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Independence test for high dimensional random vectors
Pan, G.; Gao, Jiti; Yang, Y.; Guo, M. - 2012
Persistent link: https://www.econbiz.de/10009565482
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Time-varying panel data models with an additive factor structure
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020
Persistent link: https://www.econbiz.de/10012610885
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Nonparametric estimation in panel data models with heterogeneity and time-varyingness
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2019
Persistent link: https://www.econbiz.de/10012606705
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Spiked eigenvalues of high-dimensional separable sample covariance matrices
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2019
Persistent link: https://www.econbiz.de/10012606738
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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti; Pan, Guangming; Yang, Yanrong; Zhang, Bo - 2019
Persistent link: https://www.econbiz.de/10012592809
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A localised neural network with dependent data: estimation and inference
Gao, Jiti; Peng, Bin; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452592
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611