王芸 副教授

王芸

现为u8国际副教授。2012年获美国加州大学(University of California, Riverside)经济学博士学位,2007年获得北京大学光华管理学院统计学硕士学位。主持1项国家自然科学基金面上项目和1项国家自然科学基金青年项目,并参与多项国家自然科学基金项目研究和校级研究课题。研究领域涵盖计量经济学理论、非参数与半参数方法、金融计量、以及应用计量经济学等。

通讯地址: 北京市朝阳区惠新东街10号u8国际,邮编100029

Email: yun.wang@uibe.edu.cn

工作经历:

u8国际副教授(20255月至今

u8国际国际经济贸易学院副教授20161月至20254

u8国际国际经济贸易学院助理教授2012年9月至201512

新加坡管理大学u8国际访问教授20177月至8月,2019年8月,新加坡

美国加州大学河滨分校讲师及助教2008年至2012年,美国

研究兴趣:

计量经济学理论、非参数与半参数方法、金融计量经济学、应用计量经济学

讲授课程:

  • 高级计量经济学方法与应用(博士课程

  • 计量经济学(硕士课程

  • 计量经济学(本科课程

  • 统计软件应用(博士课程,全英语授课

  • 计量经济学软件应用(本科课程,全英语授课

  • 计量经济学导论(在University of California, Riverside讲授的本科课程,全英语授课

部分发表:

[1] Yun Wang, Optimal Sizing of Portable Modular Batteries for Electric Vehicles, Journal of Cleaner Production (SCIE), 2020. (with G. Jiong, A. Zhao, and Z. Zhao)

[2] Yun Wang, Factor Substitution and Labor Market Friction in the United States: 1954-2013, Applied Economics (SSCI), 2019. (with Mingming Jiang and John Shideler)

[3] Yun Wang ,The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process, Econometric Reviews (SSCI), 2017. (with Yong Bao and Aman Ullah)

[4]Yun Wang , A Stein-like estimator for linear panel data models, Economics Letters(SSCI), 2016. 1 (with Yonghui Zhang and Qiankun Zhou)

[5] Yun Wang, Bias in the Estimation of Mean Reversion in Continuous-Time Lévy Processes, Economics Letters (SSCI), 134:16-19, September 2015. (with Yong Bao, Aman Ullah, and Jun Yu)

[6] Yun Wang, A Semiparametric Conditional Duration Model, Economics Letters (SSCI), Elsevier, 124, 3: 362-366, 2014. (with M. Dungey, X. Long, and A. Ullah)

[7] Yun Wang, On Efficiency Properties of an R-square Coefficient Based on Final Prediction Error, Statistics and Probability Letters (SCI Expanded), 83:2276-2281,2013.

[8] Yun Wang, Nonparametric Regression Estimation with G eneral Parametric Error Covariance: A More Efficient Two-step Estimator, Empirical Economics (SSCI)Springer-Verlag, 45: 1009- 1024, 2013. (with L. Su, and A. Ullah)

[9] Yun Wang, Nonparametric and Semiparametric Estimation of a Set of Regression Equations, Oxford Handbook of Applied Nonparametric and Semi-parametric Econometrics and Statistics, Oxford University Press, January 2014 (ISBN-10:0199857946, ISBN-13:978-0199857944). (with A. Ullah)

[10] Yun Wang, Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing, Handbook of Volatility Models and Their Applications, Wiley, New York, April 2012 (ISBN-10:0470872519, ISBN-13:978-0470872512). (with L. Su, A. Ullah, and S. Mishra)

[11] Yun Wang, A Study on the Spacial Correlations of Economic Growth in China—— Empirical Evidence Based on “Yangzi River Area” and “Peal River Area”, Journal of Quantitative and Technical Economics (CSSCI), 2007. (with L. Su)

主持的研究课题:

  • 主持国家自然科学基金面上项目,《半参数时变系数预测回归模型的计量经济理论与应用》,2018-2022

  • 主持国家自然科学基金青年项目,《非参数与半参数回归方程组的计量经济理论及其应用》,2014-2017

  • 主持u8国际校级青年研究课题《金融连续时间序列LEVY过程中均值回归参数估计的偏差修正研究》,2014

学术期刊审稿工作:

Journal of Econometrics, Journal of Business and Economic Statistics, Econometrics Review, Empirical Economics, Journal of Quantitative Economics, International Regional Science Review, Journal of Multivariate Analysis, Communications in Statistics – Simulation and Computation.

国际学术会议交流(Presentations)

  • Econometrics Conference, University of California, Riverside, March 2015

  • 2015 Meeting of Young Econometricians in Asian-Pacific (YEAP) Region, Peking University, Beijing, January 2015

  • International workshop on “Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial Crises”, Paderborn, Germany, July 2014

  • The 9th International Symposium Econometric Theory and Applications, Seoul, Korea, July 2013

  • University of Sydney, Australia, February 2012 (Invited)

  • University of Florida, Gainesville, FL, USA, February 2012 (Invited)

  • Econometrics Colloquium at University of California, Riverside, USA, December 2011

  • The 2011 Annual Conference of the Canadian Economics Association, Ottawa, Canada, June 2011

  • The 2011 CES China Conference, Beijing, China, June 2011

  • Econometrics Colloquium at University of California, Riverside, USA, November 2010

  • The 20th Annual Meetings of the Midwest Econometrics Group, Washington University in St. Louis, USA, October 2010

  • The 2010 International Symposium on Econometric Theory and Applications (SETA 2010), Singapore, April 2010