Wang,Yun

Education

Research Interests

Econometrics Theory, Applied Econometrics, Nonparametrics, Finite Sample Econometrics

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

[2] 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.

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

[4] 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)

 [5] 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)

[6]王芸，中国经济增长空间相关性研究—基于“长三角”与“珠三角”的实证，《数量经济技术经济研究》2007年第12期。（与苏良军合作）

[1] Nonparametric and Semiparametric Estimation of the Seemingly Unrelated Regression Models: An Application on Return to Public Capital in U.S.

[2] Bias in the Mean Reversion Estimator in the Continuous Time Gaussian and Lévy Processes (with Yong Bao, Aman Ullah, and Jun Yu)

[3] Exact Distribution of Mean Reversion Estimator in Continuous Time Model (with Yong Bao, and Aman Ullah)

Research Grants

[1] 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；

[2] 主持对外经济贸易大学校级青年研究课题“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；

[3] 参与国家自然科学基金面上项目“碳排放权拍卖理论与应用”，2014；

[4] 参与国家自然科学基金青年项目“截面个体变系数面板数据模型中的分位数回归方法及其应用”2013；

[5] 参与对外经济贸易大学数量经济学理论与创新团队，2013-2015。

·         Dissertation Year Fellowship, University of California, Riverside, 2011-2012

·         Outstanding Teaching Assistant Award, University of California, Riverside, 2010-2011

·         GSA Conference Travel Grants, University of California, Riverside, 2010, 2011

·         Graduate Division Fellowship, University of California, Riverside, 2007-2012

·         Guanghua Scholarship, Peking University, 2006

• International workshop on “Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial Crises”， Paderborn, Germany, July 2014
• The 9^th International Symposium Econometric Theory and Applications, Seoul, Korea, July 2014
• 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 20^th 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

Lecturer (University of International Business and Economics)

·         Econometrics (Graduate Course), Fall 2013-Present

·         Introductory Econometrics (Undergraduate Course), Fall 2012-Present

·         Probability Theory and Mathematical Statistics (Undergraduate Honor Class), Fall 2012

·         Introductory Econometrics, 2011

·         Graduate Courses: Econometric Methods II, Econometric Methods III

·         Undergraduate Courses: Introductory Econometrics, Statistics for Economics,Intermediate Macroeconomics, Introductory Macroeconomics

Teaching Assistant (Peking University)

·         Graduate Courses:Advanced Mathematical Statistics, Applied Statistics

Research Assistant at Department of Business Statistics and Econometrics, Guanghua School of Management, Peking University, China, January 2006-July 2007

Language

English-fluent, Chinese-native

Computer Skills

Matlab, STATA, Eviews, R, SAS