Browsing All of EconStor by Author Wang, Weining

Showing results 21 to 36 of 36
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Year of PublicationTitleAuthor(s)
2019Inference of Break-Points in High-Dimensional Time SeriesChen, Likai; Wang, Weining; Wu, Wei Biao
2019LASSO-driven inference in time and spaceChernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; Wang, Weining
2019Modelling Systemic Risk Using Neural Network Quantile RegressionKeilbar, Georg; Wang, Weining
2020The common and speci fic components of inflation expectation across European countriesChen, Shi; Härdle, Wolfgang Karl; Wang, Weining
2020Tail Event Driven Factor Augmented Dynamic ModelWang, Weining; Yu, Lining; Wang, Bingling
2020Inference of breakpoints in high-dimensional time seriesChen, Likai; Wang, Weining; Wu, Wei Biao
2020Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency DataMustafayeva, Konul; Wang, Weining
2020Dynamic Spatial Network Quantile AutoregressionXu, Xiu; Wang, Weining; Shin, Yongcheol
2020Using generalized estimating equations to estimate nonlinear models with spatial dataLu, Cuicui; Wang, Weining; Wooldridge, Jeffrey M.
2020Long- and Short-Run Components of Factor Betas: Implications for Stock PricingAsgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; Wang, Weining
2020Improved Estimation of Dynamic Models of Conditional Means and VariancesWang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan
2020A supreme test for periodic explosive GARCHRichter, Stefan; Wang, Weining; Wu, Wei Biao
2021Modelling systemic risk using neural network quantile regressionKeilbar, Georg; Wang, Weining
2022Policy choice in time series by empirical welfare maximizationKitagawa, Toru; Wang, Weining; Xu, Mengshan
2023Beta-sorted portfoliosCattaneo, Matias D.; Crump, Richard K.; Wang, Weining
2023Beta-sorted portfoliosCattaneo, Matias D.; Crump, Richard K.; Wang, Weining