目录
2015-01-01~2018-12-31 华南农业大学数学与信息学院 数学系 副教授
2011-12-01~2014-12-31 华南农业大学理学院 应用数学系 副教授
2006-07-01~2011-11-30 华南农业大学理学院 应用数学系 讲师
1997-08-01~2003-08-31 江苏徐州第七高级中学 数学教师
2003-09-01~2006-06-30 华东师范大学统计系 硕士
1993-09-01~1997-06-30 徐州师范大学 学士
2) 指导2014级研究生谢胜蓝、乔杉、李珍珠参加2016 The Mathematical Contest in Modeling（美国数学建模比赛）荣获 Honorable Mention （二等奖）
6. 国家自然科学基金重大研究计划培育项目，高维时间序列因子自回归模型的统计推断及应用研究（91746102），2018.1-2020.12，已结题；
5. 教育部人文社科基金规划项目，高维时间序列静态的近似因子模型的因子个数估计理论及 应用研究（17YJA910002），2017.7-2020.7，已结题；
4. 广东省自然科学基金面上项目，高维数据中因子模型的统计推断及应用 （2016A030313414），2016/6-2019/6，已结题；
3. 全国统计科学研究重点项目，高维时间序列因子模型的统计推断方法的改进及应用研究（2015LZ48），2015/12-2017/11，已结题；
2. 国家社会科学基金青年项目，两类门限型计量经济学模型的贝叶斯检验及应用研究（2CTJ0191），2012/09-2015/08，已结题；
1. 教育部人文社科基金青年项目，PTGARCH模型的贝叶斯检验及其在经济金融波动问题中的应用（11YJCZH195），2011.8-2014.8，已结题；
[30] Qiang Xia, Zhigen Gao, Gaorong Li, Rubing Liang*, A two-way factor model framework for high-dimensional panel time series, 2026, Statistica Sinica（DOI:10.5705/ss.202025.0292）
[29] Qiang Xia, Wai Keung Li, Rubing Liang*; Determining The number of factors in two-way factor model of high-dimensional matrix-variate time series: a white-noise based method for serial correlation models, 2026, Statistica Sinica（DOI:10.5705/ss.202025.0212）
[28] Rubing Liang, Yitian Liu, Pengyue Sun, Qiang Xia*, Robust determination for the number of factors in constrained approximate factor models, Econometric Reviews, 2026, 45(1):78–92.
[27] Yitian Liu, Jiazhu Pan, Qiang Xia*, Estimation of constrained factor models for high-dimensional time series, Journal of Forecasting, 2025, 44:1467–1477.
[26] Qiang Xia, Xianyang Zhang*, Adaptive testing for alphas in high-dimensional factor pricing models, Journal of Business and Economic Statistics, 2024, 42:640–653.
[25] Jun Yang#, Renjie Wu#, Qiang Xia, Jingjing Yu, Lingxian Yi, Ying Huang, Meixin Deng, Wanyun He, Yuman Bai, luchao Lv, Vincent Burrus, Chengzhen Wang, and Jian-Hua Liu*, The evolution of infectious transmission promotes the persistence of mcr-1 plasmids, mBio. 2023,14(4): e00442 -23 （ 共同一作）
[24] Rubing Liang, Binbin Qin, Qiang Xia*, Bayesian Inference for Mixed Gaussian GARCH-type Model by Hamiltonian Monte Carlo Algorithm, Computational Economics. 2024, (63):193 -220
[23] Xiaobing Zheng#, Qiang Xia*, Rubing Liang, Bayesian Inference for Order Determination of Double Threshold Variables Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics. 2023, 27(4):567 -587
[22] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Li Xiao, On determination of the number of factors in an approximate factor model, Studies in Nonlinear Dynamics & Econometrics. 2023;27(3):285-298
[21] Qiang Xia, Heung Wong, Shirun Shen, Kejun He*, Factor analysis for high dimensional time series: consistent estimation and efficient computation, Statistics Analysis and Data Mining. 2022, 15(2): 247 -263 (SCI)
[20] Xiaobing Zheng#, Kun Liang, Qiang Xia*, Dabing Zhang, Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. Computational Economics, 2022, 59:1175-1201
[19] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Ying Xiao, Subset Selection of Double-Threshold Moving Average Models Through the Application of the Bayesian Method, Statistics and Its Interface. 2022, 15: 51-61
[18] Jinshan Liu, Qiang Xia*. Some finite sample results for a system of seemingly unrelated regression equations, Communications in Statistics - Theory and Methods, 2022, 11(51):3629-3644
[17] Qiang Xia*, Zhiqiang Zhang, Wai Keung Li. A Portmanteau Test for Smooth Transition Autoregressive Models, Journal of Time Series Analysis, 2020, 41: 722–730 .
