王巧羽 Qiaoyu Wang
时间: 2023-11-20 12:00:00 来源: 美国 得克萨斯农工大学Texas A&M University
Address: International School of Economics and Management, Capital University of Economics and Business, Beijing 100070, China
Email:qiaoyu.wang@cueb.edu.cn
Phone number:+86 18353697272
EMPLOYMENT
- Assistant Professor, International School of Economics and Management, Capital University of Economics and Business, September 2023 — Present.
EDUCATION
- Ph.D. in Economics, Texas A&M University, College Station, Texas, August 2023
- M.S. in Economics, Texas A&M University, College Station, Texas, May 2017
- B.S. in Mathematics, Southwestern University of Finance and Economics, Chengdu, China, 2015
- B.A. in Economics, Southwestern University of Finance and Economics, Chengdu, China, 2015
FIELDS OF INTEREST
- Econometrics, Applied Econometrics, Financial Econometrics
PUBLICATIONS
-“Boundary-adaptive kernel density estimation: the case of (near) uniform density” with Jeffrey S. Racine and Qi Li, Journal of Nonparametric Statistics (2023): 1-19 .
- “Multivariate Models of Commodity Future Markets: A Dynamic Copula Approach” with Sihong Chen, Qi Li and Yu Yvette Zhang, Empirical Economics 64, 3037–3057 (2023).
- “Oil Supply News Shock and Chinese Economy” with Dandan Liu and Karen Xueqing Yan, China Economic Review 73 (2022): 101796.
WORKING PAPER
- “A Nonparametric Bayesian Estimator of Copula Density with an Application to Option Pricing” with Ximing Wu
WORKS IN PROGRESS
- “Control interactive fixed effects with diversified projections” with Hongjun Li, Kunpeng Li and Qi Li
- “Panel Smooth Transition Regression Model with Interactive Fixed Effects” with Kunpeng Li and Qi Li
- “Human Capital Spillover, Migration, and Land Policy” with Xintong Yang and Qi Li
TEACHING
Instructor (Capital University of Economics and Business)
- Advanced Econometrics Fall 2023
Instructor (Texas A&M University)
- Economic Forecasting (ECMT 475, Undergraduate, Evaluation: 4.45/5) Spring 2020
Teaching Assistant/Recitation Instructor (Texas A&M University)
- Econometric I (Ph.D. Core Course) Fall 2021
- Math/Stat Camp (Ph.D.) Summer 2019, 2020
- Econometric Analysis of Financial Data (Master) Fall 2019, 2020, 2021, 2022
- Financial Econometrics (Master) Spring 2018, 2021, 2022
- Economic Forecasting (Master) Spring 2019
- Economic Analytics (Master) Fall 2017, 2018
OTHER RESEARCH EXPERIENCE
Research Assistant Oct 2016 - May 2017
- The Bush School of Government and Public Service, Texas A&M University
FELLOWSHIPS AND AWARDS
- Department of Economics Incentives for Excellence Scholarship, Texas A&M University Fall 2022
- Department of Economics Research Fellowship, Texas A&M University Spring 2020
- Department of Economics Graduate Assistantship, Texas A&M University 2017-Present
- Department of Economics MS Grad Scholarship, Texas A&M University 2015-2016
CONFERENCE PRESENTATION
- Texas Econometrics Camp Feb 2022
REFEREE EXPERIENCE
- China Economic Review, Economics Letters, Econometric Reviews
SKILLS
- Proficient in R, MATLAB, LATEX, STATA
- Languages: English (fluent), Chinese (native)