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generalized linear models with factor-augmented predictors 2011-02-22 Paper Estimation of covariance matrix via the sparse Cholesky factor with lasso 2010-09-20...

Paper Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models 2019-01-04 Paper ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS...

materials 1993-09-16 Paper Non-linear vibration and postbuckling of generally laminated circular cylindrical thick shells with non-uniform boundary conditions...

Paper On formulations of skew factor models: skew factors and/or skew errors 2021-01-06 Paper Robust mixtures of factor analysis models using the restricted...

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 2010-02-12 Paper...

textures through the inference of Boolean functions 1998-07-22 Paper Linear and non-linear filters for clutter cancellation in radar systems 1998-07-22 Paper...

for non-linear systems with high degrees of non- linearity 1994-07-19 Paper Cramér-Rao bound for the estimates of frequencies and damping factors of quasipolynomials...

Variable Selection in High-Dimensional Linear Regression Models 2018-09-19 Paper Infinite-dimensional VARs and factor models 2016-08-12 Paper Variable selection...

INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 2006-03-22 Paper Robust estimation of generalized linear models with measurement...

inclusions on a time scale 2019-01-15 Paper Non-polynomial cubic spline discretization for system of non-linear singular boundary value problems using variable...

analysis of non-autonomous linear Hamiltonians through differential Galois theory 2012-12-12 Paper Rational groups having only one non-linear irreducible...

structural stability of factor augmented forecasting models Bayesian factor-adjusted sparse regression Inference in latent factor regression with clusterable...

stochastic processes -- a generalization of integration for non-linear processes Lag‐augmented two‐ and three‐stage least squares estimators for integrated...

penalized estimation in sparse vector autoregression model Consistent estimation of high-dimensional factor models when the factor number is over-estimated Lasso...

applications Panel vector autoregression under cross-sectional dependence Cross-sectional correlation robust tests for panel cointegration Lag‐augmented two‐ and...

financial mathematics (62P05) Cited In (19) Non-linear dimension reduction in factor-augmented vector autoregressions Directed acyclic graph based information...

fixed effects panels On CCE estimation of factor-augmented models when regressors are not linear in the factors Generalized dynamic panel data models with...

``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Corrigendum to ``Large Bayesian vector autoregressions with stochastic...

OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends Subsampling vector autoregressive tests of linear constraints Testing...

betas Nonconcave penalized estimation in sparse vector autoregression model Forecasting with factor-augmented regression: a frequentist model averaging approach...