Lumsdaine, R., Okui, R. and Wang, W. (2022). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, :.
Wendun Wang
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Econometric Theory, Econometrics, Macroeconomics
Website
Key publications
Wang, W.(., Leng, X.(. and Chen, H. (2021). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, :.
Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.
Okui, R. and Wang, W. (2019). Heterogeneous structural breaks in panel data models Journal of Econometrics, :.
Wang, W., Zhang, X and Paap, R. (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
List of publications
Lumsdaine, R., Okui, R. and Wang, W. (2022). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, :.
Zou, J., Wang, W., Zhang, X. and Zou, G. (2022). Optimal model averaging for divergent-dimensional Poisson regressions Econometric Reviews, 41(7):775--805.
Koh, P., Reeb, D., Sojli, E., Tham, W.W. and Wang, W. (2021). Deleting unreported innovation Journal of Financial and Quantitative Analysis, :.
Radchenko, P., Vasnev, AndreyL. and Wang, W. (2021). Too similar to combine? On negative weights in forecast combination International Journal of Forecasting, :.
Wang, W.(., Leng, X.(. and Chen, H. (2021). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, :.
Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.
Okui, R. and Wang, W. (2019). Heterogeneous structural breaks in panel data models Journal of Econometrics, :.
Wang, W., Zhang, X and Paap, R. (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted average least square prediction Econometric Reviews, 35(6):1040--1074.
Claeskens, G., Magnus, JanR., Vasnev, AndreyL. and Wang, W. (2016). The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting, 32(3):754--762.
Wang, W., Qian, Z and Ji, K. (2016). Sovereign Credit Risk, Macroeconomic Dynamics,and Financial Contagion: Evidence from Japan Macroeconomic Dynamics, 21(8):2096--2120.
Magnus, J. and Wang, W. (2014). Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics, 76(6):874--897.
Ji, K., R Magnus, J. and Wang, W. (2014). Natural resources, institutional quality, and economic growth in China Environmental and Resource Economics, 57(3):323--343.