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Risks of large portfolios
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng - In: Journal of econometrics 186 (2015) 2, pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
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Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Journal of macroeconomics 28 (2006) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
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Comments on "Structural change in macroeconomic time series"
Rothman, Philip - In: Journal of macroeconomics 28 (2006) 1, pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
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The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
Barnett, William A. - In: Journal of econometrics 33 (1986) 1, pp. 165-185
Persistent link: https://www.econbiz.de/10001036157
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian; Liao, Yuan; Yang, Xiye - In: Journal of econometrics 237 (2023) 2,3, pp. 1-28
Persistent link: https://www.econbiz.de/10014471816