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A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
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Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 169 (2018), pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
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Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong - In: Economics letters 176 (2019), pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
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Robust determination for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 144 (2016), pp. 102-106
Persistent link: https://www.econbiz.de/10011617226
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Testing for individual and time effects in panel data models with interactive effects
Wu, Jianhong; Li, Jinchang - In: Economics letters 125 (2014) 2, pp. 306-310
Persistent link: https://www.econbiz.de/10010505296
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Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu; Zhou, Ruichao; Wu, Jianhong - In: Economics letters 199 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
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Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao; Wu, Jianhong - In: Economics letters 232 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014464419