Faculty Profiles - WANG Peng | The Hong Kong University of Science and Technology

Peng WANG
王鵬

PhD in Economics
New York University, 2009

Associate Professor
Department of Economics

MSc Program Coordinator (Economics)

(852) 2358 7630
pwang@ust.hk
Room LSK6077
Personal Web

Google Scholar

5mtamTEAAAAJ

ORCID

0000-0003-0607-3545

Scopus ID

57309294900

Research Interest Publications Projects Teaching Assignment Space used

Research Interest

Applied econometrics
Econometrics
Empirical macroeconomics
Time series econometrics

Publications

All Years 10 2024 0 2023 0 2022 0 2021 0 2020 0 2019 0 2018 10

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

Wang, Peng
Conference paper

Article 1

Econometric Analysis of Large Factor Models

Annual Review of Economics, v. 8, October 2016, p. 53-80
Bai, Jushan; Wang, Peng

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

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

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

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

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

Wang, Peng

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

Wang, Peng
Conference paper

No Publications

Teaching Assignment

2024-25 Fall 0 2023-24 Summer 0 2023-24 Spring 3 2023-24 Winter 0 2023-24 Fall 1 2022-23 Summer 0

DBAP5320	Empirical Methods for Economic Analysis
ECON3334	Introduction to Econometrics
ECON5300	Econometrics

ECON6980

Independent Project

No Teaching Assignments

Projects

From January 2022 to December 2024

All Projects 1

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 - 2023

Research Interest

Publications

2016 1

2015 2

2014 1

2013 2

2011 1

2010 3

Article 1

Article 2

Article 1

Article 2

Article 1

Article 2

Conference paper 1

2016 1

2015 2

2014 1

2013 2

2011 1

2010 3

Teaching Assignment

Projects

From January 2022 to December 2024

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