December 06, 2017 12:00 PM to 1:00 PM
Meeting time is 12:00 – 1:00pm. Lunch will be provided. The meeting is open only to members of the Public Policy Working Group.
Event Type: Public Policy Working Group
Sponsored By: Murphy Institute , Center for Public Policy Research
Wei’s research concentrates on financial econometrics, time series, and applied econometrics. His current work focuses on model selection and model averaging. For example, Wei has studied dependence structures among different financial markets by implementing a model averaging method on the mixture copula model. He has used the model averaging method to estimate the treatment effect of social policy (e.g., Virginia’s justice reform in 1995). And he has researched the explosive behavior in the gold market since the 1960s.
Wei earned a bachelor’s degree in Accounting from Renmin University of China in 2009 and a master’s degree in Statistics from Columbia University in 2010. He received the Ph.D. in Economics from Texas A&M University in 2015.