//-->
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B., (2020)
Variable selection and forecasting in high dimensional linear regressions with structural breaks
Chudik, Alexander, (2020)
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting, (2019)
Panel data estimation for correlated random coefficients models
Hsiao, Cheng, (2019)
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya, (2015)
Capital flows and domestic market integration in China
Li, Qi, (2010)