王莹
- 办公室:明德主楼943
- 职称/职务:副教授
- 办公电话:
- 所属教研室:计量与数量经济学系-计量经济学教研室
- 电子邮箱:yingwang.econ AT ruc.edu.cn
- 研究领域:计量经济学
来校时间
2020.08
工作经历
2021-至今:中国人民大学经济学院副教授
2020-2021:中国人民大学经济学院讲师
2017-2020:奥克兰大学经济系博士后
2020-2021:中国人民大学经济学院讲师
2017-2020:奥克兰大学经济系博士后
教育背景
经济学博士, 北京大学,2012-2017
统计学学士,山东大学,2008-2012
统计学学士,山东大学,2008-2012
讲授课程
《计量经济学》《时间序列分析》
期刊论文
1. Phillips*, P.C.B. and Wang, Y., 2023. “When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression.” Journal of Econometrics, 232(2), 469-489.
2. Phillips*, P.C.B. and Wang, Y., 2023. “Limit Theory for Locally Flat Functional Coefficient Regression.” Econometric Theory, 39(5), 900-949.
3. Tu, Y. and Wang*, Y., 2022. “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration.” Journal of Econometrics, 229(2), 396-421.
4. Phillips*, P.C.B. and Wang, Y., 2022. “Functional coefficient panel modeling with communal smoothing covariates.” Journal of Econometrics, 227(2), 371-407.
5. Tu, Y. and Wang*, Y., 2020. “Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets.” Econometric Reviews, 39:3, 299-318.
6. Tu, Y. and Wang*, Y., 2019. “Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity.” Oxford Bulletin of Economics and Statistics, 81:6, 1401-1423.
7. Wang, Y., Tu*, Y. and Chen, S.X., 2016. “Improving Inflation Prediction with the Quantity Theory.” Economics Letters, 149, 112-115.
2. Phillips*, P.C.B. and Wang, Y., 2023. “Limit Theory for Locally Flat Functional Coefficient Regression.” Econometric Theory, 39(5), 900-949.
3. Tu, Y. and Wang*, Y., 2022. “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration.” Journal of Econometrics, 229(2), 396-421.
4. Phillips*, P.C.B. and Wang, Y., 2022. “Functional coefficient panel modeling with communal smoothing covariates.” Journal of Econometrics, 227(2), 371-407.
5. Tu, Y. and Wang*, Y., 2020. “Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets.” Econometric Reviews, 39:3, 299-318.
6. Tu, Y. and Wang*, Y., 2019. “Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity.” Oxford Bulletin of Economics and Statistics, 81:6, 1401-1423.
7. Wang, Y., Tu*, Y. and Chen, S.X., 2016. “Improving Inflation Prediction with the Quantity Theory.” Economics Letters, 149, 112-115.
工作论文
1. “Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression”, joint with Peter C. B. Phillips and Yundong Tu, R&R at Journal of Econometrics
2. “Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression”, joint with Peter C. B. Phillips, R&R at Journal of Econometrics
3. “A Randomized Test to Distinguish Time-varying Coefficient Models”, joint with Xia Wang, Xueqiang Sui and Xingtong Zhang, submitted to Oxford Bulletin of Economics and Statistics.
4. “The Environmental Kuznets Curve for China PM2.5 Emissions: A Panel Functional Least Squares Analysis”, joint with Yingqian Lin, Siwei Wang, Yundong
5. “Control Function Approach on Endogenous Partially Linear Functional Coefficient Models”, joint with Zongyao Yuan
6. “New asymptotics applied to functional coefficient regression and climate sensitivity”, joint with Qiying Wang and Peter Phillips
2. “Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression”, joint with Peter C. B. Phillips, R&R at Journal of Econometrics
3. “A Randomized Test to Distinguish Time-varying Coefficient Models”, joint with Xia Wang, Xueqiang Sui and Xingtong Zhang, submitted to Oxford Bulletin of Economics and Statistics.
4. “The Environmental Kuznets Curve for China PM2.5 Emissions: A Panel Functional Least Squares Analysis”, joint with Yingqian Lin, Siwei Wang, Yundong
5. “Control Function Approach on Endogenous Partially Linear Functional Coefficient Models”, joint with Zongyao Yuan
6. “New asymptotics applied to functional coefficient regression and climate sensitivity”, joint with Qiying Wang and Peter Phillips
匿名审稿
Econometric Theory, Economic Modelling, Advances in Econometrics, Empirical Economics, Journal of Quantitative Economics, New Zealand Economic Papers