Assistant Professor, Economics
Yulong Wang is an Assistant Professor of Economics in the Maxwell School. Before joining Syracuse University, Wang earned a B.A. at Tsinghua University in Beijing and Ph.D. in Economics from Princeton University. His current research focuses on designing new econometric tools in the presence of small samples and other instances when data are limited. Motivating examples include forecasting financial tail risk and estimating the cost of catastrophic disasters such as large hurricanes and earthquakes. All these extreme events are only observed a few times, and hence standard approaches relying on many observations fail to capture the underlying feature. Wang’s other research studies change point models and threshold models, which are widely used in economics and social science.
"Fix-k Asymptotic Inference about Tail Properties." Yulong Wang and Ulrich K. Mueller. Journal of the American Statistical Association 112 (2017), 1134-1143. Supplementary Material.
"Inference in the Change Point Model with Time Varying Moments." Yulong Wang. (Formerly circulated under the title "Inference in the Threshold Model".)
"Nearly Weighted Risk Minimal Unbiased Estimation." Yulong Wang and Ulrich K. Mueller.
"Unbiased Estimation of Tail Properties in Small Samples with Complete, Censored, or Truncated Data."