| Publication | Date of Publication | Type |
|---|
A non-parametric panel model for climate data with seasonal and spatial variation
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
Higher-Order Expansions and Inference for Panel Data Models
Journal of the American Statistical Association | 2024-12-10 | Paper |
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Variable selection in heterogeneous panel data models with cross‐sectional dependence
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Binary response models for heterogeneous panel data with interactive fixed effects
Journal of Econometrics | 2023-06-29 | Paper |
An integrated panel data approach to modelling economic growth
Journal of Econometrics | 2022-06-09 | Paper |
Estimation in a semiparametric panel data model with nonstationarity
Econometric Reviews | 2022-03-04 | Paper |
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
Economics Letters | 2021-06-30 | Paper |
Nonparametric estimation of large covariance matrices with conditional sparsity
Journal of Econometrics | 2021-05-04 | Paper |
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Journal of Econometrics | 2021-05-04 | Paper |
IT strategic decisions based on fuzzy real options
| 2020-10-27 | Paper |
Series estimation for single-index models under constraints
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2020-08-26 | Paper |
Inference on a semiparametric model with global power law and local nonparametric trends
Econometric Theory | 2020-03-25 | Paper |
An extended association rule mining strategy for gene relationship discovery from microarray data
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
Journal of Econometrics | 2019-10-23 | Paper |
Testing for sphericity in a fixed effects panel data model with time-varying variances
Economics Letters | 2019-07-10 | Paper |
General best of power option
| 2018-10-22 | Paper |
Inference on modelling cross-sectional dependence for a varying-coefficient model
Economics Letters | 2018-09-05 | Paper |
Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
Communications in Statistics: Theory and Methods | 2018-03-07 | Paper |
Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index
The Annals of Applied Statistics | 2017-09-18 | Paper |
Pricing Bermudan exchange option under jump-diffusion process
| 2017-01-06 | Paper |
A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
Journal of Econometrics | 2016-11-17 | Paper |
Pricing double barrier options
Mathematics in Practice and Theory | 2016-10-06 | Paper |
Semiparametric single-index panel data models with cross-sectional dependence
Journal of Econometrics | 2015-07-27 | Paper |
On testing for sphericity with non-normality in a fixed effects panel data model
Statistics & Probability Letters | 2015-03-24 | Paper |
Pricing extendible options under a jump-fraction process
| 2013-01-24 | Paper |
Pricing the constant elasticity of variance trinary option
| 2012-01-27 | Paper |
The calculation of the extinction condition of a crystal structure and its application
| 2008-04-04 | Paper |
Knowledge Learning and Social Swarms in Cultural Systems
The Journal of Mathematical Sociology | 2005-07-27 | Paper |
