3 papers
econ.EM2025
Recovering latent linkage structures and spillover effects with structural breaks in panel data models
Ryo Okui, Yutao Sun, Wendun Wang
This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristi…
econ.EM2022
Asymptotic Properties of the Synthetic Control Method
Xiaomeng Zhang, Wendun Wang, Xinyu Zhang
This paper provides new insights into the asymptotic properties of the synthetic control method (SCM). We show that the synthetic control (SC) weight converges to a limiting weight…
econ.EM2018
Heterogeneous structural breaks in panel data models
Ryo Okui, Wendun Wang
This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We model individual heterogeneity using a groupe…