Wenjie received Ph.D. in Economics from Kyoto University, Japan. Before joining NTU, he was an Assistant Professor at Graduate School of Social Sciences at Hiroshima University. His research interests include Econometric Theory, Machine Learning, Applied Econometrics, Policy Evaluation, and Behavioral Economics. His research papers have been published in journals such as Journal of Econometrics, European Economic Review, and Economics Letters.
Econometric Theory, Machine Learning, Applied Econometrics, Policy Evaluation, and Behavioral Economics.
- Correcting Double Dipping for Generalized Method of Moments
- Robust Method for Instrumental Variables Regression with Weak Instruments and Violation of Exclusion Restriction
- Wang, W., T. Ida, and H. Shimada. (2020). Default effect versus active decision: Evidence from a field experiment in Los Alamos. European Economic Review, 128, 103498.
- Wang W. (2020). On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test. Economics Letters, 191, 109157.
- Wang, W. and F. Doko Tchatoka. (2018). On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity. Journal of Econometrics, 207(1), 188-211.
- Kaffo, M. and W. Wang. (2017). On bootstrap validity for specification testing with many weak instruments. Economics Letters, 157, 107-111.
- Wang, W. and M. Kaffo. (2016). Bootstrap inference on instrumental variable models with many weak instruments. Journal of Econometrics, 192(1), 231-268.