dr. (Wendun) W Wang

All publications (10)

• Article (9)

  • K. Miao, L. Su & W. Wang (2020). Panel threshold regressions with latent group structures. Journal of Econometrics, 213, 451-481. doi: 10.1016/j.jeconom.2019.07.006 [go to publisher's site]
  • X. Zhang & W. Wang (2019). Optimal model averaging estimation for partially linear models. Statistica Sinica, 29, 693-718. doi: 10.5705/ss.202015.0392 [go to publisher's site]
  • R. Okui & W. Wang (2019). Heterogeneous structural breaks in panel data models. Journal of Econometrics.
  • W. Wang, X. Zhang & R. Paap (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34 (5), 724-745. doi: 10.1002/jae.2696
  • G. Claeskens, J. R Magnus, A. Vasnev & W. Wang (2016). The forecast combination puzzle: A simple theoretical explanation. International Journal of Forecasting, 32 (3), 754-762. doi: 10.1016/j.ijforecast.2015.12.005
  • W. Wang, Z. Qian & K. Ji (2016). Sovereign Credit Risk, Macroeconomic Dynamics,and Financial Contagion: Evidence from Japan. Macroeconomic Dynamics, 21 (8), 2096-2120. doi: 10.1017/S1365100516000122
  • J. R Magnus, W. Wang & X. Zhang (2015). Weighted average least square prediction. Econometric Reviews, 35 (6), 1040-1074. doi: 10.1080/07474938.2014.977065
  • J. R Magnus & W. Wang (2014). Concept-based Bayesian model averaging and growth empirics. Oxford Bulletin of Economics and Statistics, 76 (6), 874-897. doi: 10.1111/obes.12068
  • K. Ji, J. R Magnus & W. Wang (2014). Natural resources, institutional quality, and economic growth in China. Environmental and Resource Economics, 57 (3), 323-343. doi: 10.1007/s10640-013-9673-8

• Report (1)

  • W. Wang, X. Zhang & R. Paap (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions. (Intern rapport, Econometric Institute Reprint, no EI-1681). Rotterdam: Econometric Institute

Teaching (3)

Present position