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, China

     B.Sc. in Management Science, China Agricultural University, Beijing, China

Research Interests

Econometrics Theory, Applied Econometrics, Nonparametrics, Finite Sample Econometrics

Publications

［1］ Yun Wang ,The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process, Econometric Reviews（SSCI）, forthcoming 2016. （with Yong Bao and Aman Ullah）

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

［3］ 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）

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

［5］ 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.

［6］ 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）

［7］ 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）

 ［8］ 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）

［9］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. 2015.

［2］ Optimal Sizing of Portable Modular Batteries for Electric Vehicles, coauthored with Jiong Gong, Anqi Zhao, and Zhongxiu Zhao, 2015.

［3］ Factor Substitution and Labor Market Friction in the United States: 1954-2013, coauthored with Mingming Jiang and John Shideler, 2015.

主持和参与的科研项目：

［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

• 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 9^th 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 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

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