Projects per year
Personal profile
Research interests
Business & Economics - Applied econometrics
Business & Economics - Econometrics
Business & Economics - Empirical macroeconomics
Business & Economics - Time series econometrics
Business & Economics - Econometrics
Business & Economics - Empirical macroeconomics
Business & Economics - Time series econometrics
Position Held
MSc Program Coordinator (Economics)
Related documents
Education/Academic qualification
PhD in Economics, PhD, New York University
2009
Fingerprint
Dive into the research topics where Peng WANG is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
-
-
Robust test of asset pricing models with latent or spurious common factors
WANG, P. (PI)
1/01/21 → 31/12/23
Project: Research
-
Analysis of Heterogeneous Structural Breaks in High Dimensional Dynamic Factor Models
WANG, P. (PI)
1/01/17 → 30/06/19
Project: Research
-
Econometric Analysis of Large Factor Models
Bai, J. & Wang, P., 31 Oct 2016, In: Annual Review of Economics. 8, p. 53-80 28 p.Research output: Contribution to journal › Review article › peer-review
Open Access61 Citations (Scopus) -
Determinants of world business cycles: Some insights from a flexible dynamic factor model
Leung, C. K. Y. & Wang, P., 2015.Research output: Working paper › Preprint
-
Identification and Bayesian Estimation of Dynamic Factor Models
Bai, J. & Wang, P., 3 Apr 2015, In: Journal of Business and Economic Statistics. 33, 2, p. 221-240 20 p.Research output: Contribution to journal › Journal Article › peer-review
Open Access94 Citations (Scopus) -
Identification theory for high dimensional static and dynamic factor models
Bai, J. & Wang, P., Feb 2014, In: Journal of Econometrics. 178, 2, p. 794-804 11 p.Research output: Contribution to journal › Journal Article › peer-review
27 Citations (Scopus) -
Estimating long run risk: A panel data approach
Wang, P., 2013.Research output: Working paper › Preprint
Activities
- 11 Editorial work
-
Economics Letters (Journal)
WANG, P. (Referee)
1 Dec 2020 → …Activity: Publication peer-review and editorial work › Editorial work
-
Economic Inquiry (Journal)
WANG, P. (Referee)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
-
Palgrave (Journal)
WANG, P. (Reviewer)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
-
Review of Economics and Statistics (Journal)
WANG, P. (Referee)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
-
Statistical Science (Journal)
WANG, P. (Referee)
1 Nov 2018 → …Activity: Publication peer-review and editorial work › Editorial work