ai Chunrong (2020). A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility. Journal of Forecasting 39:1025-1034.

11.  Chunrong Ai, Oliver Linton, and Zheng Zhang (2020). A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data. Statistica Sinica 30:1949-1970

12.  Chunrong Ai, Yuanqing Zhang (2017). Estimation of Partially Specified Spatial Panel Data Models with Fixed-Effects. Econometric Reviews, 36:6-22

13.  Chunrong Ai, Hongjun Li, Zhongjian Lin, Meixia Meng (2015). Estimation of Panel Data Partly Specified Tobit Regression with Fixed Effects. Journal of Econometrics，188:316-326.

14.  Chunrong Ai, Meixia Meng (2015). Endogeneity in Semiparametric Panel Binary Choice Model. Econometric Reviews, 34:798-826.

Refereed Journal Articles (in Chinese)

15.  张昊，艾春荣，褚挺进，尹建鑫（2022）“基于分组空间自回归模型的房价预测”，中国物价 11:3。

16.  艾春荣 （2021）“自然实验与政策评价”，中国科学基金 35（5）：2

17.  孟美侠 李培鑫 艾春荣 何青 （2019）“城市工资溢价：群聚、禀赋和集聚经济效应—基于近邻匹配法的估计”，经济学（季刊）2, 505-526.

18.  许玲丽，龚关，艾春荣（2016）“幸福，赚钱还是花钱？”，财经研究  6。

19.  施雅丰，艾春荣 （2016）“中国股市波动率的广义周内特征及其预测模型”，系统工程理论与实践 36(8),  1918-1927.

20.  许玲丽、艾春荣（2016）“高等教育回报的质量差异—对部属、省属与地方高校的比较研究”，经济理论与经济管理， 6(8), 102-112.

21.  艾春荣，张奕，崔长峰（2015）“债券流动性与违约风险相关性溢价及实证研究” , 管理科学学报，8， 87-94。

22.  汪伟，艾春荣 （2015）“人口老龄化与中国储蓄率的动态演化”，管理世界  6， 47-62。