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Research
Yiru Wang
Research
Working papers
"
Dissecting the Phillips Curve: Evidence from Cross-Sectional Heterogeneity and Regime-Dependent Nonlinearity
" with Wenxin Huang and Lingyun Zhou.
Accepted for publication
in
Journal of Econometrics.
(
Online Supplement
) (
Replication Codes
)
"
Detecting Density Forecast Breakdowns
"
"
Identification and Estimation of Parameter Instability in High Dimensional Approximate Factor Models
"
with Ruiqi Liu.
Accepted
for publication in
Journal of Applied Econometrics.
(
Online Supplement
) (
Replication Codes
)
Work in progress
"
Heterogeneous Local Projections
"
with Atsushi Inoue and Barbara Rossi.
"
Estimating Large Covariance Matrices with Unobserved Clustering" with Wenxin Huang, Zhentao Shi and
Baoning Zheng
.
Published/
Forthcoming
Papers
Huang, W., Y. Sun, and Y. Wang (2026)
,
"
Estimating Multiple
Structural Breaks in
Large Panels with Unobserved Heterogeneity
,
"
Journal of the American Statistical Association
, 1-13
.
(
Online Supplement
) (
Replication Codes
)
Huang, W., L. Su, and Y. Wang (2026), "
Unified Inference for Panel Autoregressive Models with Unobserved Grouped Heterogeneity
,
"
Journal of Business & Economic St
atistics
, 44(1)
,
134-147
.
(
Online Supplement
)
Inoue, A., B. Rossi, and Y. Wang (2025),
"
Has the Phillips Curve Flattened?
"
Econometric Theory
,
1-46
(
Online Supplement
)
Inoue, A., B. Rossi, Y. Wang, and L. Zhou (2025),
"
Parameter Path Estimation in Unstable Environments: The tvpreg Command
,
"
T
he Stata Journal
, 2
5
(
2
), 374-
406
.
Link to Stata Codes
EconPapers: TVPREG
Inoue, A., B. Rossi, and Y. Wang (2024),
"
Local Projections in Unstable Environments
,
"
Journal of Econometrics
, 244(
2
), 105726
.
(
Appendix
)
(
Vox
)
(
Replication
C
odes
)
Huang, W., Y. Wang, and L. Zhou (2024),
"
Identify Latent Group Structures in Panel Data: The classifylasso Command
,
"
The
Stata Journal
,
24
(
1
),
46
-
71
.
Link to Stata Codes
EconPapers: CLASSIFYLASSO
Rossi, B., and Y. Wang (2019),
"
VAR-based Granger-causality Test in the Presence of Instabilities
,
" The
Stata Journal
, 19(4), 883-899.
Link to Stata Codes
EconPapers: GCROBUSTVAR
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