Peng WANG
王鵬
PhD in Economics
New York University, 2009

Associate Professor
Department of Economics



(852) 2358 7630
pwang@ust.hk
Room LSK6082
Personal Web

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Google Scholar
5mtamTEAAAAJ

ORCID
0000-0003-0607-3545

Scopus ID
55940086900




Research Interest Publications Projects Teaching Assignment Space used




Research Interest

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Applied econometrics
Econometrics
Empirical macroeconomics
Time series econometrics



Publications

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All Years 10 2022 0 2021 0 2020 0 2019 0 2018 0 2017 0 2016 10

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2016 1

Econometric Analysis of Large Factor Models
Annual Review of Economics, v. 8, October 2016, p. 53-80
Bai, Jushan; Wang, Peng Article

2015 2

Identification and Bayesian Estimation of Dynamic Factor Models
Journal of Business and Economic Statistics, v. 33, (2), April 2015, p. 221-240
Bai, Jushan; Wang, Peng Article
Protective effect of calcitonin on lumbar fusion-induced adjacent-segment disc degeneration in ovariectomized rat Pathophysiology of musculoskeletal disorders
BMC Musculoskeletal Disorders, v. 16, (1), November 2015, article number 342
Liu, Changcheng; Tian, Fa-Ming; Zhou, Zhuang; Wang, Peng; Gou, Yu; Zhang, Heng; Wang, Wen-Ya; Shen, Yong; Zhang, Ying-Ze; Zhang, Liu Article

2014 1

Identification theory for high dimensional static and dynamic factor models
Journal of econometrics, v. 178, (2), February 2014, p. 794-804
Bai, Jushan; Wang, Peng Article

2013 2

Residual-based IV estimation of dynamic panel data models with fixed effects
Statistica Neerlandica, v. 67, (2), May 2013, p. 121-144
Yu, Zhuangxiong; Wang, Meijin; Wang, Peng Article
The impact of income on democracy revisited
Journal of Comparative Economics, v. 41, (1), February 2013, p. 159-169
Che, Yi; Lu, Yi; Tao, Zhigang; Wang, Peng Article

2011 1

Conditional Markov chain and its application in economic time series analysis
Journal of applied econometrics, v. 26, (5), August 2011, p. 715-734
Bai, Jushan; Wang, Peng Article

2010 3

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Journal of econometrics, v. 57, (1), July 2010, p. 101-109
Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai Article
The empirics of inflation in China
Economics Letters, v. 109, (1), October 2010, p. 28-30
Chow, Gregory C.; Wang, Peng Article
Estimating long run risk: A panel data approach
2010 Joint Conference of the Chinese Economic Association in North America and the Taiwanese Economic Association, Taipei, Taiwan, December 2010
Wang, Peng Conference paper


Expand All Collapse All


Article 1

Econometric Analysis of Large Factor Models
Annual Review of Economics, v. 8, October 2016, p. 53-80
Bai, Jushan; Wang, Peng


Expand All Collapse All


Article 2

Identification and Bayesian Estimation of Dynamic Factor Models
Journal of Business and Economic Statistics, v. 33, (2), April 2015, p. 221-240
Bai, Jushan; Wang, Peng
Protective effect of calcitonin on lumbar fusion-induced adjacent-segment disc degeneration in ovariectomized rat Pathophysiology of musculoskeletal disorders
BMC Musculoskeletal Disorders, v. 16, (1), November 2015, article number 342
Liu, Changcheng; Tian, Fa-Ming; Zhou, Zhuang; Wang, Peng; Gou, Yu; Zhang, Heng; Wang, Wen-Ya; Shen, Yong; Zhang, Ying-Ze; Zhang, Liu


Expand All Collapse All


Article 1

Identification theory for high dimensional static and dynamic factor models
Journal of econometrics, v. 178, (2), February 2014, p. 794-804
Bai, Jushan; Wang, Peng


