Wang, Xuexin

Assistant Professor


Phone:0592-2182202

Email:xuexinwang@outlook.com

Office:D221

Homepage:https://metrixwang.github.io/

Biography Research Papers Research Projects

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
 

PUBLICATIONS

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

  2. 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 PAPERS

  1. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models (2018) (Single Author), R & R at the Econometric Reviews

  2. Asymptotic F Tests under Possibly Weak Identification (2019, With Julián Martínez-Iriarte and Yixiao Sun, UCSD), revision required at the Journal of Econometrics

  3. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence (2019, with Yixiao Sun, UCSD), revision required at the Journal of Time Series Analysis

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

  5. A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations (2019, with Yixiao Sun, UCSD)

  6. 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 (single author).

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

  3. A consistent overidentification test for linear models with weak instruments (single au- thor).

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

 

 

  • National Natural Science Foundation of China (No. 71973115), PI, 2020.01-2023.12, RMB 480,000

  • Fundamental Research Funds for the Central Universities, Xiamen University, PI, 2017.1- 2019.12, RMB 100,000

  • National Natural Science Foundation of China (No. 71301136), PI, 2014.01-2016.12, RMB 205,000