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Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro; Bai, Jushan - In: Econometric reviews 37 (2018) 1/5, pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
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A predictive approach for selection of diffusion index models
Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
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Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo; Ando, Tomohiro - In: Econometric reviews 37 (2018) 1/5, pp. 29-60
Persistent link: https://www.econbiz.de/10012038133
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Theory and Applications of TAR Model with Two Threshold Variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 2, pp. 142-171
Persistent link: https://www.econbiz.de/10009986248