Wendun Wang

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS

681

SSRN CITATIONS
Rank 42,051

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Top 42,051

in Total Papers Citations

7

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Heterogeneous Structural Breaks in Panel Data Models

Number of pages: 53 Posted: 08 Sep 2017 Last Revised: 11 Oct 2019
Ryo Okui and Wendun Wang
Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 240 (131,589)
Citation 1

Abstract:

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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 17 (577,047)
Citation 5

Abstract:

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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 100 (273,479)
Citation 1

Abstract:

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Financial contagion, Quantile regression, One-sided score test

4.

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 82 (310,117)
Citation 1

Abstract:

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Asymptotic optimality, Heteroscedasticity, Model averaging, Partially linear model

5.

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 75 (326,695)
Citation 1

Abstract:

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

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 58 (374,009)
Citation 3

Abstract:

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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 54 (386,948)

Abstract:

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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 46 (422,199)
Citation 2

Abstract:

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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 (703,841)
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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 Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 8 (614,304)

Abstract:

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