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Home | People | Wendun Wang

Wendun Wang

Research Fellow

Erasmus University Rotterdam
Research field
Applied Econometrics, Econometric Theory, Econometrics, Macroeconomics

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.