Biography
Wendun Wang is associate professor at the Econometric Institute of the Erasmus School of Economics, Erasmus University Rotterdam. He obtained his PhD in 2013 from Tilburg University. His research interests include panel data, model averaging, forecasting.
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Work
- X (Xuan) Leng, Elvira Sojli, WW Tham & Wendun Wang (2026) - Time-Varying Group Unobserved Heterogeneity in Finance - Journal of Business and Economic Statistics, 44 (2), 587-600 - doi: 10.1080/07350015.2025.2546452
- Wendun Wang, Jiahui Zou, Xinyu Zhang & Guohua Zou (2025) - Optimal model averaging for single-index models with divergent dimensions - Statistica Sinica, 35, 1025-1049 - doi: 10.48550/arXiv.2112.15100
- Philip Hans Franses, Jiahui Zou & Wendun Wang (2024) - Shapley-value-based forecast combination - Journal of Forecasting, 43 (8), 3194-3202 - doi: 10.1002/for.3178 - [link]
- Robin Lumsdaine, Ryo Okui & Wendun Wang (2023) - Estimation of panel group structure models with structural breaks in group memberships and coefficients - Journal of Econometrics, 233 (1), 45-65 - doi: 10.1016/j.jeconom.2022.01.001 - [link]
- Xuan Leng, Heng Chen & Wendun Wang (2023) - Multi-dimensional latent group structures with heterogeneous distributions - Journal of Econometrics, 233 (1), 1-21 - doi: 10.1016/j.jeconom.2021.09.005 - [link]
- Peter Radchenko, Andrey L. Vasnev & Wendun Wang (2023) - Too similar to combine? On negative weights in forecast combination - International Journal of Forecasting, 39 (1), 18-38 - doi: 10.1016/j.ijforecast.2021.08.002 - [link]
- Ping Sheng Koh, David M. Reeb, Elvira Sojli, Wing Wah Tham & Wendun Wang (2022) - Deleting unreported innovation - Journal of Financial and Quantitative Analysis, 57 (6), 2324 - 2354 - doi: 10.1017/s0022109021000764 - [link]
- Jiahui Zou, Wendun Wang, Xinyu Zhang & Guohua Zou (2022) - Optimal model averaging for divergent-dimensional Poisson regressions - Econometric Reviews, 41 (7), 775-805 - doi: 10.1080/07474938.2022.2047508 - [link]
- R Okui & Wendun Wang (2021) - Heterogeneous structural breaks in panel data models - Journal of Econometrics, 220 (2), 447-473 - doi: 10.1016/j.jeconom.2020.04.009 - [link]
- K Miao, L Su & Wendun Wang (2020) - Panel threshold regressions with latent group structures - Journal of Econometrics, 214 (2), 451-481 - doi: 10.1016/j.jeconom.2019.07.006 - [link]
Introductory Seminar Econometrics
- Year
- 2025
- Course Code
- FEB22009
Introductory Seminar Econometrics-BSc2
- Year
- 2025
- Course Code
- FEB22009Q
Intro Seminar Econometrics (pre-master)
- Year
- 2025
- Course Code
- FEB22009S
Introductory Seminar Econometrics
- Year
- 2025
- Course Code
- FEB22009X
Advanced Econometrics
- Year
- 2025
- Course Code
- FEB23016
Internship Hub
- Year
- 2025
- Course Code
- FEB63017
Microeconometrics
- Year
- 2025
- Course Code
- FEM21005
Seminar Financial Case Studies
- Year
- 2025
- Course Code
- FEM21019
Seminar Case Studies in Appl. Econometr.
- Year
- 2025
- Course Code
- FEM21022
Thesis Hub Master
- Year
- 2025
- Course Code
- FEM61007H
Research Master Thesis TI
- Level
- Master
- Year Level
- Master
- Year
- 2025
- Course Code
- TIC20999
