王学新

助理教授

西班牙马德里卡洛斯三世大学经济学博士

电话:0592-2182202

电子邮件:xuexinwang@outlook.com

办公室:经济楼D221

Office Hours:

个人主页:http://metrixwang.github.io


个人简介 研究成果 研究项目

Education:
Ph.D in Economics, Universidad Carlos III de Madrid, Spain              2006-2012
M.A in Economics, Fudan University, China                                             2003-2006
B.S in Engineering, Shanghai Jiaotong University, China                     1997-2001
 
Research Fields:
Econometric Theory, Financial Econometrics, Applied Econometrics
 
 

Publication

  1. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, 2019, Journal of Time Series Analysis, forthcoming, DOI: 10.1111/jtsa.1252 (with Yixiao Sun, UCSD)

  2. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models, 2019, Econometric Reviews, forthcoming, DOI: 10.1080/07474938.2019.1697085 (Single Author)

  3. Asymptotic F Tests under Possibly Weak Identification, 2019, Journal of Econometrics, forthcoming 10.1016/j.jeconom.2019.10.011 (with Julián Martínez-Iriarte and Yixiao Sun, UCSD)

  4. A General Approach to Conditional Moment Specification Testing with Projections, 2018, Econometric Reviews, Volume 37, 2, 140-165 (Single Author)

  5. A Joint Portmanteau Test for Conditional Mean and Variance Time Series Models, 2015, Journal of Time Series Analysis, Volume 36, 1, 39-60 (with Carlos Velasco, UC3M)



Working Paper

  1. Consistent Estimation of Models Defined by Conditional Moment Restrictions Under Minimal Identifying Conditions (2019) (Single Author), submitted

  2. A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations (2019, with Yixiao Sun, UCSD), R&R at the JBES

  3. An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation (2019, with Derrick H. Sun and Yixiao Sun, UCSD), R&R at the Econometric Reviews

  4. Improved Consistent Conditional Moment Test for Regression Models in The Presence of Heteroskedasticity of Unknown Form (2013)



 

 国家自然科学基金面上项目, 2020.1-2023.12

 国家自然科学基金青年科学基金项目, 2014.1-2016.12