Academic Profile : Faculty

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Asst Prof Wang Wenjie
Assistant Professor, School of Social Sciences
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Biography

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, Japan. He has taught Econometrics courses at undergraduate, master, and PhD levels. His research interests include Econometric Theory, Machine Learning, Applied Econometrics, Policy Evaluation, and Behavioral Economics. Recently, he is working on research topics such as high-dimensional instrumental variables (IV) models with possibly weak instruments, bootstrap-based cluster-robust inference for IV regressions and IV quantile regressions with few clusters, and spatial/network-dependence robust inference methods for high-dimensional IV models. His research papers have been published in academic journals such as the Journal of Econometrics (x4), European Economic Review, Singapore Economic Review, and Economics Letters.

Research Interests

Econometric Theory, Instrumental Variable, Generalised Method of Moments, Bootstrap, Cluster-robust Inference, Machine Learning, Applied Econometrics, Policy Evaluation, and Behavioral Economics.
 

Current Grants

  • Estimation and Robust Inference of Panel Data Models with Common Factors with Applications to Macroeconomic Data
  • New Robust Confidence Intervals for Machine Learned Clusters
  • Robust Inference for High-Dimensional GMM with Clustered, Spatial or Network Dependence
  • Wild Bootstrap Approach for Generalized Method of Moments with Learned Clusters

Teaching

Courses Taught
HE4203 Microeconometrics & Panel Data
HE2003 Econometrics I
HE2004 Introductory Econometrics
HE5091 Principle of Economics
HE7003 Econometrics II
HE9003 Econometrics II
HE9002 Econometrics I (second half)
AE6103 Applied Econometrics