Wenxin HUANG

Working experience:

2022--present, Associate Professor, Antai College of Economics & Management, Shanghai Jiao Tong University

2018--2022, Assistant Professor, Antai College of Economics & Management, Shanghai Jiao Tong University

Education:

Ph.D., Economics, Singapore Management University, 2018

B.A., Finance, Shanghai Jiao Tong University, 2013

Research Interest:

Econometric Theory (Panel data), Financial Econometrics

Publications：

Dong Y., W. Huang, and Tse, Y. "Price Comovement of Chinese A- and H-Shares: Evidence from a Nonstationary Panel Model," forthcoming at Journal of International Money and Finance.

Huang, W., L. Su, and Zhuang, Y. "Detect Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso." forthcoming at Journal of Business & Economic Statistics.

Huang, W., S. Jin, P.C.B. Phillips, Su, L. (2021). "Nonstationary Panels with Latent Group Structures and Cross-Section Dependence." Journal of Econometrics, 221(1), 198-222.

Huang, W., S. Jin, and Su, L. (2020). “Identifying Latent Grouped Patterns in Cointegrated Panels.” Econometric Theory, 36(3), 410-456.

Working Papers：

Unified Inference for Panel Autoregressive Models with Unobserved Grouped Heterogeneity (with Liangjun Su and Yiru Wang)

Teaching

Undergraduate Course:

Financial Econometrics, 2019 Spring, 2021 Spring, 2022 Spring, 2023 Spring

Intermediate Microeconomics, 2019 Fall

Business Statistics, 2020 Spring, 2020 Fall, 2021 Fall, 2022 Fall

Econometrics, 2020 Spring

Graduate Course:

Econometrics, 2019 Fall, 2020 Fall, 2021 Fall, 2022 Fall