Erasmus School of Economics
Associate professor | Econometrics
- wang@ese.eur.nl
- Room
- ET-45
- Location
- Burg. Oudlaan 50, Rotterdam
More information
Work
- Robin Lumsdaine, Ryo Okui & Wendun Wang (2023) - Estimation of panel group structure models with structural breaks in group memberships and coefficients - doi: 10.1016/j.jeconom.2022.01.001 - [link]
- Xuan Leng, Heng Chen & Wendun Wang (2023) - Multi-dimensional latent group structures with heterogeneous distributions - 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 - 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 - doi: 10.48550/arXiv.2112.15100
- Ping Sheng Koh, David M. Reeb, Elvira Sojli, Wing Wah Tham & Wendun Wang (2022) - Deleting unreported innovation - doi: 10.1017/s0022109021000764 - [link]
- Jiahui Zou, Wendun Wang, Xinyu Zhang & Guohua Zou (2022) - Optimal model averaging for divergent-dimensional Poisson regressions - doi: 10.1080/07474938.2022.2047508 - [link]
- R Okui & Wendun Wang (2021) - Heterogeneous structural breaks in panel data models - doi: 10.1016/j.jeconom.2020.04.009 - [link]
- K Miao, L Su & Wendun Wang (2020) - Panel threshold regressions with latent group structures - 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? - doi: 10.1002/jae.2696 - [link]
- Xinyu Zhang & Wendun Wang (2019) - Optimal model averaging estimation for partially linear models - doi: 10.5705/ss.202015.0392 - [link]
Internship Hub
- Year
- 2023
- Course Code
- FEB63017
Seminar Financial Case Studies
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21019
Master's Thesis Econometrics & Managemen
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21031
Advanced Time Series Econometrics
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21038
Time Series Econometrics for Macroeconom
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21044
Advanced Econometrics
- Year Level
- bachelor 3, bachelor 3, bachelor 4
- Year
- 2023
- Course Code
- FEB23016
Master's Thesis Econometrics & Managemen
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21031-2