数理统计；面板数据计量经济分析；高维因子分析及其应用；金融时间序列分析

2018年

[4] Wu J. Eigenvalue difference test for the number ofcommon factors in the approximate factor models,Economics Letters,2018 In press

[3] Wu J., Li G. and Xia Q. Moment-based tests for random effects inthe two-way error componentmodel with unbalanced panels,Economic Modelling,2018 In press

[2] Chen J., Yue R. X. and Wu J. Hausman-type tests for individual and time effects in the panel regression model with incomplete data, Journal of the Korean Statistical Society,2018, In press

[1] Xia Q., Liang R., Wu J.,Wong H. Determining the number of factors for high-dimensional time series，Statistics and Its Interface, 2018,11:307-316.

2017年

[2] Wu J., Ding Q., Qin J. Testing for Serial Correlation in Three-dimensional Panel Data Models, Acta Mathematicae Applicatae Sinica, English Series

2017, 33(1) : 239–250

[1] Xia Q., Liang R., Wu J. Transformed contribution ratio test for the number of factors in static approximate factor models, Computational Statistics and Data Analysis, 2017，112: 235–241

2016年

[2] Wu J. Robust determination for the number of common factors in the approximate factor models,Economics Letters,2016,144:102-106

[1]Wu J.Robust random effects tests for two-way error component models with panel data，Economic Modelling, 2016,59,1-8

2015年及之前部分成果

[1] Wu J., Qin J., Ding Q. A moment-based test for individual effects in the error component model with incomplete panels, Statistics and Probability Letters, 2015, 104:153–162

[2] Wu J. and Li J. Testing for individual and time effects in panel data models with interactive effects, Economics Letters, 2014，125:306-310.

[3] Wu J. and Li G. Moment-based tests for individual and time effects in panel data models, Journal of Econometrics, 2014，178：569-581. (TOP Journal)

[4] Wu J. and Zhu L.X. Estimation of and testing for random effects in dynamic panel data models, TEST，2012,21（3）：477-497.

[5] Wu J.and Zhu L.X. Testing for serial correlation and random effects in a two-way error component regression model, Economic Modelling, 2011, 28:2377-2388.

[6] Wu J.andZhu L. X., Goodness-of-Fit Tests for Vector Autoregressive Models inTime Series. Science in China Series A-Mathematics, 2010，53 (1):187-202

[7] Wu J.andZhu L. X., Diagnostic Checking for Conditional Heteroscedasticity Models. Science in China Series A-Mathematics, 2010，53（10）2773-2790

[8] Wu J.andSu W. Estimation of moments for linear panel data models with potential existence of time effects. Statistics & Probability Letters, 2010,80: 1933–1939

[9] Wu J. and Su,W. A modified residual-based test for serial correlation in linear panel datamodels. Acta Mathematicae Applicatae Sinica, English Series, 2014,30(2):401-410.

[10] Wu J. Robust estimation of moment in dynamic panel models with potential Intercorrelation, Communications in Statistics-Theory and Methods, 2013,42:4199-4209.

[11] Wu J.A joint test for conditional heteroscedasticity indynamic panel data models. Communications in Statistics-Theory and Methods, 2011，40:1434-1444

[12] Wu J. H. andZhu L. X., Testing the Adequacy of GARCH-type Models in Time Series.Acta Mathematica Scientia, 2009，29B（2）：327-340

[13] Wu J. H.,Zhu L. X. and Li Z. X., A Note on Parameter Estimations of Panel Vector Autoregressive Models with Intercorrelation. Acta Mathematicae Applicatae Sinica，2009, 25 (2): 177-182

[14] Wu J. H., Admissiblity of linear estimators in multivariate linear models with respect to inequality constraints. Linear Application and its applications, 2008 428: 2040-2048

[15] Wu J. H. andZhu L. X., A score type test for general autoregressive models in time series. Acta Mathematicae Applicatae Sinica, English Series, 2007，23 (3):439-450

[16] 吴鑑洪,约束条件下多元线性模型中线性估计的可容许性.应用数学学报, 2007 30 (6): 1140-1144

[17] 吴鑑洪，赵卫亚，谢祺，面板向量分位数回归及其在居民消费行为研究中的应用。统计研究，2014，31(6):91-100

[18] 吴鑑洪，张淦，兼具截面相依性和重尾性面板单位根检验方法研究及应用，数量经济技术经济研究，2013，30（8）:137-148

[19] 吴鑑洪 面板数据模型中随机效应存在性检验的理论研究及其实证分析。统计研究，2011，28(9):95-100

[20] 吴鑑洪,朱力行，多元时间序列GARCH型模型的诊断检验。数学物理学报（中文版），2010, 30(3) 630-638 

[21] 吴鑑洪 检验 n 和 T 都很大的固定效应动态面板模型的条件异方差性，应用数学学报， 2010,33(2):204-213

[22] 吴鑑洪 带有固定效应且 n 和 T 都很大的动态面板模型的诊断检验，高校应用数学学报，2009，24 (3):266-274

[23] 苏为华，吴鑑洪，Delphi-AHP构权过程中专家意见一致性的统计检验问题研究。统计研究，2010 27(7):84-88

[24] 徐家杰，吴鑑洪， 双阀值LSTAR模型非线性检验的理论研究及其应用，应用数学学报，2012，35（6）：1058-1068

2013年入选浙江省中青年学科带头人（统计学）;

2014年入选浙江省新世纪151人才工程第二层次培养人员;

2009年入选浙江省新世纪151人才工程第三层次培养人员;

2013年获得国家统计局全国统计科学研究优秀论文三等奖;

多次获得中国数量经济学会优秀论文奖。

第十届中国现场统计学会理事，中国现场统计学会高维数据分会理事，国家自然科学基金评审专家，省市自然科学基金评审专家，教育部学位与研究生教育发展中心学位论文评审专家，国内外重要期刊审稿专家。

与政府部门和企事业单位保持紧密联系，并承担其委托课题、统计咨询和数据分析等工作。