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Structural change estimation in time series regressions with endogenous variables
Qian, Junhui; Su, Liangjun - In: Economics letters 125 (2014) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
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Functional regression of continuous state distributions
Park, Joon Y.; Qian, Junhui - In: Journal of econometrics 167 (2012) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10009612848
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Shrinkage estimation of regression models with multiple structural changes
Qian, Junhui; Su, Liangjun - In: Econometric theory 32 (2016) 6, pp. 1376-1433
Persistent link: https://www.econbiz.de/10011661980