王莹
- 办公室：明德主楼943
- 职称/职务：副教授
- 办公电话：010-82500289
- 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：理论计量经济学，时间序列数据分析，高维数据因子模型
来校时间
2020.08
工作经历
2021-至今：威尼斯9499登录副教授
2020-2021：威尼斯9499登录讲师
2017-2020：奥克兰大学经济系博士后
2020-2021：威尼斯9499登录讲师
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
本科生《计量经济学》，本科生和研究生《时间序列分析》
期刊论文
1. Wang, Y., & Phillips, P. C. (2025). Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. Journal of Econometrics, 249, 106007.
2. Wang, X., Sui, X., Wang, Y., & Zhang, X. (2025). A Randomised Test to Distinguish Time‐Varying Coefficient Models. Oxford Bulletin of Economics and Statistics.
3. Wang, Y., Phillips, P. C., & Tu, Y. (2025). Limit theory and inference in non-cointegrated functional coefficient regression. Journal of Econometrics, 249, 105996.
4. 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.
5. Phillips*, P.C.B. and Wang, Y., 2023. “Limit Theory for Locally Flat Functional Coefficient Regression.” Econometric Theory, 39(5), 900-949.
6. Tu, Y. and Wang*, Y., 2022. “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration.” Journal of Econometrics, 229(2), 396-421.
7. Phillips*, P.C.B. and Wang, Y., 2022. “Functional coefficient panel modeling with communal smoothing covariates.” Journal of Econometrics, 227(2), 371-407.
8. 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.
9. 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.
10. Wang, Y., Tu*, Y. and Chen, S.X., 2016. “Improving Inflation Prediction with the Quantity Theory.” Economics Letters, 149, 112-115.
2. Wang, X., Sui, X., Wang, Y., & Zhang, X. (2025). A Randomised Test to Distinguish Time‐Varying Coefficient Models. Oxford Bulletin of Economics and Statistics.
3. Wang, Y., Phillips, P. C., & Tu, Y. (2025). Limit theory and inference in non-cointegrated functional coefficient regression. Journal of Econometrics, 249, 105996.
4. 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.
5. Phillips*, P.C.B. and Wang, Y., 2023. “Limit Theory for Locally Flat Functional Coefficient Regression.” Econometric Theory, 39(5), 900-949.
6. Tu, Y. and Wang*, Y., 2022. “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration.” Journal of Econometrics, 229(2), 396-421.
7. Phillips*, P.C.B. and Wang, Y., 2022. “Functional coefficient panel modeling with communal smoothing covariates.” Journal of Econometrics, 227(2), 371-407.
8. 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.
9. 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.
10. 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. “The Environmental Kuznets Curve for China PM2.5 Emissions: A Panel Functional Least Squares Analysis”, joint with Yingqian Lin, Siwei Wang, and Yundong Tu.
2. “Control Function Approach on Endogenous Partially Linear Functional Coefficient Models”, joint with Zongyao Yuan.
3. “New asymptotics applied to functional coefficient regression and climate sensitivity”, joint with Qiying Wang and Peter Phillips.
4. "Distinguishing Functional Coefficient Models from Time-varying Coefficient Models”, joint with Xia Wang and Xueqiang Sui.
2. “Control Function Approach on Endogenous Partially Linear Functional Coefficient Models”, joint with Zongyao Yuan.
3. “New asymptotics applied to functional coefficient regression and climate sensitivity”, joint with Qiying Wang and Peter Phillips.
4. "Distinguishing Functional Coefficient Models from Time-varying Coefficient Models”, joint with Xia Wang and Xueqiang Sui.
匿名审稿
Econometric Theory, Economic Modelling, Advances in Econometrics, Empirical Economics, Journal of Quantitative Economics, New Zealand Economic Papers
科研项目
1，“平稳和非平稳数据的混合因子模型：理论与应用”，国家自然科学基金面上项目，主持，2026-2029.
2, “变系数回归模型中的伪回归问题：理论与实践”，国家自然科学基金青年项目，主持，已结项，2022-2024.
3，“非线性交互效应面板回归模型及其在项目评估中的应用”，国家自然科学基金面上项目，参与，2024-2027.
2, “变系数回归模型中的伪回归问题：理论与实践”，国家自然科学基金青年项目，主持，已结项，2022-2024.
3，“非线性交互效应面板回归模型及其在项目评估中的应用”，国家自然科学基金面上项目，参与，2024-2027.