HUANG Wenxin

Wenxin Huang is an Associate Professor in the Department of Economics at Antai College of Economics & Management, Shanghai Jiao Tong University. His research focuses on Economics, with particular emphasis on econometric theory and financial econometrics. Huang has published extensively in leading journals such as the Journal of the American Statistical Association, Journal of Business & Economic Statistics, and The Stata Journal. His work includes studies on panel data analysis, structural breaks, and latent group structures. He has also contributed to the understanding of market segmentation and price comovement in financial markets. Huang teaches courses in financial econometrics, intermediate microeconomics, business statistics, and econometrics at both undergraduate and graduate levels.

Wenxin Huang is a financial econometrician at Shanghai Jiao Tong University, specializing in the analysis of complex financial data using advanced econometric techniques. Their research focuses on identifying latent structures in panel data, particularly in the context of cointegration, cross-section dependence, and unobserved heterogeneity. Huang's work explores methods for detecting latent group structures and regime switching in large panels, with applications to financial markets such as the Chinese A- and H-shares. Their research contributes to understanding price comovement, market segmentation, and structural breaks in financial time series, offering insights into the dynamics of financial markets through rigorous econometric modeling.