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Wendun Wang

Erasmus University Rotterdam (from arXiv:2501.09517, 2025) · ORCID · OpenAlex

20 papers in scope · 17 published · 3 on the econ.EM arXiv · 584 citations · h-index 11 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Wei Wang
  2. Zhijie Xiao
  3. Xiaodong Yan
  4. Yanyan Ren
  5. Ryo Okui
  6. Lu Zhang
  7. Junho Choi
  8. Xiaomeng Zhang
  9. Xinyu Zhang
  10. Mikihito Nishi
  11. Yiren Wang
  12. Liangjun Su
  13. Andreas Dzemski
  14. Pedro H. G. Ferreira de Souza
  15. Imran Rasul
  16. Jason Coupet
  17. Mani Bayani
  18. Jared Amani Greathouse
  19. Yiren Wang
  20. Boyuan Zhang

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 20)

Prediction Intervals for Model Averaging
working paper2025 · arXiv
with Zhongjun Qu, Xiaomeng Zhang
Paper profile arXiv arXiv:2510.16224
Time-Varying Group Unobserved Heterogeneity in Finance
published2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2024
with Xuan Leng, Elvira Sojli, Wing Wah Tham
Journal of Business and Economic Statistics
Recovering latent linkage structures and spillover effects with structural breaks in panel data models
working paper2025 · arXiv
with Ryo Okui, Yutao Sun
Paper profile arXiv arXiv:2501.09517
Shapley‐value‐based forecast combination
published2024 · Journal of Forecasting · 5 citations
with Philip Hans Franses, Jiahui Zou
Journal of Forecasting
Optimal Model Averaging for Single-Index Models With Divergent Dimensions
published2023 · Statistica Sinica · 2 citations · first circulated 2021
with Jiahui Zou, Xinyu Zhang, Guohua Zou
Statistica Sinica
Asymptotic Properties of the Synthetic Control Method
working paper2022 · arXiv · 1 citations
with Xiaomeng Zhang, Xinyu Zhang
Paper profile arXiv arXiv:2211.12095
Optimal model averaging for divergent-dimensional Poisson regressions
published2022 · Econometric Reviews · 24 citations
with Jiahui Zou, Xinyu Zhang, Guohua Zou
Econometric Reviews
Estimation of panel group structure models with structural breaks in group memberships and coefficients
published2022 · Journal of Econometrics · 52 citations · first circulated 2020
with Robin L. Lumsdaine, Ryo Okui
Journal of Econometrics
Deleting Unreported Innovation
published2021 · Journal of Financial and Quantitative Analysis · 1 citations
with Ping-Sheng Koh, David M. Reeb, Elvira Sojli, Wing Wah Tham
Journal of Financial and Quantitative Analysis
Multi-dimensional latent group structures with heterogeneous distributions
published2021 · Journal of Econometrics · 11 citations · first circulated 2020
with Xuan Leng, Heng Chen
Journal of Econometrics
Too similar to combine? On negative weights in forecast combination
published2021 · International Journal of Forecasting · 18 citations · first circulated 2020
with Peter Radchenko, Andrey L. Vasnev
International Journal of Forecasting
Panel threshold regressions with latent group structures
published2019 · Journal of Econometrics · 29 citations
with Ke Miao, Liangjun Su
Journal of Econometrics
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
published2019 · Journal of Applied Econometrics · 27 citations
with Xinyu Zhang, Richard Paap
Journal of Applied Econometrics
SOVEREIGN CREDIT RISK, MACROECONOMIC DYNAMICS, AND FINANCIAL CONTAGION: EVIDENCE FROM JAPAN
published2017 · Macroeconomic Dynamics · 12 citations
with Zongxin Qian, Kan Ji
Macroeconomic Dynamics
Optimal Model Averaging Estimation for Partially Linear Models
published2017 · Statistica Sinica · 29 citations · first circulated 2015
with Xinyu Zhang
Statistica Sinica
Heterogeneous Structural Breaks in Panel Data Models
published2017 · Journal of Econometrics · 13 citations
with Ryo Okui
Paper profile Journal of Econometrics arXiv:1801.04672
The forecast combination puzzle: A simple theoretical explanation
published2016 · International Journal of Forecasting · 251 citations · first circulated 2014
with Gerda Claeskens, Jan R. Magnus, Andrey L. Vasnev
International Journal of Forecasting
Weighted-Average Least Squares Prediction
published2014 · Econometric Reviews · 7 citations
with Jan R. Magnus, Xinyu Zhang
Econometric Reviews
Natural Resources, Institutional Quality, and Economic Growth in China
published2013 · Environmental and Resource Economics · 100 citations
with Kan Ji, Jan R. Magnus
Environmental and Resource Economics
Bid-Price Determination Considering Cash-flow Effects
published2009 · Civil-comp proceedings · 1 citations
with Chia-Li Lin, Yanlin Lu
Civil-comp proceedings

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.