Dr. Wendun WANG, Ph.D in Economics Center, Tilburg University, associate professor in Econometric Institute, Erasmus University Rotterdam. His main research is econometrics, financial econometrics, and empirical macroeconomics. His study was published in Journal of Econometrics, Journal of Applied EconometricsEnvironmental & Resource EconomicsOxford Bulletin of Economics and StatisticsEconometric Reviews and other international top journals. He has a rich store of experience in teaching, such as applied microeconometrics, advanced econometrics, time series econometrics for macroeconomics.

Personal Website: https://www.eur.nl/en/ese/people/wendun-wang


1. System of equations (Chapter 8 of Wooldridge, 2003)

    08:30-11:30, December 16, 2019

2. Statoinary multiple time series: Vector autoregressive models (Chapter 2-4 of Helmut Lütkepohl, New Introduction of Multiple Time Series Analysis, 2005)

    13:30-16:30, December 16, 2019

3. Nostationary (cointegrated) time series model: Vector error correction models (Chapter 6-7 of Lütkepohl, 2005)

    18:00-21:00, December 16, 2019

    Classroom: 405, Boxue Building, DUFE

4. Structural VAR and macroeconometrics (Chapter 9 of Helmut Lütkepohl, 2005)

    13:30-16:30, December 17, 2019

5. Structural break in time series and panel data models (Recent publications)

    18:00-21:00, December 17, 2019

    Classroom: 408, Boxue Building, DUFE