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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian, (2017)
Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models with Application to Factor-Augmented Regressions
Wang, Fa, (2020)
Estimation and inference of FAVAR models
Bai, Jushan, (2016)
Dynamic spatial panel data models with common shocks
Bai, Jushan, (2021)
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro, (2022)