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Wei Long


Assistant Professor

Ph.D. Texas A & M University

B.A. Renmin University of China


Research interests: econometrics, financial econometrics and applied econometrics

304 Tilton Hall, (504) 862-8345

wlong2@tulane.edu

Website (coming soon!)

Vitae


Short bio


Wei's research concentrates on financial econometrics, time series and applied econometrics. His current work focuses on model selection and model averaging. For example, Wei has studied dependence structures among different financial markets by implementing a model averaging method on the mixture copula model. He has used the model averaging method to estimate the treatment effect of social policy (e.g., Virginia's justice reform in 1995). And he has researched the explosive behavior in the gold market since the 1960s.

Wei earned a bachelor's degree in Accounting from Renmin University of China in 2009 and a master's degree in Statistics from Columbia University in 2010. He received the Ph.D. in Economics from Texas A&M University in 2015.


206 Tilton Hall, Tulane University, New Orleans, LA 70118 tel 504-865-5321 fax 504-865-5869 pwatson@tulane.edu