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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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Some methods for analyzing big dependent data
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 673-688
Persistent link: https://www.econbiz.de/10011692453
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Asset pricing with a general multifactor structure
Ando, Tomohiro; Bai, Jushan - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 556-604
Persistent link: https://www.econbiz.de/10011339275
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Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 230 (2022) 1, pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
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Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
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Modeling high-dimensional unit-root time series
Gao, Zhaoxing; Tsay, Ruey S. - In: International journal of forecasting 37 (2021) 4, pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312