//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of moments for line...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Panel
7
Panel data
7
Panel study
7
Theorie
7
China
6
Factor analysis
6
Faktorenanalyse
6
Coronavirus
5
Estimation
5
Estimation theory
5
Hochgeschwindigkeitsverkehr
5
Schätztheorie
5
Schätzung
5
High-speed rail
4
Statistical test
4
Statistischer Test
4
Wirkungsanalyse
4
Epidemic
3
Epidemie
3
Impact assessment
3
Individual effect
3
Infrastrukturinvestition
3
Interactive effects
3
Structural break
3
Structural changes
3
Strukturbruch
3
Time effect
3
Welt
3
World
3
Approximate factor model
2
Artificial intelligence
2
Autocorrelation
2
Autokorrelation
2
Estimation of moment
2
Fuzzy sets
2
Fuzzy-Set-Theorie
2
Hausman-type test
2
Hypothesis testing
2
Individual effects
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Wu, Jianhong
7
Wang, Lu
2
Zhou, Ruichao
2
Li, Jinchang
1
Published in...
All
Economics letters
6
Economic modelling
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Estimation of high-dimensional factor models with multiple structural changes
Wang, Lu
;
Wu, Jianhong
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347719
Saved in:
7
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->