Browsing All of EconStor by Author Wang, Weining

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Showing results 21 to 32 of 32
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Year of PublicationTitleAuthor(s)
2019 Inference of Break-Points in High-Dimensional Time SeriesChen, Likai; Wang, Weining; Wu, Wei Biao
2019 Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia ForecastingLi, Xinjue; Zboňáková, Lenka; Wang, Weining; Härdle, Wolfgang Karl
2019 LASSO-driven inference in time and spaceChernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; Wang, Weining
2020 Using generalized estimating equations to estimate nonlinear models with spatial dataLu, Cuicui; Wang, Weining; Wooldridge, Jeffrey M.
2020 Dynamic Spatial Network Quantile AutoregressionXu, Xiu; Wang, Weining; Shin, Yongcheol
2020 Inference of breakpoints in high-dimensional time seriesChen, Likai; Wang, Weining; Wu, Wei Biao
2020 Improved Estimation of Dynamic Models of Conditional Means and VariancesWang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan
2020 Tail Event Driven Factor Augmented Dynamic ModelWang, Weining; Yu, Lining; Wang, Bingling
2020 Long- and Short-Run Components of Factor Betas: Implications for Stock PricingAsgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; Wang, Weining
2020 The common and speci fic components of inflation expectation across European countriesChen, Shi; Härdle, Wolfgang Karl; Wang, Weining
2020 A supreme test for periodic explosive GARCHRichter, Stefan; Wang, Weining; Wu, Wei Biao
2020 Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency DataMustafayeva, Konul; Wang, Weining