Faculty - Antai College of Economics & Management, Shanghai Jiao Tong University

Research Interest:
Econometric Theory (Panel data), Financial Econometrics
Publications：
1. Huang, W., Y. Wang, and Zhou, L. (2024). "Identify Latent Group Structures in Panel Data: The classifylasso Command," The Stata Journal, 24 (1), 46-71.
2. Dong Y., W. Huang, and Tse, Y. (2023). "Price Comovement of Chinese A- and H-Shares: Evidence from a Nonstationary Panel Model," Journal of International Money and Finance, 131: 102794.
3. Huang, W., L. Su, and Zhuang, Y. (2023). "Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso." Journal of Business & Economic Statistics, 41(2), 509-522.
4. Huang, W., S. Jin, P.C.B. Phillips, Su, L. (2021). "Nonstationary Panels with Latent Group Structures and Cross-Section Dependence." Journal of Econometrics, 221(1), 198-222.
5. Huang, W., S. Jin, and Su, L. (2020). “Identifying Latent Grouped Patterns in Cointegrated Panels.” Econometric Theory, 36(3), 410-456.
Working Papers：
- Unified Inference for panel autoregressive models with unobserved grouped heterogeneity (with Liangjun Su and Yiru Wang).
- Estimating multiple structural breaks in large panels with unobserved heterogeneity (with Yucheng Sun and Yiru Wang)

Faculty & Research