Professor Weining Wang
Masters, PhD
Current positions
Professor of Economics
School of Economics
Contact
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Research interests
Econometrics, Network Analysis, Machine Learning Methods, Financial Econometrics, High Dimensional Statistics, Time Series Econometrics
Publications
Selected publications
01/07/2025Plausible GMM
Plausible GMM
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Beta-Sorted Portfolios
Beta-Sorted Portfolios
Recent publications
23/09/2025A projection-based approach for interactive fixed effects panel data models
Econometric Reviews
Improved Estimation of Dynamic Models of Conditional Means and Variances
Journal of Time Series Analysis
Nonlinearity in Dynamic Causal Effects
Journal of Business and Economic Statistics
Uniform Inference on High-dimensional Spatial Panel Networks
Journal of Business and Economic Statistics
A projection based approach for interactive fixed effects panel data models
A projection based approach for interactive fixed effects panel data models