WANG Fa

WANG Fa is a faculty member in the Department of Finance at Peking University's School of Economics. His research focuses on financial measurement, panel data analysis, and asset pricing. He holds a Ph.D. in Economics from Syracuse University, earned between 2011 and 2016, and a B.A. in Economics from Xi'an Jiaotong University's Jinhe Economic Research Center, completed between 2006 and 2010. He teaches courses such as fixed income securities and time series analysis.

Fa Wang is a researcher at Peking University specializing in Financial Econometrics, Panel Data, and Factor Model. Their work focuses on the identification and estimation of large factor models with structural instability, as well as the estimation and inference for high dimensional factor models with multiple structural changes. Wang's research also explores the asymptotic power of the sphericity test under weak and strong factors in fixed effects panel data models. Additionally, they have contributed to the development of methods for nowcasting China’s PPI inflation using dynamic factor models and inference for large dimensional factor models under general missing data patterns. Their research emphasizes robust statistical methods for analyzing complex financial and economic data.