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Research
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CV
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.
"
Estimating Multiple
Structural Breaks in
Large Panels with Unobserved Heterogeneity
" with Wenxin Huang and Yucheng Sun.
"
Detecting Density Forecast Breakdowns
"
"
Identification and Estimation of Parameter Instability in High Dimensional Approximate Factor Models
"
with Ruiqi Liu.
Work in progress
"
Estimating Large Covariance Matrices with Unobserved Clustering" with Wenxin Huang, Zhentao Shi and
Baoning Zheng
.
Published/
Forthcoming
Papers
"
Has the Phillips Curve Flattened?
"
with Atsushi Inoue and Barbara Rossi.
Forthcoming at Econometric Theory.
(
Online Supplement
)
"
Unified Inference for Panel Autoregressive Models with Unobserved Grouped Heterogeneity
" with Wenxin Huang and Liangjun Su.
Forthcoming at the Journal of Business & Economic St
atistics
.
(
Online Supplement
)
"
Parameter Path Estimation in Unstable Environments: The tvpreg Command
"
with Atsushi Inoue
,
Barbara Rossi and
Lingyun Zhou
.
T
he Stata Journal
, 2
5
(
2
), pp.374-
406
.
Link to Stata Codes
EconPapers: TVPREG
"
Local Projections in Unstable Environments
"
with Atsushi Inoue and Barbara Rossi.
Journal of Econometrics
, 244(
2
), p.105726
.
(
Appendix
)
(
Vox
)
(
Replication
C
odes
)
"
Identify Latent Group Structures in Panel Data: The classifylasso Command
"
with
Wenxin Huang and Lingyun Zhou
.
The
Stata Journal
,
24
(
1
), pp.
46
-
71
.
Link to Stata Codes
EconPapers: CLASSIFYLASSO
"
VAR-based Granger-causality Test in the Presence of Instabilities
" with
Barbara Rossi
. The
Stata Journal
, 19(4), pp.883-899.
Link to Stata Codes
EconPapers: GCROBUSTVAR
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