个人主页: https://sites.google.com/site/fawang123/home
教育背景
2011年——2016年 美国锡拉丘兹大学 经济学博士
2006年——2010年 西安交通大学金禾经济研究中心 经济学学士
研究领域
金融计量，面板数据，因子模型，资产定价
讲授课程
固定收益证券，时间序列分析
科研成果
（1）Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects (with Liangjun Su and Yiren Wang), Journal of Econometrics 255, 2026 [SSRN]
（2）Inference for Large Dimensional Factor Models under General Missing Data Patterns (with Liangjun Su), Journal of Econometrics 250, 2025 [SSRN]
-
（3）Estimation and Inference for High Dimensional Factor Model with Regime Switching (with Giovanni Urga), Journal of Econometrics 241, 2024 [SSRN] [MATLAB]
-
（4）Maximum Likelihood Estimation and Inference for High Dimensional Generalized Factor Models with Application to Factor-augmented Regressions, Journal of Econometrics 229, 180-200, 2022 [SSRN] [MATLAB]
-
（5）Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 220, 349-365, 2021 [SSRN] [MATLAB]
-
（6）Fixed Effects Likelihood Approach for Large Panels (with Chihwa Kao), Panel Data Econometrics, 2019 [SSRN]
-
（7）Identification and Estimation of a Large Factor Model with Structural Instability (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 197, 87-100, 2017 [SSRN] [MATLAB]
-
（8）Asymptotic Power of the Sphericity Test under Weak and Strong Factors in a Fixed Effects Panel Data Model (with Badi Baltagi and Chihwa Kao), Econometric Reviews 36, 853-882, 2017 [SSRN]
工作论文
（1）Newton Raphson Method for Matrix Completion (with Liangjun Su), 2026, submitted.
（2）On Alternating Least Squares for Factor Models (with Ke Miao and Liangjun Su), Revise & Resubmit, 2024
（3）Nowcasting and Turning Points Detection with Regime Switching Mixed Frequency Factor models (with Giovanni Urga), 2023
-
（4）Nowcasting China's PPI Inflation Using Low Frequency and Mixed Frequency Dynamic Factor Models (with Run Liang and Jiawen Xu), 2020
-
（5）Testing Multiple Structural Changes with Generally Nonstationary Regressors (with Giovanni Urga), 2020