Expand All Collapse All


Article 2

Residual-based IV estimation of dynamic panel data models with fixed effects
Statistica Neerlandica, v. 67, (2), May 2013, p. 121-144
Yu, Zhuangxiong; Wang, Meijin; Wang, Peng
The impact of income on democracy revisited
Journal of Comparative Economics, v. 41, (1), February 2013, p. 159-169
Che, Yi; Lu, Yi; Tao, Zhigang; Wang, Peng


Expand All Collapse All


Article 1

Conditional Markov chain and its application in economic time series analysis
Journal of applied econometrics, v. 26, (5), August 2011, p. 715-734
Bai, Jushan; Wang, Peng


Expand All Collapse All


Article 2

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Journal of econometrics, v. 57, (1), July 2010, p. 101-109
Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai
The empirics of inflation in China
Economics Letters, v. 109, (1), October 2010, p. 28-30
Chow, Gregory C.; Wang, Peng

Conference paper 1

Estimating long run risk: A panel data approach
2010 Joint Conference of the Chinese Economic Association in North America and the Taiwanese Economic Association, Taipei, Taiwan, December 2010
Wang, Peng


Expand All Collapse All


2016 1

Econometric Analysis of Large Factor Models
Annual Review of Economics, v. 8, October 2016, p. 53-80
Bai, Jushan; Wang, Peng Article

2015 2

Identification and Bayesian Estimation of Dynamic Factor Models
Journal of Business and Economic Statistics, v. 33, (2), April 2015, p. 221-240
Bai, Jushan; Wang, Peng Article
Protective effect of calcitonin on lumbar fusion-induced adjacent-segment disc degeneration in ovariectomized rat Pathophysiology of musculoskeletal disorders
BMC Musculoskeletal Disorders, v. 16, (1), November 2015, article number 342
Liu, Changcheng; Tian, Fa-Ming; Zhou, Zhuang; Wang, Peng; Gou, Yu; Zhang, Heng; Wang, Wen-Ya; Shen, Yong; Zhang, Ying-Ze; Zhang, Liu Article

2014 1

Identification theory for high dimensional static and dynamic factor models
Journal of econometrics, v. 178, (2), February 2014, p. 794-804
Bai, Jushan; Wang, Peng Article

2013 2

Residual-based IV estimation of dynamic panel data models with fixed effects
Statistica Neerlandica, v. 67, (2), May 2013, p. 121-144
Yu, Zhuangxiong; Wang, Meijin; Wang, Peng Article
The impact of income on democracy revisited
Journal of Comparative Economics, v. 41, (1), February 2013, p. 159-169
Che, Yi; Lu, Yi; Tao, Zhigang; Wang, Peng Article

2011 1

Conditional Markov chain and its application in economic time series analysis
Journal of applied econometrics, v. 26, (5), August 2011, p. 715-734
Bai, Jushan; Wang, Peng Article

2010 3

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Journal of econometrics, v. 57, (1), July 2010, p. 101-109
Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai Article
The empirics of inflation in China
Economics Letters, v. 109, (1), October 2010, p. 28-30
Chow, Gregory C.; Wang, Peng Article
Estimating long run risk: A panel data approach
2010 Joint Conference of the Chinese Economic Association in North America and the Taiwanese Economic Association, Taipei, Taiwan, December 2010
Wang, Peng Conference paper


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Teaching Assignment

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2021-22 Winter 0 2021-22 Fall 0 2020-21 Summer 0 2020-21 Spring 2 2020-21 Winter 0 2020-21 Fall 0

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ECON3334 Introduction to Econometrics
ECON4304 Time Series Econometrics and Business Forecasting


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ProjectsFrom January 2020 to December 2022

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All Projects 1

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No Projects.
Robust test of asset pricing models with latent or spurious common factors


對含有隱藏共同因子或偽因子的資產定價模型的穩健性檢驗 Leading


RGC - General Research Fund


Project Team (HKUST)
WANG Peng (Lead)


2021 -