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
06/05/2026Causal State-Dependent Local Projections
Causal State-Dependent Local Projections
Estimating Network Spillovers under Dense Measurement Error
Estimating Network Spillovers under Dense Measurement Error
Estimating Network Spillovers under Dense Measurement Error
Estimating Network Spillovers under Dense Measurement Error
From Vector Autoregressions to AI-based Time Series Forecasting
From Vector Autoregressions to AI-based Time Series Forecasting
Transformer-based CoVaR
Transformer-based CoVaR