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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Lan, Wei"
~person:"Phillips, Peter C. B."
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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9
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Lan, Wei
Phillips, Peter C. B.
Koop, Gary
16
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15
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13
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
69
Econometric theory
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic time series with random walk and other nonstationary components
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
2
Imputations for high missing rate data in covariates via semi-supervised learning approach
Lan, Wei
;
Chen, Xuerong
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1282-1290
Persistent link: https://www.econbiz.de/10013539511
Saved in:
3
Inward and outward network influence analysis
Wu, Yujia
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1617-1628
Persistent link: https://www.econbiz.de/10013540397
Saved in:
4
Regression analysis with individual-specific patterns of missing covariates
Lin, Huazhen
;
Liu, Wei
;
Lan, Wei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 179-188
Persistent link: https://www.econbiz.de/10012424507
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
Saved in:
7
Model averaging for prediction with fragmentary data
Fang, Fang
;
Lan, Wei
;
Tong, Jingjing
;
Shao, Jun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 517-527
Persistent link: https://www.econbiz.de/10012178193
Saved in:
8
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
9
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
10
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
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