School of International Trade and Economics - University of International Business and Economics

Department of Quantitative Economics

Wang,Yun

YUN WANG

 

Correspondence Address:

418 Qiuzhen Building, UIBE 

No. 10 Huixin East Street, Chaoyang Dist.

Beijing, 100029, China

 

Current Position

     Assistant Professor, School of International Trade and Economics, University of International Business and Economics, Fall 2012-Present

 

Education

 

Ph.D. in Economics, University of California, Riverside, CA, USA
M.A. in Economics, University of California, Riverside, CA, USA
M.A. in Statistics, Guanghua School of Management, Peking University, Beijing, ChinaB.Sc. in Management Science, China Agricultural University, Beijing, China

     

Research Interests

 

Econometrics Theory, Applied Econometrics, Nonparametrics, Finite Sample Econometrics


Publications

 

[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 TestingHandbook 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)


Working Papers

 

[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


Honors, Scholarships, and Fellowships

 

·         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

 


Conference and Seminar Presentations
  • 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 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 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

Teaching Experience

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


Lecturer(University of California, Riverside)

·         Introductory Econometrics, 2011


Teaching Assistant (
University of California, Riverside)

·         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


Referee Work
Econometrics Review, Empirical Economics, Journal of Quantitative Economics, International Regional Science Review

 

Language

English-fluent, Chinese-native

 

Computer Skills

Matlab, STATA, Eviews, R, SAS