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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"est"
~language:"pol"
~person:"Cai, Zongwu"
~person:"Ng, Serena"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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21
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9
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Cai, Zongwu
Ng, Serena
Phillips, Peter C. B.
66
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46
Lee, Lung-fei
35
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32
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30
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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ECONIS (ZBW)
35
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
3
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
4
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
5
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
6
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
7
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
8
Annals issue : PI-Day Honoring Pierre Perron
Ng, Serena
;
Qu, Zhongjun
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10013275375
Saved in:
9
Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif
;
Ng, Serena
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
Saved in:
10
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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