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subject:"Volatility"
~person:"Abeysinghe, Tilak"
~person:"Pan, Guangming"
~subject:"Cross-sectional averages"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Abeysinghe, Tilak
Pan, Guangming
Gao, Jiti
39
Koopman, Siem Jan
33
Phillips, Peter C. B.
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Nielsen, Morten Ørregaard
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Maravall Herrero, Agustín
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
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2020
Persistent link: https://www.econbiz.de/10012606951
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2
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
3
Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2016
Persistent link: https://www.econbiz.de/10011781747
Saved in:
4
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
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