Wendun Wang

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS

620

CITATIONS
Rank 47,382

SSRN RANKINGS

Top 47,382

in Total Papers Citations

10

Scholarly Papers (9)

1.

Heterogeneous Structural Breaks in Panel Data Models

Number of pages: 54 Posted: 08 Sep 2017 Last Revised: 25 Nov 2018
Ryo Okui and Wendun Wang
Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 217 (139,873)
Citation 1

Abstract:

Loading...

panel data, grouped pattern, structural break, grouped fixed effects, fused Lasso

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 22 Posted: 05 Mar 2016
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 16 (563,131)
Citation 2

Abstract:

Loading...

forecast combination, optimal weights

3.

Testing for Stock Market Contagion: A Quantile Regression Approach

Tinbergen Institute Discussion Paper 15-040/III
Number of pages: 57 Posted: 27 Mar 2015
Sungyong Park, Wendun Wang and Naijing Huang
Chung-Ang University, Erasmus University Rotterdam (EUR) - Department of Econometrics and Boston College Department of Economics
Downloads 95 (272,729)
Citation 1

Abstract:

Loading...

Financial contagion, Quantile regression, One-sided score test

4.

Resource Abundance and Resource Dependence in China

CentER Discussion Paper Series No. 2010-109
Number of pages: 43 Posted: 14 Oct 2010
J.R. Magnus, Kan Ji and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics, affiliation not provided to SSRN and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 69 (330,233)
Citation 1

Abstract:

Loading...

Natural resource curse, Economic growth, China, Institutional quality, Resource abundance, Resource dependence, Regional differences, Policy change

5.

Optimal Model Averaging Estimation for Partially Linear Models

Number of pages: 32 Posted: 08 Apr 2017
Xinyu Zhang and Wendun Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 67 (335,535)
Citation 1

Abstract:

Loading...

Asymptotic optimality, Heteroscedasticity, Model averaging, Partially linear model

6.

To Pool or Not to Pool: What Is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?

Number of pages: 35 Posted: 24 Feb 2018 Last Revised: 25 Nov 2018
Wendun Wang, Xinyu Zhang and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 54 (373,413)
Citation 2

Abstract:

Loading...

Credit default swap spreads; Heterogeneous panel; Model screening; Panel data forecasting; Pooling averaging

7.

WALS Prediction

CentER Discussion Paper Series No. 2012-043
Number of pages: 38 Posted: 01 Jun 2012
J.R. Magnus, Wendun Wang and Xinyu Zhang
Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 53 (376,555)

Abstract:

Loading...

Model averaging, Model uncertainty, Bayesian analysis, Prediction

Concept-Based Bayesian Model Averaging and Growth Empirics

CentER Discussion Paper Series No. 2012-017
Number of pages: 39 Posted: 17 Feb 2012
J.R. Magnus and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 44 (415,157)
Citation 1

Abstract:

Loading...

Hierarchical model averaging, Growth determinants, Measurement

Concept‐Based Bayesian Model Averaging and Growth Empirics

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 6, pp. 874-897, 2014
Number of pages: 24 Posted: 28 Oct 2014
J.R. Magnus and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1 (681,444)
  • Add to Cart

Abstract:

Loading...

9.

Market-wide Events and Time Fixed Effects

Number of pages: 56 Posted: 08 Oct 2018 Last Revised: 23 Aug 2019
Elvira Sojli, Wing Wah Tham and Wendun Wang
UNSW Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 4 (618,634)

Abstract:

Loading...

Time-varying unobserved heterogeneity; clustering; common shocks; group fixed effects; fixed effects; heterogeneity bias