Welcome to my personal website! I am an associate professor in
School of Economics, Huazhong University of Science and Technology. My
research field is econometrics.
Working Experience
- Associate Professor, School of Economics, Huazhong University of Science and Technology, 2018-present
- Assistant Professor, International School of Economics and Management, Capital University of Economics and Business, 2015-2018
Education
- Ph.D. in Agricultural Economics, Texas A&M University, 2015
- B.A. in Financial Management, Renmin University of China, 2009
Publications
- K. Wen. (2023). “A semiparametric spatio-temporal model of crop yield trend and its implication to insurance rating”. Agricultural Economics. 54(5), 662-673.
- K. Wen, W. Wu and X. Wu. (2023). “Electricity Demand Forecasting and Risk Management Using Gaussian Process Model with Error Propagation”. Journal of Forecasting. 42(4), 957-969.
- S. Wang, Y. Li and K. Wen. (2021). “Recursive adjusted unit root tests under non-stationary volatility”. Economics Letters. 109941.
- K. Wen, X. Wu and D. Leatham. (2021). “Spatially smoothed kernel densities with application to crop yield distributions”. Journal of Agricultural, Biological and Environmental Statistics. 26: 349–366.
- K. Wen and X. Wu. (2020). “Generalized empirical likelihood based kernel estimation of spatially similar densities”. In M. Chen, J.M. Dunn, A. Golan, and A. Ullah, editors, Advances in Info-Metrics. Oxford University Press.
- S. Wang, A. Li, K. Wen and X. Wu. (2020). “Robust kernels for kernel density estimation”. Economics Letters, 191:1-5.
- K. Wen and X. Wu. (2020). “Transformation-kernel estimators of copula densities”. Journal of Business & Economic Statistics, 38(1), 148-164.
- K. Wen and X. Wu. (2019). “A guided nonparametric goodness-of-fit test with application to income distributions”. Econometrics Journal, 22(3):207-222.
- K. Wen and X. Wu. (2017). “Smoothed kernel conditional density estimation”. Economics Letters, 152:112-116.
- K. Wen and X. Wu. (2015). “An improved transformation-based kernel estimator of densities on the unit interval”. Journal of the American Statistical Association, 110:773-783.
Refereeing Activities
Journal of Econometrics, Journal of Computational and Graphical Statistics, Empirical Economics, Statistica Sinica, Scandinavian Journal of Statistics, IEEE Transactions on Information Theory, Computational Economics, Computational Intelligence and Neuroscience, PLOS ONE, Agribusiness, Electric Power Components and Systems, International Journal of Machine Learning and Cybernetics, Agricultural Economics
Grants
- National Natural Science Foundation of China (71703108), PI, 2017.
- Hubei Provincial Natural Science Foundation of China (2023AFB1113), PI, 2023.
Teaching Experience
- Advanced econometrics (undergraduate level), 2023-;
- Frontiers in econometrics (doctoral level), 2021-;
- Econometrics (for dual-degree undergraduate students), 2022-;
- Advanced econometrics (master level), 2018-2023;
- Linear Algebra (summer school), 2020-2021;
- Financial modeling and computation (master level), 2019-2022;
- Econometrics (for foreign students), 2018-2021;
- Corporate finance (master level), 2016-2017;
- Corporate finance (undergraduate level), 2016.