Fa received his PhD in Economics from Syracuse University in USA. He has previously worked in School of Economics at Shanghai University of Finance and Economics.
His current research interests are factor model, panel data models, machine learning methods and their applications to macroeconomic forecasting, quantitative investment and financial risk management.
- PhD in Economics, Syracuse University, United States, Jul 2011 – May 2016
- B.A. in Economics, Xi'an Jiaotong University, China, Sep 2006 – Jun 2010
Chinese (Mandarin) and English.
- Econometric & Statistical Methods
- Financial Econometrics
- Quantitative Finance
- Asset Pricing
- Bayesian Statistics
- Financial Risk & Risk Management
- Portfolio Choice
- Americas - North
- Asia - East
Journal articles (3)
- Baltagi, B.H., Kao, C. and Wang, F. (2017). Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model. Econometric Reviews, 36(6-9), pp. 853–882. doi:10.1080/07474938.2017.1307580.
- Baltagi, B.H., Kao, C. and Wang, F. (2017). Identification and estimation of a large factor model with structural instability. Journal of Econometrics, 197(1), pp. 87–100. doi:10.1016/j.jeconom.2016.10.007.
- Baltagi, B., Kao, C. and Wang, F. Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics.