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Estimating the common break date in large factor models
Chen, Liang - In: Economics letters 131 (2015), pp. 70-74
Persistent link: https://www.econbiz.de/10011422650
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Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2018
Persistent link: https://www.econbiz.de/10011884747
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Heterogeneous predictive association of co2 with global warming
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Ramos, Andrey - 2023
Persistent link: https://www.econbiz.de/10014287166
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014289399