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张俊妮
专业: 经济统计学
系别: 商务统计与经济计量系
职称: 副教授
办公电话:86-10-62757922
Email:zjn@gsm.pku.edu.cn
张俊妮,北京大学光华管理学院统计学副教授。她1998年毕业于中国科学技术大学,获计算机软件学士学位;2002年毕业于美国哈佛大学,获统计学博士学位。她的研究领域为因果推断、贝叶斯分析、蒙特卡洛方法、数据挖掘以及统计在经济、金融、营销中的应用。
社会职务
北京哈佛校友会理事
Computation Statistics编委(Associate Editor)
研究成果
[1] Zhang, J. L., Rubin, D. B., and Mealli, F. (2008), “Likelihood-based Analysis of Causal Effects via Principal Stratification: New Approach to Evaluating Job-Training Programs,” accepted by Journal of the American Statistical Association.
[2] 董小英,鄢凡,刘倩倩,张俊妮(2008),“不确定环境中我国企业高管信息扫描行为的实证研究”,《管理世界》。
[3] Zhang, J. L., Rubin, D. B., and Mealli, F. (2008), “Evaluating the Effects of Job Training Programs on Wages through Principal Stratification,” in Volume 21 of Advances in Econometrics: Modeling and Evaluating Treatment Effects in Econometrics, ed. by Millimet, D. L., Smith, J. A. and Vytlacil, E., pp. 117-145. Elsevier Science.
[4] Zhang, J. L., Lin, M. T., Liu, J. S. and Chen, R. (2007), “Looahead and Piloting Strategies for Variable Selection.” Statistica Sinica, 17, 985-1003.
[5] 张俊妮,赵永鹏,曹丽娜,邵亚楠(2007),“直邮营销中统计数据挖掘的应用”,《数理统计与管理》第26卷第2期291-296页。
[6] 张俊妮,陈玉宇(2006),“产业聚集,所有制结构与外商投资企业的区位选择”,《经济学季刊》第5卷第4期(总第22)期1091-1108页。
[7] Lin, M., Zhang, J. L. , Cheng, Q. and Chen, R. (2005), “Independent particle filters,” Journal of the American Statistical Association, Vol. 100, No. 472, 1412-1421.
[8] 张俊妮,江明华,庞隽,“品牌个性与消费者个性相关关系的实证研究”,《经济科学》2005年第6期。
[9] Zhang, J. L., Rubin, D. B., and Mealli, F. (2005), “Using the EM Algorithm to Estimate the Effects of Job Training Programs on Wages,” Proceedings of the 55th Session of the International Statistical Institute.
[10] Zhang, J. L., Rubin, D. B. (2003), “Estimation of causal effects via principal stratification when some outcomes are truncated by “death”,” Journal of Educational and Behavioral Statistics, 28, 353—368.
[11] Liu, J. S., Zhang, J. L., Palumbo, M. L., and Lawrence, C. E. (2003), “Bayesian clustering with variable and transformation selections (with discussion),” in Bayesian Statistics 7: Proceedings of the Seventh Valencia International Meeting Dedicated to Dennis V. Lindley, ed. by Bernardo, J. M., Dawid, A. P., Berger, J. O. and West, M., pp. 249—275. Oxford University Press.
[12] Zhang, J. L. (2003), “Causal Inference with Instrumental Variables,” in Applied Bayesian Modeling and Causal Inference from Incomplete-data Perspectives: An Essential Journey with Donald Rubin’s Statistical Family, ed. by Gelman, A. and Meng, X. Wiley.
[13] Zhang, J. L. and Liu, J. S. (2002), “A new sequential importance sampling method and its application to the 2D hydrophobic-hydrophilic model,” Journal of Chemical Physics 117, 3492—3498.