王学新-葡萄牙vs塞尔维亚比赛直播 系
 

王学新

副教授

西班牙马德里卡洛斯三世大学


               

电话：0592-2182202

电子邮件：xuexinwang@outlook.com

办公室：经济楼D221

个人主页：http://metrixwang.github.io

个人简介

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:    
Specification Testing;  IV Estimation;  Fixed-smoothing Asymptotics; Empirical Asset Pricing
 
 

研究成果

PUBLICATIONS

  1. An  Asymptotically F-Distributed Chow Test in the Presence of    Heteroscedasticity and Autocorrelation, 2021,  Econometric Reviews,  forthcoming (with Yixiao Sun, UCSD)

  2. A Simple Asymptotically F-Distributed  Portmanteau Test for Time  Series  Models with Uncorrelated Innovations,  2020, JBES, forthcoming (  with Yixiao Sun, UCSD), 

  3. An Asymptotic F Test for Uncorrelatedness in the Presence of Time   Series Dependence, 2020, Journal of Time Series Analysis,   41(4):536-550   (with Yixiao Sun, UCSD)

  4. A New Class of Tests for Overidentifying Restrictions in Moment   Condition Models, 2020, Econometric Reviews, Volume 39, 5, 495-509.

  5. Asymptotic F Tests under Possibly Weak Identification, 2020,  Journal  of Econometrics, 218 (1) 140-177 (with Julián Martínez-Iriarte  and  Yixiao Sun, UCSD)

  6. A General Approach to Conditional Moment Specification Testing  with  Projections, 2018, Econometric Reviews, Volume 37, 2, 140-165

  7. 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)

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

WORKING  IN PROGRESS

  1. A new class of JIVE estimator for linear instrumental variable models.

  2. Instrumental variable estimation via a continuum of instruments  with  an application to estimating the elasticity of intertemporal   substitution in consumption.

  3. A consistent overidentification test for linear models with weak instruments.

  4. Robust moment tests with asymptotically F distributions (with Yixiao Sun, UCSD).

  5. Generalized spectral tests for high dimensional multivariate martingale difference hypotheses


研究项目

 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