Xia Wang

Economics and Econometrics · with Su · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 49 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 68 citations into it; #12,467 of 23,481 by trust here, #18,597 by citations
• Statistics and Probability — 37 citations into it; #7,418 of 12,932 by trust here, #8,740 by citations
• Finance — 27 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Xia Wang trusts overall

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

1. Jushan Bai
2. Liangjun Su
3. Peter M. Robinson
4. Zongwu Cai
5. A. Onatski
6. James H. Stock
7. Donald W. K. Andrews
8. H. R. Moon
9. Jianqing Fan
10. Jianhua Z. Huang

Who trusts Xia Wang overall

1. Liangjun Su
2. Jianqing Fan

Papers from Xia Wang's perspective

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

1. Determining the Number of Factors in Approximate Factor Models
2. Inferential Theory for Factor Models of Large Dimensions
3. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
4. Regression Shrinkage and Selection via the Lasso
5. Eigenvalue Ratio Test for the Number of Factors
6. Forecasting Using Principal Components From a Large Number of Predictors
7. Determining the number of factors in approximate factor models with global and group-specific factors
8. Generalized autoregressive conditional heteroskedasticity
9. Tests for Parameter Instability and Structural Change with Unknown Change Point
10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers

• On Time-Varying Factor Models: Estimation and Testing ∗ (2017) — 149 citations
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (2019) — 78 citations