Overview

Wenxin HUANG

  • Department:Economics
  • Phone:+86 (0)21 52301562
  • Title:Associate Professor
  • Email:wxhuang@sjtu.edu.cn
Profile
  • Wenxin Huang, Associate Professor in Economics, Antai College of Economics & Management

    Shanghai Jiao Tong University

    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

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Research
  • Research Interest:

    Econometric Theory (Panel data), Financial Econometrics

    Publications

    1. Huang, W., Y. Wang, and Zhou, L. "Identify Latent Group Structures in Panel Data: The classifylasso Command," forthcoming at The Stata Journal.

    2. 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.

    3. Huang, W., L. Su, and Zhuang, Y. (2023). "Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso." Journal of Business & Economic Statistics, 41(2), 509-522.

    4. 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.

    5. 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). 

    • Estimating multiple structural breaks in large panels with unobserved heterogeneity (with Yucheng Sun and Yiru Wang)

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Teaching
  • Undergraduate Course:

    Financial Econometrics, 2019 Spring, 2021 Spring, 2022 Spring, 2023 Spring, 2024 Spring

    Intermediate Microeconomics, 2019 Fall

    Business Statistics, 2020 Spring, 2020 Fall, 2021 Fall, 2022 Fall, 2023 Spring

    Econometrics, 2020 Spring

    Graduate Course:

    Econometrics, 2019 Fall, 2020 Fall, 2021 Fall, 2022 Fall, 2023 Fall

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