王霞
近期热点
资料介绍
个人简历
教育背景2009-2013,厦门大学王亚南经济研究院,数量经济学,经济学博士2006-2009,东北财经大学,数量经济学,经济学硕士2003-2006,青岛大学,数学与应用数学,理学学士(修满学分,提前一年毕业) 职业经历2013.7-2017.3,中国科学院大学,经济与管理学院,讲师2014.1-2015.1,新加坡管理大学,经济学院,博士后2017.3-至今,中山大学岭南学院,副教授当前研究[1] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2019, Testing for Structural Changes in Large Dimensional Factor Models via Discrete Fourier Transform, submitted. [2] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2020, Estimating and Testing for Multiple Distributional Structural Breaks via a Characteristic Function Approach, submitted. [3] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2019, Consistent Testing for Structural Changes in Time Series Models via Discrete Fourier Transform, working paper. [4] Tingguo Zheng, Xia Wang, 2019, High-frequency Macroeconomic Measurement with Year-on-Year Growth data, submitted. [5] 王霞,司诺,中国季度GDP的即时预测与混频分析,工作论文[6] 王霞,郑挺国,基于实时信息流的中国宏观经济不确定性测度,工作论文[7] 王霞,付中昊,洪永淼,张冬悦,基于非参数回归的金融传染检验,《系统工程理论与实践》,已录。 [8] Yingxing Li, Liangjun Su, Xia Wang, 2019, On Time Varying Panel Data Models with Time Varying Interactive Fixed Effect, in progress.[9] Zhonghao Fu, Xia Wang, Xingtong Zhang, 2019, Inference in Functional Coefficient Models, in progress.[10] Zhonghao Fu, Shang Gao, Xia Wang, 2019, Testing Strict Stationarity via Discrete Fourier Transform, in progress. 科研项目[1] 主持,国家自然科学基金面上项目 (71873151):非线性因子模型:估计、检验与应用,执行年限:2019.1-2022.12。[2] 主持,国家自然科学基金青年项目 (71401160):条件独立性及其相关假设:基于特征函数的计量检验和实证研究,执行年限:2015.1-2017.12,已结项。[3] 主持,教育部人文社会科学研究青年基金 (14YJC790120):非线性混频数据模型及其在经济中的应用,执行年限:2015.1-2017.12,已结项。研究领域
"研究领域:计量经济学,宏观经济与货币政策,时间序列分析。"近期论文
[15] Liangjun Su, Xia Wang, 2019, Testing for structural changes in factor models via a nonparametric regression, Econometric Theory, Forthcoming. [14] Liangjun Su, Xia Wang, 2017, On Time Varying Factor Models: Estimation and Testing, Journal of Econometrics, 198, 84-101.[13] Xia Wang, Yongmiao Hong, 2018, Characteristic Function Based Testing for Conditional Independence: A Nonparametric Regression Approach, Econometric Theory, 34 (4), 815-849.[12] Yongmiao Hong, Xia Wang, Shouyang Wang, 2017, Testing Strict Stationarity with Applications to Macroeconomic Time Series, International Economic Review, 36, 728-780.[11] Liangjun Su, Xia Wang, Sainan Jin, 2019, Sieve Estimation of Time-varying Panel Data Models with Latent Structures, Journal of Business & Economic Statistics, 37(2), 334-349.[10] Yongmiao Hong, Xia Wang, Wenjie Zhang, Shouyang Wang, 2017, An Efficient Integrated Nonparametric Entropy estimator of Serial Dependence, Econometric Reviews, 36, 728-780.[9] Tingguo Zheng, Xia Wang, Huiming Guo, 2012, Estimating Forward-Looking Rules for China’s Monetary Policy: A Regime-Switching Perspective, China Economic Review (SSCI), 23(1): 47-59.[8] Xia Wang, Yuhuang Shang, Tingguo Zheng, 2014, An Extensive Study on Markov Switching Models with Endogenous Regressors, Studies in Nonlinear Dynamics & Econometrics (SSCI), 18(4): 403-418.[7] Xia Wang, Tingguo Zheng, Yanli Zhu, 2014, Money-Output Granger Causal Dynamics in China, Economic Modelling (SSCI), 43: 192-200.[6] 王霞,洪永淼,2016,《基于非参数回归的遗漏变量检验》,《管理科学学报》, 3, 77-91。[5] 王霞,洪永淼,2014,《一类基于非参数回归的条件异方差检验》,《统计研究》,12, 75-81。[4] 郑挺国,王霞,2013,《中国经济周期的混频数据测度及实时分析》,《经济研究》,6,p58-70。[3] 郑挺国,王霞,苏娜,2012,《通货膨胀实时预测及菲利普斯曲线的适用性》,《经济研究》,3,p88-101。[2] 郑挺国,王霞,2010,《中国产出缺口的实时分析及其可靠性研究》,《经济研究》,10,p129-142。[1] 郑挺国,王霞,2011,《泰勒规则的实时分析及其在我国货币政策中的适用性》,《金融研究》,8,p31-46。标签: 中山大学(广州校区) 岭南学院
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