Narrow search
Showing 1 - 10 of 172
Cover Image
Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - 2013
Persistent link: https://www.econbiz.de/10009724611
Cover Image
High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035
Cover Image
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015
Persistent link: https://www.econbiz.de/10011781344
Cover Image
Time-varying panel data models with an additive factor structure
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020
Persistent link: https://www.econbiz.de/10012610885
Cover Image
A localised neural network with dependent data: estimation and inference
Gao, Jiti; Peng, Bin; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452592
Cover Image
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611
Cover Image
Localized neural network modelling of time series : a case study on us monetary policy
Gao, Jiti; Liu, Fei; Peng, Bin; Yang, Yanrong - 2024
Persistent link: https://www.econbiz.de/10015073806
Cover Image
Nonstationary time-series modeling versus structural equation modeling : with an application to Japanese money demand
Hsiao, Cheng - In: Monetary and economic studies 16 (1998) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10001241537
Cover Image
A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
Cover Image
Cointegration and dynamic simultaneous equations model
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 647-670
Persistent link: https://www.econbiz.de/10001221200