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ECONIS (ZBW)
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1
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
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2
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
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3
The forecast combination puzzle : a simple theoretical explanation
Claeskens, Gerda
;
Magnus, Jan R.
;
Vasnev, Andrey L.
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 754-762
Persistent link: https://www.econbiz.de/10011621807
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4
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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5
Sovereign credit risk, macroeconomic dynamics, and financial contagion : evidence from Japan
Qian, Zongxin
;
Wang, Wendun
;
Ji, Kan
- In:
Macroeconomic dynamics
21
(
2017
)
8
,
pp. 2096-2120
Persistent link: https://www.econbiz.de/10011806279
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6
Panel threshold regressions with latent group structures
Miao, Ke
;
Su, Liangjun
;
Wang, Wendun
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
Saved in:
7
Heterogeneous structural breaks in panel data models
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012618524
Saved in:
8
Deleting unreported innovation
Koh, Ping-Sheng
;
Reeb, David M.
;
Sojli, Elvira
;
Tham, …
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2324-2354
Persistent link: https://www.econbiz.de/10013367091
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9
Too similar to combine? : on negative weights in forecast combination
Radchenko, Peter
;
Vasnev, Andrey L.
;
Wang, Wendun
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10014462763
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10
The dynamic extreme co-movement between Chinese stock market and global stock markets
Huang, Naijing
;
Huang, Zhigang
;
Wang, Weijia
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
14
,
pp. 3241-3257
Persistent link: https://www.econbiz.de/10012211119
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