Yiru Wang
Research
Research
Working papers
Working papers
"Estimating Multiple Structural Breaks in Large Panels with Unobserved Heterogeneity" with Wenxin Huang and Yucheng Sun.
"Estimating Multiple Structural Breaks in Large Panels with Unobserved Heterogeneity" with Wenxin Huang and Yucheng Sun.
"Unified Inference for Panel Autoregressive Models with Unobserved Grouped Heterogeneity" with Wenxin Huang and Liangjun Su.
"Unified Inference for Panel Autoregressive Models with Unobserved Grouped Heterogeneity" with Wenxin Huang and Liangjun Su.
Work in progress
Work in progress
"Parameter Path Estimation in Unstable Environments: The tvpreg Command" with Atsushi Inoue, Barbara Rossi and Lingyun Zhou.
"Parameter Path Estimation in Unstable Environments: The tvpreg Command" with Atsushi Inoue, Barbara Rossi and Lingyun Zhou.
“Phillips Curve across Space and Time” with Wenxin Huang and Lingyun Zhou.
“Phillips Curve across Space and Time” with Wenxin Huang and Lingyun Zhou.
“Estimating Large Covariance Matrices with Unobserved Clustering” with Wenxin Huang, Zhentao Shi and Baoning Zheng.
“Estimating Large Covariance Matrices with Unobserved Clustering” with Wenxin Huang, Zhentao Shi and Baoning Zheng.
Published/Forthcoming Papers
Published/Forthcoming Papers
"Local Projections in Unstable Environments" with Atsushi Inoue and Barbara Rossi. Forthcoming at Journal of Econometrics. (appendix) (vox)
"Local Projections in Unstable Environments" with Atsushi Inoue and Barbara Rossi. Forthcoming at Journal of Econometrics. (appendix) (vox)
“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
“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
“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