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Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015
Persistent link: https://www.econbiz.de/10011781344
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Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2016
Persistent link: https://www.econbiz.de/10011781747
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Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - 2013
Persistent link: https://www.econbiz.de/10009724611
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Spiked eigenvalues of high-dimensional separable sample covariance matrices
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2019
Persistent link: https://www.econbiz.de/10012606738
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Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti; Pan, Guangming; Yang, Yanrong; Zhang, Bo - 2019
Persistent link: https://www.econbiz.de/10012592809
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611
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Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng; Jin, Xing; Pan, Guangming; Yang, Yanrong - In: The journal of computational finance 16 (2012/13) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10009702575
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CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo; Pan, Guangming; Gao, Jiti - 2016
Persistent link: https://www.econbiz.de/10011781720
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Estimation and testing for high- dimensional near unit root time series
Zhang, Bo; Gao, Jiti; Pan, Guangming - 2020
Persistent link: https://www.econbiz.de/10012606951
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A near unit root test for high-dimensional nonstationary time series
Zhang, Bo; Gao, Jiti; Pan, Guangming - 2019
Persistent link: https://www.econbiz.de/10012592727