• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Introduction in Genome-Wide Data Analysis
      • Inequalities in Health and Healthcare
      • Crash Course in Experimental Economics
      • Econometric Methods for Forecasting and Data Science
      • Behavioral Macro and Complexity
  • Times
Home | People | Wendun Wang
 placeholder

Wendun Wang

Research Fellow

University
Erasmus University Rotterdam
Research field
Econometrics
Interests
Applied Econometrics, Econometric Theory, Econometrics, Macroeconomics

List of publications

Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.

Okui, R. and Wang, W. (2019). Heterogeneous structural breaks in panel data models Journal of Econometrics, :.

Wang, W., Zhang, X and Paap, R. (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.

Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted average least square prediction Econometric Reviews, 35(6):1040--1074.

Claeskens, G., Magnus, JanR., Vasnev, AndreyL. and Wang, W. (2016). The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting, 32(3):754--762.

Wang, W., Qian, Z and Ji, K. (2016). Sovereign Credit Risk, Macroeconomic Dynamics,and Financial Contagion: Evidence from Japan Macroeconomic Dynamics, 21(8):2096--2120.

Magnus, J. and Wang, W. (2014). Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics, 76(6):874--897.

Ji, K., R Magnus, J. and Wang, W. (2014). Natural resources, institutional quality, and economic growth in China Environmental and Resource Economics, 57(3):323--343.