Jun Wen

Economics and Econometrics · Economic Modelling · 2016–2021

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jun Wen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paresh Kumar Narayan
  2. Perry Sadorsky
  3. Eric Neumayer
  4. B. N. Iyke
  5. Chien‐Chiang Lee
  6. N. Apergis
  7. M. Cole
  8. Lutz Kilian
  9. Soumyananda Dinda
  10. Christian Bjørnskov

Papers from Jun Wen's perspective

Ordered by how strongly the researchers Jun Wen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  2. Testing for unit roots in heterogeneous panels
  3. The Impact of Oil Price Shocks on the U.S. Stock Market
  4. A simple panel unit root test in the presence of cross-section dependence
  5. Economic Growth and the Environment
  6. Generalized autoregressive conditional heteroskedasticity
  7. Crude Oil Prices and COVID-19: Persistence of the Shock
  8. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
  9. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  10. Computation and Analysis of Multiple Structural-Change Models

Their papers