CV

Education

• 2008-2012 Ph.D in Economics, Universidad Carlos III de Madrid
• 2006-2008 M.A in Economics, Universidad Carlos III de Madrid
• 2003-2006 M.A in Economics, Fudan University, P.R.China
• 1997-2001 B.S in Engineering, Shanghai Jiaotong University, P.R.China

Publications

1. An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation, 2022, Econometric Reviews, 41:2, 177-206 (with Yixiao Sun, UCSD)

2. A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations, 2022, JBES, 40:2, 505-521 ( with Yixiao Sun, UCSD)

3. Asymptotic F Tests under Possibly Weak Identification, 2020, Journal of Econometrics, 218 (1) 140-177 (with Julián Martínez-Iriarte and Yixiao Sun, UCSD)

4. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, 2020, Journal of Time Series Analysis, 41(4):536-550 (with Yixiao Sun, UCSD)

5. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models, 2020, Econometric Reviews, Volume 39, 5, 495-509.

6. A General Approach to Conditional Moment Specification Testing with Projections, 2018, Econometric Reviews, Volume 37, 2, 140-165

7. A Joint Portmanteau Test for Conditional Mean and Variance Time Series Models, 2015, Journal of Time Series Analysis, Volume 36, 1, 39-60 (with Carlos Velasco, UC3M)

Working Papers

1. Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption (2021).

2. Generalized spectral tests for high dimensional multivariate martingale difference hypotheses (2021).

3. Consistent Estimation of Models Defined by Conditional Moment Restrictions Under Minimal Identifying Conditions (2019).

Working in Progess

1. A new class of JIVE estimator for linear instrumental variable models.

2. A consistent overidentification test for linear models with weak instruments.

3. Robust moment tests with asymptotically F distributions (with Yixiao Sun, UCSD).

4. Goodness of fit tests for high dimensional multivariate time series models.

Teaching

Introduction to Probability Theory

Research Grants

• National Natural Science Foundation of China (No. 71973115), PI, 2020.01-2023.12, RMB 480,000

• Fundamental Research Funds for the Central Universities, Xiamen University, PI, 2017.1- 2019.12, RMB 100,000

• National Natural Science Foundation of China (No. 71301136), PI, 2014.01-2016.12, RMB 205,000