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- 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]
- Wendun Wang, Jiahui Zou, Xinyu Zhang & Guohua Zou (2023) - Optimal model averaging for single-index models with divergent dimensions - Statistica Sinica - doi: 10.48550/arXiv.2112.15100
- 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]
- Wendun Wang, X (Xiaoxue) Zhang & Richard Paap (2019) - To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? - Journal of Applied Econometrics, 34 (5), 724-745 - doi: 10.1002/jae.2696 - [link]
