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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Wang, Hongfei; Liu, Binghui; Feng, Long; Ma, Yanyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073817