Weifeng Jin

Weifeng Jin
Weifeng joined the Department of Statistics at ITAM as an assistant professor (tenure track) in August 2025. Before that, he worked as a visiting professor in the Department of Econometrics, Statistics, and Applied Economics from June 2023. Weifeng obtained his doctoral degree in Economics at Universidad Carlos III de Madrid in 2023 in Spain, where he also obtained his master's degree in economic analysis in 2018. Prior to that, he studied mathematical economics for his bachelor's degree at Shanghai University of Finance and Economics in Shanghai, China.
His research interest primarily lies in Econometric Theory with a focus on time series analysis and Financial Econometrics, where he has mostly been dedicated to the estimation and testing techniques in the context of time series models with nonlinear dynamics applied to Macroeconomic and Financial data. Currently, he is working on detecting change-points in general linear time series models, which accommodate nonlinear dynamics and higher-order dependence, and explosive behaviours.
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Topics of Interest
- Theoretical Econometrics
- Time Series