（一）已发表论文 • Chen Qitong, Hong Yongmiao, Li Haiqi (2024). Time-varying forecast combination for factor-augmented regressions with smooth structural changes. Journal of Econometrics, 240, 105693. [SSCI/SCI, JCR Q1, AJG 4, 经济学国际顶尖期刊] • Chen Qitong, Hong Yongmiao, Li Haiqi, Wang Xia (2026). Time-varying model averaging for FAVAR models with smooth structural changes. Journal of Business & Economic Statistics, forthcoming. [SSCI/SCI, JCR Q1, AJG 4, 经济学国际顶尖期刊] • Chen Qitong, Zhu Huiming, Yu Dongwei, Hau Liya (2022). How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. North American Journal of Economics and Finance, 59, 101581. [SSCI, JCR Q1, AJG 2] • Chen Qitong, Chen Xingyi, Chen Zhenrui (2026). Avoiding weak-factor selection in sPCA-based factor-augmented regression: An all subset-averaging perspective. Finance research letters, 98, 109870. [SSCI, JCR Q1, AJG 2] • Chen Qitong, Lai Shuwen (2026). Self-normalized tests for multistep conditional predictive ability. Statistics and Probability Letters, 239, 110914. [SCI, JCR Q4, AJG 2] • Chen Qitong, Lai Shuwen (2026). Sharp two-point local time estimates for critical branching random walks in low dimensions. Statistics and Probability Letters, 239, 110888. [SCI, JCR Q4, AJG 2] • Zhu Huiming, Chen Weiyan, Hau Liya, Chen Qitong (2021). Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. North American Journal of Economics and Finance, 57, 101447. [SSCI, JCR Q1, AJG 2] • 陈麒同，王沁 (2025). 基于时频分解的时变金融稳定性研究. 系统科学与数学, 45(11) : 3427–3442. [CSCD, FMS T2] • 李海奇, 张妮, 陈麒同. (2026). 大数据与时变环境下的原油期货收益率预测研究. 财经理论与实践, 47(3): 53-61. [CSSCI, 通讯作者] • 朱慧明，陈麒同，余東洧 (2022). 全球经济政策不确定性对我国通货膨胀的冲击效应研究. 统计与决策, 38(02): 134-139. [CSSCI]
（二）工作论文 • Li Haiqi, Yin Bin, Chen Qitong, Hong Yongmiao (2026). Beyond Principal Components: Likelihood-Based Estimation of Time-Varying Factor Models with Heterogeneous Factor Strengths. Revised at Journal of Econometrics. • Chen Qitong, Li Haiqi, Xiao Zhijie, Zhang Ni (2026). Optimal model averaging for extremile regressions in data-rich environment. Revised at Journal of Business & Economic Statistics. • 李好, 陈麒同. (2026). 基于分位数因子增广与高维模型平均的中国通货膨胀率预测. Submitted. • 陈麒同, 陈柏宇. (2026). 经济结构分化下的GDP即时预测——基于监督因子稀疏MIDAS方法. Submitted.
|
