Wang, Xuexin

Assistant Professor


Phone:0592-2182202

Email:xuexinwang@outlook.com

Office:D221

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
 

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

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

A New Portmanteau Test for ARMA Models with Weak Errors (2014)

A New Class of Tests for Overidentifying Restrictions (2014)