Peng Wang
Economics and Econometrics · with Bai · 2012–2015
A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 40 citations into it; #15,684 of 23,481 by trust here, #20,008 by citations
- Finance — 17 citations into it
- Statistics and Probability — 12 citations into it
Whom Peng Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Serena Ng
- In Choi
- James H. Stock
- Jonathan H. Wright
- M. Forni
- James O. Berger
- Mark W. Watson
- Ben S. Bernanke
- Geir Evensen
Who trusts Peng Wang overall
Papers from Peng Wang's perspective
Ordered by how strongly the researchers Peng Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- International Business Cycles: World, Region, and Country-Specific Factors
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Monetary Policy in a Data-Rich Environment
- Are more data always better for factor analysis
- Determining the Number of Primitive Shocks in Factor Models
- Determining the Number of Factors in Approximate Factor Models
- Determining the number of factors in approximate factor models with global and group-specific factors
- An Introduction to Multivariate Statistical Analysis
Their papers
- Identification theory for high dimensional static and dynamic factor models (2014) — 38 citations
- Identification and Estimation of Dynamic Factor Models (2012) — 47 citations
- Identification and Bayesian Estimation of Dynamic Factor Models (2015) — 137 citations