数量经济学系·教师简介
王　芸，讲　师
王芸
YUNWANG
AssistantProfessor
SchoolofInternationalTradeandEconomics
UniversityofInternationalBusinessandEconomics
Email:wyuncolor@gmail.com
Education
Ph.D.inEconomics,UniversityofCalifornia,Riverside,CA,USA

M.A.inEconomics,UniversityofCalifornia,Riverside,CA,USA
M.A.inStatistics,GuanghuaSchoolofManagement,PekingUniversity,Beijing,China
B.Sc.inManagementScience,ChinaAgriculturalUniversity,Beijing,China

ResearchInterests
EconometricsTheory,AppliedEconometrics,Nonparametrics,FiniteSampleEconometrics
Publications
NonparametricandSemiparametricVolatilityModels:Specification,Estimation,andTesting.WithLiangjunSu,AmanUllah,andSantoshMishra.InHandbookinFinancialEngineeringandEconometrics:VolatilityModelsandTheirApplications(editors:L.Bauwens,C.Hafner,andS.Laurent).Wiley,NewYork,2012.(Forthcoming)
AComparisonStudyontheSpatialDependenceofEconomicGrowthinYangtzeRiverDeltaandPearlRiverDelta.WithLiangjunSu.JournalofQuantitativeandTechnicalEconomics,2007(12).(InChinese)

PapersunderReview
NonparametricRegressionEstimationwithGeneralParametricErrorCovariance:AMoreEfficientTwo-stepEstimator(WithLiangjunSuandAmanUllah)
OnEfficiencyPropertiesofanR-squareCoefficientBasedonFinalPredictionError
ExactDistributionandDensityofMeanReversionEstimatorinContinuousTimeModel(withYongBaoandAmanUllah)

WorkingPapers
NonparametricandSemiparametricEstimationoftheSeeminglyUnrelatedRegressionModels:AnApplicationonReturntoPublicCapitalinU.S.
BiasintheMeanReversionEstimatorintheContinuousTimeGaussianandLévyProcesses(withAmanUllahandJunYu)

Honors,Scholarships,andFellowships
DissertationYearFellowship,UniversityofCalifornia,Riverside,2011-2012
OutstandingTeachingAssistantAward,UniversityofCalifornia,Riverside,2010-2011
GSAConferenceTravelGrants,UniversityofCalifornia,Riverside,2010,2011
GraduateDivisionFellowship,UniversityofCalifornia,Riverside,2007-2012
GuanghuaScholarship,PekingUniversity,2006

ConferenceandSeminarPresentations

UniversityofSydney,Australia,February2012(Invited)
UniversityofFlorida,Gainesville,FL,USA,February2012(Invited)
EconometricsColloquiumatUniversityofCalifornia,Riverside,USA,December2011
The2011AnnualConferenceoftheCanadianEconomicsAssociation,Ottawa,Canada,June2011
The2011CESChinaConference,Beijing,China,June2011
EconometricsColloquiumatUniversityofCalifornia,Riverside,USA,November2010
The20thAnnualMeetingsoftheMidwestEconometricsGroup,WashingtonUniversityinSt.Louis,USA,October2010
The2010InternationalSymposiumonEconometricTheoryandApplications(SETA2010),Singapore,April2010

TeachingExperience
Lecturer(UniversityofInternationalBusinessandEconomics)
ProbabilityTheoryandMathematicalStatistics(UndergraduateHonorClass),Fall2012
Lecturer(UniversityofCalifornia,Riverside)
IntroductoryEconometrics,Summer2011
TeachingAssistant(UniversityofCalifornia,Riverside)
GraduateCourses:EconometricMethodsII,EconometricMethodsIII
UndergraduateCourses:IntroductoryEconometrics,StatisticsforEconomics,IntermediateMacroeconomics,IntroductoryMacroeconomics
TeachingAssistant(PekingUniversity)
GraduateCourses:AdvancedMathematicalStatistics,AppliedStatistics
ResearchAssistantatDepartmentofBusinessStatisticsandEconometrics,GuanghuaSchoolofManagement,PekingUniversity,China,January2006-July2007
RefereeJournalofQuantitativeEconomics,InternationalRegionalScienceReview,EmpiricalEconomics