Peng Wang : Citation Profile

Hong Kong University of Science and Technology (HKUST)

4

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 16
   Journals where Peng Wang has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa513
   Updated: 2025-12-20    RAS profile: 2024-03-30    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peng Wang.

Is cited by:

Fernandez-Val, Ivan (6)

Sarafidis, Vasilis (5)

Valls Pereira, Pedro (5)

Hotta, Luiz (5)

Goutte, Stéphane (5)

Hallin, Marc (5)

Weidner, Martin (5)

Trucíos, Carlos (5)

Leiva-Leon, Danilo (4)

Yamagata, Takashi (4)

Chen, Mingli (3)

Cites to:

zou, heng-fu (6)

Bai, Jushan (3)

Laibson, David (3)

Perez Quiros, Gabriel (3)

Chang, Yoosoon (3)

Nelson, Charles (3)

Phillips, Peter (3)

amisano, gianni (2)

Barro, Robert (2)

Carrillo, Juan D. (2)

Pesaran, Mohammad (2)

Main data

Where Peng Wang has published?

Working Papers Series with more than one paper published# docs
CEMA Working Papers / China Economics and Management Academy, Central University of Finance and Economics3

Recent works citing Peng Wang (2025 and 2024)

YearTitle of citing document
2024Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990.

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2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2024Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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2025Caged Markov process – A continuous-time framework for modeling a constrained Markov process within a freely-evolving Markov process. (2025). Aiewsakun, Pakorn ; Printechapat, Tanes ; Krityakierne, Tipaluck. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:350-369.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Smetanina, Katja ; Lu, Jason. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

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2025Inflation co-movement: new insights from quantile factor model. (2025). Akin, Tugba ; Gunes, Sevcan ; Karul, Cagin ; Gurel, Sinem Pinar ; Nazlioglu, Saban. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:1:d:10.1007_s00181-025-02733-0.

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2025Modeling resilience and survivability as stochastic processes with techno-human-economic systems under stress. (2025). Burek, Jasmina ; Claudio, David ; Martnez, Kenneth. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00328-w.

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2024Are minimum variance portfolios in multi-factor models long in low-beta assets?. (2024). Steland, Ansgar. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00366-y.

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2024A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method. (2024). Reisen, Valderio Anselmo ; Bondon, Pascal ; Monte, Edson Zambon ; Levy-Leduc, Celine. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01504-2.

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2025A penalization method to estimate the intrinsic dimensionality of data. (2025). Sued, Mariela ; Rodriguez, Daniel A ; Forzani, Liliana. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01667-0.

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Works by Peng Wang:

YearTitleTypeCited
2016Econometric Analysis of Large Factor Models In: Annual Review of Economics.
[Full Text][Citation analysis]		article60
2013Residual-based IV estimation of dynamic panel data models with fixed effects In: Statistica Neerlandica.
[Full Text][Citation analysis]		article0
2012When Wealth Affects Peoples Impatience In: CEMA Working Papers.
[Full Text][Citation analysis]		paper0
2012International Macroeconomic Policy: When Wealth Affects Peoples Impatience In: CEMA Working Papers.
[Full Text][Citation analysis]		paper0
2012Capital Accumulation And Present-biased Preference In: CEMA Working Papers.
[Full Text][Citation analysis]		paper0
2010The empirics of inflation in China In: Economics Letters.
[Full Text][Citation analysis]		article14
2010A generalized nonlinear IV unit root test for panel data with cross-sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2011Conditional Markov chain and its application in economic time series analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2011Conditional Markov chain and its application in economic time series analysis.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article

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