王学新

副教授

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

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



 

 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