Details about Wenjie Wang

Access statistics for papers by Wenjie Wang.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pwa741

Working Papers

2024

1. Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
   Papers, arXiv.org
2. Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
   Papers, arXiv.org View citations (2)

2023

3. A Conditional Linear Combination Test with Many Weak Instruments
   Papers, arXiv.org

2021

4. Bootstrap Inference for Partially Linear Model with Many Regressors
   MPRA Paper, University Library of Munich, Germany
5. Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data
   MPRA Paper, University Library of Munich, Germany
6. Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters
   MPRA Paper, University Library of Munich, Germany View citations (6)

2020

7. On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity
   MPRA Paper, University Library of Munich, Germany View citations (1)
8. On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test, Economics Letters, Elsevier (2020) View citations (6) (2020)
9. Uniform Inference after Pretesting for Exogeneity
   School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
   Also in MPRA Paper, University Library of Munich, Germany (2020)

2014

10. A Field Experiment on Dynamic Electricity Pricing in Los Alamos:Opt-in Versus Opt-out
    Discussion papers, Graduate School of Economics Project Center, Kyoto University View citations (4)

Journal Articles

2020

1. Default effect versus active decision: Evidence from a field experiment in Los Alamos
   European Economic Review, 2020, 128, (C) View citations (6)
2. On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test
   Economics Letters, 2020, 191, (C) View citations (6)
   See also Working Paper On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test, MPRA Paper (2020) View citations (6) (2020)

2018

3. On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity
   Journal of Econometrics, 2018, 207, (1), 188-211 View citations (13)

2017

4. On bootstrap validity for specification testing with many weak instruments
   Economics Letters, 2017, 157, (C), 107-111 View citations (8)

2016

5. Bootstrap inference for instrumental variable models with many weak instruments
   Journal of Econometrics, 2016, 192, (1), 231-268 View citations (20)

2015

6. Bootstrap-based Selection for Instrumental Variables Model
   Economics Bulletin, 2015, 35, (3), 1886-1896