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Home | People | Wendun Wang
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Wendun Wang

Research Fellow

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

Biography

Wendun Wang is an Associate Professor at Econometric Institute, Erasmus University Rotterdam.

List of publications

Franses, \.H., Zou, J. and Wang, W. (2024). Shapley-value-based forecast combination Journal of Forecasting, 43(8):3194--3202.

Radchenko, P., Vasnev, \AndreyL.\ and Wang, W. (2023). Too similar to combine? On negative weights in forecast combination International Journal of Forecasting, 39(1):18--38.

Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21.

Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.

Koh, \.S., Reeb, \DavidM.\, Sojli, E., Tham, \.W. and Wang, W. (2022). Deleting unreported innovation Journal of Financial and Quantitative Analysis, 57(6):2324 -- 2354.

Zou, J., Wang, W., Zhang, X. and Zou, G. (2022). Optimal model averaging for divergent-dimensional Poisson regressions Econometric Reviews, 41(7):775--805.

Okui, R. and Wang, W. (2021). Heterogeneous structural breaks in panel data models Journal of Econometrics, 220(2):447--473.

Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 214(2):451--481.

Wang, W., Zhang, \.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.

Qian, Z., Wang, W. and Ji, K. (2017). Sovereign Credit Risk, Macroeconomic Dynamics,and Financial Contagion: Evidence from Japan Macroeconomic Dynamics, 21(8):2096--2120.

Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted-Average Least Squares 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.

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., Magnus, JanR. and Wang, W. (2014). Natural Resources, Institutional Quality, and Economic Growth in China Environmental and Resource Economics, 57(3):323--343.