Working experience
2023.01- Associate Professor, SOE & WISE, Xiamen University
2019.9-2022.12 Assistant Professor, WISE & SOE, Xiamen University
Research Interest
Panel Econometrics; Extreme Value Statistics; Quantile Regression
Teaching
Advanced Probability Theory (graduates), 2019-2024
Probability Theory (undergraduates), 2020
Stochastic Processes (undergraduates), 2021-2024
Education
Phd in Statistics, University of Science & Technology of China
Visiting Phd (funded by CSC), Georgia Tech
Publication
[11] Leng, X., Sojli, E., Tham, W. and Wang, W. (2025). Time-varying Group Unobserved Heterogeneity in Finance. Journal of Business & Economic Statistics, forthcoming
[10] Hou, Y., *Leng, X., Peng, L. and Zhou, Y. (2024). Panel Quantile Regression for Extreme Risk. Journal of Econometrics, 240，105674
[9] Huang, H., Jiang, L., *Leng, X. and Peng, L. (2023). Bootstrap Analysis of Mutual Fund Performance. Journal of Econometrics, 235, 239-255
[8] Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional Latent Group Structures with Heterogeneous Distributions. Journal of Econometrics, 233, 1-21
[7] Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470
[6] Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96
[5] Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortality model. ASTIN Bulletin, 47, 715-735.
[4] Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65.
[3] Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141-152.
[2] Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.
[1] Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338.