王学新
助理教授
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
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
