Lingwei Kong

Lingwei Kong is an Assistant Professor of Econometrics at the University of Groningen's Faculty of Economics and Business. His research focuses on econometric methodologies for asset pricing, particularly addressing identification challenges and robust testing in financial models. He holds a prominent position within the Department of Econometrics, contributing to both theoretical advancements and practical applications in financial econometrics.

His research emphasizes identification robust tests for risk premia in linear factor models, addressing issues arising from weak factors and limited sample sizes. This work has led to novel testing procedures that improve reliability in empirical studies. His recent publications include contributions to the Journal of Econometrics and Journal of Financial Econometrics.

Teaching responsibilities include courses such as Statistical Inference, Probability Theory for EOR, and Models for Short Term Risk Management, reflecting his expertise in quantitative methods. His personal research page (https://lingwei-kong.github.io/) provides access to ongoing projects and detailed methodologies.