Recently, the academic paper “Adaptive LAD‑Based Bootstrap Unit Root Tests Under Unconditional Heteroscedasticity”, co‑authored by Professor Jilin Wu from the College of Economics at Xiamen University (XMU), Assistant Professor Ruike Wu from the School of Economics at Shanghai University of Finance and Economics, and Professor Zhijie Xiao from Boston College, was published in the Journal of Business & Economic Statistics – a leading international academic journal in econometrics. The journal is recognized as an international A‑level publication by XMU College of Economics.
Prof. Jilin Wu received his Ph.D. from XMU Wang Yanan Institute for Studies in Economics in 2010. He is currently Deputy Director of the MOE Key Lab of Econometrics (Xiamen University), and a Professor and Ph.D. supervisor at XMU College of Economics. His main research interests include the theory and application of financial time series, and financial risk management. As first author or corresponding author, he has published over 40 papers in leading domestic and international journals, including the Journal of Econometrics, the Journal of Business & Economic Statistics, Econometric Theory, The Econometrics Journal, Statistica Sinica, Journal of Time Series Analysis, China Economic Quarterly, World Economy, Journal of Management Sciences in China, Statistical Research, and the China Journal of Econometrics, among others.
Ruike Wu is a Ph.D. graduate of the Department of Finance, XMU School of Economics in 2025, supervised by Professor Jilin Wu. His research focuses on financial econometrics and high‑dimensional portfolio theory. His work has been published in journals such as the Journal of Econometrics, the Journal of Business & Economic Statistics, Econometric Theory, Statistical Research, and the China Journal of Econometrics.
