Guangyu Mao

Available identifiers

Publication	Date of Publication	Type
Testing for error cross‐sectional independence using pairwise augmented regressions	2022-08-02	Paper
On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient	2022-05-18	Paper
Testing for sphericity in a two-way error components panel data model	2022-03-09	Paper
Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model	2021-10-01	Paper
Testing independence in high dimensions using Kendall's tau	2018-08-17	Paper
Stochastic tail index model for high frequency financial data with Bayesian analysis	2018-06-21	Paper
Robust test for independence in high dimensions	2017-12-15	Paper
Variance-corrected tests for covariance structures with high-dimensional data	2017-11-09	Paper
A note on tests for high-dimensional covariance matrices	2016-09-08	Paper
A note on testing complete independence for high dimensional data	2015-12-22	Paper
Efficient Penalized Estimation for Linear Regression Model	2015-07-29	Paper
Model selection of M-estimation models using least squares approximation	2015-05-18	Paper
A new test of independence for high-dimensional data	2014-08-08	Paper
A note on tests of sphericity and cross-sectional dependence for fixed effects panel model	2014-08-07	Paper
Testing for joint significance in nonstationary binary choice model	2014-08-07	Paper
Model selection for regression with heteroskedastic and autocorrelated errors	2014-04-09	Paper

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