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Markov-switiching model selection using Kullback-Leibler divergence
Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577
Persistent link: https://www.econbiz.de/10003374342
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Testing a single regression coefficient in high dimensional linear models
Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; … - In: Journal of econometrics 195 (2016) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
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Markov-switching model selection using Kullback–Leibler divergence
Smith, Aaron; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-578
Persistent link: https://www.econbiz.de/10007279803
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Inference on covariance-mean regression
Zou, Tao; Lan, Wei; Li, Runze; Tsai, Chih-Ling - In: Journal of econometrics 230 (2022) 2, pp. 318-338
Persistent link: https://www.econbiz.de/10013463843