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Wendun Wang
Wendun Wang
Verified email at ese.eur.nl
Title
Cited by
Cited by
Year
The forecast combination puzzle: A simple theoretical explanation
G Claeskens, JR Magnus, AL Vasnev, W Wang
International Journal of Forecasting 32 (3), 754-762, 2016
2652016
Natural resources, institutional quality, and economic growth in China
K Ji, JR Magnus, W Wang
Environmental and Resource Economics 57 (3), 323-343, 2014
1222014
Heterogeneous structural breaks in panel data models
R Okui, W Wang
Journal of Econometrics 220 (2), 447-473, 2021
482021
Optimal model averaging estimation for partially linear models
X Zhang, W Wang
Statistica Sinica 29 (2), 693-718, 2019
452019
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
W Wang, X Zhang, R Paap
Journal of Applied Econometrics 34 (5), 724-745, 2019
31*2019
Panel threshold regressions with latent group structures
K Miao, L Su, W Wang
Journal of Econometrics 214 (2), 451-481, 2020
292020
Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients
RL Lumsdaine, R Okui, W Wang
Journal of Econometrics, 2022
282022
Concept‐based Bayesian model averaging and growth empirics
JR Magnus, W Wang
Oxford Bulletin of Economics and Statistics 76 (6), 874-897, 2014
212014
Deleting unreported innovation
PS Koh, DM Reeb, E Sojli, WW Tham, W Wang
Journal of Financial and Quantitative Analysis 57 (6), 2324-2354, 2022
192022
Weighted-average least squares prediction
JR Magnus, W Wang, X Zhang
Econometric Reviews 35 (6), 1040-1074, 2016
16*2016
Too similar to combine? On negative weights in forecast combination
P Radchenko, A Vasnev, W Wang
International Journal of Forecasting, 2021
132021
Multi-dimensional latent group structures with heterogeneous distributions
X Leng, W Wang, H Chen
Journal of Econometrics, 2021
11*2021
Sovereign credit risk, macroeconomic dynamics, and financial contagion: Evidence from Japan
Z Qian, W Wang, K Ji
Macroeconomic Dynamics 21 (8), 2096-2120, 2017
112017
Optimal model averaging for divergent-dimensional Poisson regressions
J Zou, W Wang, X Zhang, G Zou
Econometric Reviews 41 (7), 775-805, 2022
102022
Time-varying Group Unobserved Heterogeneity
E Sojli, WW Tham, W Wang
Available at SSRN 3258048, 2018
6*2018
Testing for stock market contagion: A quantile regression approach
S Park, W Wang, N Huang
Tinbergen Institute Discussion Paper 15-040/III, 2015
42015
Dress-up contest: A dark side of fiscal decentralization
R Wang, W Wang
IEB Working Paper, 2013
22013
Asymptotic Properties of the Synthetic Control Method
X Zhang, W Wang, X Zhang
arXiv preprint arXiv:2211.12095, 2022
12022
Optimal model averaging for single-index models with divergent dimensions
J Zou, W Wang, X Zhang, G Zou
arXiv preprint arXiv:2112.15100, 2021
12021
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Articles 1–19