王学新

助理教授

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

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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

A General Approach to Conditional Moment Specification Testing with Projections, 2015, Econometric Reviews, Forthcoming

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)

Working Paper

A New Class of Tests for Overidentifying Restrictions in Moment Condition Models (2016)

A New Portmanteau Test for ARMA Models with Weak Errors (2016)

A Note on Consistent Moment Tests (2015)


 

基于投射变换方法的(条件)矩理论及其应用研究, 国家自然科学基金 青年科学基金项目, 2014.1-2016.12