Personal profile
Research interests
Business & Economics - Econometrics
Business & Economics - Empirical macroeconomics
Business & Economics - Time series econometrics
Position Held
Related documents
Education/Academic qualification
PhD in Economics, PhD, New York University
2009
Fingerprint
- 1 Similar Profiles
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Robust test of asset pricing models with latent or spurious common factors
WANG, P. (PI)
1/01/21 → 31/12/23
Project: Research
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Analysis of Heterogeneous Structural Breaks in High Dimensional Dynamic Factor Models
WANG, P. (PI)
1/01/17 → 30/06/19
Project: Research
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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 Access64 Link opens in a new tab 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
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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 Access98 Link opens in a new tab 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 Link opens in a new tab Citations (Scopus) -
Estimating long run risk: A panel data approach
Wang, P., 2013.Research output: Working paper › Preprint
Activities
- 11 Editorial work
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Economics Letters (Journal)
WANG, P. (Referee)
1 Dec 2020 → …Activity: Publication peer-review and editorial work › Editorial work
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Review of Economics and Statistics (Journal)
WANG, P. (Referee)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
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Palgrave (Journal)
WANG, P. (Reviewer)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
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Economic Inquiry (Journal)
WANG, P. (Referee)
1 Jun 2019 → …Activity: Publication peer-review and editorial work › Editorial work
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Statistical Science (Journal)
WANG, P. (Referee)
1 Nov 2018 → …Activity: Publication peer-review and editorial work › Editorial work