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A practical test for strict exogeneity in linear panel data models with fixed effects
Su, Liangjun; Zhang, Yonghui; Wei, Jie - In: Economics letters 147 (2016), pp. 27-31
Persistent link: https://www.econbiz.de/10011619338
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Determining the number of factors in approximate factor models by twice K-fold cross validation
Wei, Jie; Chen, Hui - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508554
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A time-varying diffusion index forecasting model
Wei, Jie; Zhang, Yonghui - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509212