Jingjing Yang

Assistant Professor

Jingjing Yang

Tel: (775) 784-1112
Office: AB 319A

Academic Positions

  • Assistant Professor of Economics, University of Nevada, Reno, 2012-present


  • Ph D, Economics, Michigan State University

Teaching Experience

Courses taught

  • Intermediate Microeconomics, Introductory Econometrics, Graduate Econometrics II, Independent Study, Principles of Economics, Quantitative Methods, Senior Independent Study (International Economics), Monetary Theory, Junior Independent Study, Intermediate Macro, Economic Forecasting

Honors and Awards

  • Excellence in Graduate Teaching, College of Business, UNR (2014)


Refereed Journal Articles

  • Yang, J. (2017). Consistency of Trend Break Point Estimator with Underspecified Break Number. Econometrics, 5(4).
  • Kim, M. S., Sun, Y., Yang, J. (2017). A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. Journal of Econometrics, 197(2), 298-322.
  • Vogelsang, T., Yang, J. (2016). Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series with Unknown Mean. Journal of Time Series Analysis, 37(6), 723-740.
  • Nichols, M. W., Tosun, M. S., Yang, J. (2015). The Fiscal Impact of Legalized Casino Gambling. Public Finance Review/ SAGE Publications, 43(6), 739-761.
  • Yang, J. (2012). Break Point Estimators for a Slope Shift: Levels versus First Differences. the Econometrics Journal, 15(1), 154-169.
  • Yang, J., Vogelsang, T. J. (2011). Fixed-b Analysis of LM-Type Tests for a Shift in Mean. the Econometrics Journal, 14(3), 438-456.