Yongmiao Hong（Cornell University and Xiamen University）
Ph.D. University of California, San Diego, 1993, Professor of Economics and Statistics.
Econometric theory, financial econometrics, economics of China.
"Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," with C. Kao, forthcoming in Econometrica;
"A Test for Volatility Spillover with Application to Exchange Rates"Journal of Econometrics, 2001;
"One-Sided Testing for ARCH Effects Using Wavelets" (with Jin Lee),Econometric Theory, 2001;
"Testing Serial Correlation of Unknown Form via Wavelet Methods" (with Jin Lee),Econometric Theory, 2001;
"Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach"Journal of American Statistical Association, 1999;
"Testing for Pairwise Serial Independence via the Empirical Distribution Function,"Journal of the Royal Statistical Society. Series B, 1998;
"Consistent Testing for Serial Correlation of Unknown Form"Econometrica, 1996; "Consistent Specification Testing via Nonparametric Series Regression" (with H. White),Econometrica, 1995;
"China's Evolving Managerial Labor Market" (with T. Groves, J. McMillan and B. Naughton),Journal of Political Economy, 1995;
"Autonomy and Incentives in Chinese State Enterprises" (with T. Groves, J. McMillan and B. Naughton),Quarterly Journal of Economics, 1994.
Time series and generalized spectral analysis; serial independence tests; diagnostic checking of time series models; wavelet analysis; heteroskedasticity and auto correlation consistent covariance matrix estimation; inference and forecast of exchange rates; nonparametric specification testing for continuous-time diffusion models; evaluation of out-of-sample probability density forecasts and value-at-risk forecasts; China's economic reforms.