Wendun Wang

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

  • Erasmus University Rotterdam (EUR)

SCHOLARLY PAPERS

3

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331

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57

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Scholarly Papers (3)

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1.

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Downloads 169 (250,548)
Citation 27

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 18 Posted: 23 Oct 2013 Last Revised: 01 Sep 2014
Gerda Claeskens, J.R. Magnus, Andrey L. Vasnev and Wendun Wang
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 107 (463,386)
Citation 2

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forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Tinbergen Institute Discussion Paper 14-127/III
Number of pages: 20 Posted: 20 Sep 2014
Gerda Claeskens, J.R. Magnus, Andrey L. Vasnev and Wendun Wang
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 62 (649,216)
Citation 2

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forecast combination, optimal weights, model selection

2.

Too Similar to Combine? On Negative Weights in Forecast Combination

Number of pages: 36 Posted: 06 Aug 2020
Peter Radchenko, Andrey L. Vasnev and Wendun Wang
The University of Sydney, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 99 (486,357)

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forecast combination, optimal weights, negative weight, trimming, shrinkage

3.

Dress-Up Contest: A Dark Side of Fiscal Decentralization

IEB Working Paper N. 2013/030
Number of pages: 37 Posted: 16 Oct 2013
Ruixin Wang and Wendun Wang
Tilburg University - Center for Economic Research (CentER) and Erasmus University Rotterdam (EUR)
Downloads 63 (632,749)

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fiscal decentralization, yardstick competition, dress-up contest, functional coefficient model