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Estimation theory
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Fan, Jianqing
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Journal of econometrics
Journal of the American Statistical Association : JASA
57
LSE Research Online Documents on Economics
56
Journal of the American Statistical Association
23
Journal of the Royal Statistical Society Series B
14
Research reports / LSE
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
6
The econometrics journal
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5
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5
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4
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4
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Studies in Nonlinear Dynamics & Econometrics
4
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3
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of Multivariate Analysis
3
Mimeo series
3
School of Economics and Finance Discussion Papers and Working Papers Series
3
Annals of the Institute of Statistical Mathematics
2
Annual review of economics
2
Biometrics
2
Econometrics Journal
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of financial economics
2
Leadership & organization development journal
2
NBER working paper series
2
SFB 373 Discussion Papers
2
Sonderforschungsbereich 373
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Texto para discussão
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Annual Review of Economics
1
Annual Review of Financial Economics, Forthcoming
1
Annual review of financial economics
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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ECONIS (ZBW)
24
OLC EcoSci
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1
Testing and detecting jumps based on a discretely observed process
Fan, Yingying
;
Fan, Jianqing
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10009301902
Saved in:
2
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
3
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Saved in:
4
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
5
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
6
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
7
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
8
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Fan, Jianqing
;
Feng, Yang
;
Xia, Lucy
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10012482935
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