My new puppy contantly cries unless she can see or feel me?

We have had our little shih-tzu x maltese girl for three days now. She constantly cries unless she can see or feel me. It is making it difficult, if not impossible to leave her on her own. When we try keeping her in a room by herself with the door closed she yelps and cries constantly and almost hysterically. We've tried a ticking clock, hot water bottle, fluffy toys, a pillow with our scent on it and fluffy blankets. We're afraid if she keeps making too much noise, she will annoy the neighbours and upset surrounding dogs. Any more suggestions? Please help !?!?!