In recent days, a paper titled “Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses” written independently by Associate Professor Xuexin Wang of the Wang Yanan Institute for Studies in Economics (WISE) and the Department of Statistics and Data Science, School of Economics, Xiamen University, has been published online in the Journal of Business & Economic Statistics, an authoritative international journal of statistics and econometrics.
Xuexin Wang, PhD in Economics from Universidad Carlos III de Madrid, Spain, is currently an associate professor at WISE and the Department of Statistics and Data Science of the School of Economics. His research field is econometric theory and application. He has published in international academic journals such as Econometric Reviews, Journal of Business & Economic Statistics, Journal of Econometrics, and Journal of Time Series Analysis.