[16] Dabing Zhang, Shanying Chen, Liwen Ling*, Qiang Xia. Forecasting agricultural commodity prices using model selection framework with time series features and forecast horizons, IEEE Access, 2020, 8:28197-28209.
[15] Qiang Xia, Rubing Liang*, Jianhong Wu, Heung Wong. Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2018, 11: 307-316.
[14] Shuxia Ni#, Qiang Xia*, Jinshan Liu. Bayesian Subset Selection for Two-Threshold Variable Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics, 2018, 22, 4:1-16.
[13] Liwen Ling, Dabin Zhang*, Amin W. Mugera, Shanying Chen, Qiang Xia. A forecast combination framework with multi-time scale for livestock products price forecasting, Mathematical Problems in Engineering, 2019, 10:1-11. (SCI，中科院4区)
[12] Jianhong Wu*, Guodong Li, Qiang Xia. Moment-based tests for random effects in the two-way error component model with unbalanced panels, Economic Modelling, 2018, 74: 61-76. (SSCI，JCR1区)
[11] Qiang Xia*, Kejun He, Cunzhen Niu. A Model adaptive test for parametric single index time series model, Journal of Time Series Analysis, 2017, 38(6):981-999.
[10] Qiang Xia, Rubing Liang*, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics and Data Analysis, 2017, 112:235-241.
[9] Rubing Liang, Qiang Xia*, Jiazhu Pan, Jinshan Liu, Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach, Communications in Statistics - Simulation and Computation, 2017, 46: 1302-1317.
[8] Qiang Xia, Heung Wong*, Jinshan Liu,Rubing Liang, Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach, Computational Economics, 2017, 50(3): 353–372.
[7] Qiang Xia, Wangli Xu, Lixing Zhu*, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044. (SCI)
[6] Rubing Liang, Cuizhen Niu, Qiang Xia*, Zhiqiang Zhang, Nonlinearity Testing and Modeling for Threshold Moving Average Models, Journal of Applied Statistics, 2015, 42: 2614-2630.
[5] Qiang Xia, Rubing Liang, Jinshan Liu*, A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors, Communications in Statistics - Theory and Methods, 2015, 44: 1967-1980.
[4] Cuizhen Niu*, Qiang Xia, Testing the rate ratio under inverse sampling based on gradient statistic, Journal of Applied Statistics, 2015, 42:1402-1420.
[3] Qiang Xia, Jinshan Liu*, Jiazhu Pan, Rubing Liang, Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs, Communications in Statistics - Theory and Methods, 2012, 41: 1089-1104.
[2] Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu*, A Bayesian Nonlinearity Test for Threshold Moving Average Models, Journal of Time Series Analysis, 2010, 31: 329-336.
[1] 夏强，梁茹冰，李高荣*，参数单指标分位数自回归模型的诊断检验，中国科学--数学，2019 ， 49 (6): 879 -898.
[2] 刘金山，夏强，基于MCMC算法的贝叶斯统计方法，科学出版社，2016.
[1] Qiang Xia, Heung Wong, Identification of Threshold Autoregressive Moving Average Models, Springer-Verlag New York, 2016.
教材
[2] 夏强，刘金山，多元统计分析，人民邮电出版社，2021.
[1] 夏强，刘金山，概率论与数理统计，人民邮电出版社，2018.
金融数据分析与统计软件
高等数理统计
