Clifford Lam

Available identifiers

Publication	Date of Publication	Type
Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model	2024-10-28	Paper
High-dimensional covariance matrix estimation	2024-09-10	Paper
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging	2024-03-11	Paper
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging	2022-08-08	Paper
Detection and Estimation of Block Structure in Spatial Weight Matrix	2022-06-07	Paper
On testing for high-dimensional white noise	2020-01-15	Paper
Nonlinear shrinkage estimation of large integrated covariance matrices	2019-06-24	Paper
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data	2018-08-29	Paper
On testing for high-dimensional white noise	2018-08-10	Paper
Nonparametric eigenvalue-regularized precision or covariance matrix estimator	2016-06-09	Paper
Factor modeling for high-dimensional time series: inference for the number of factors	2012-08-29	Paper
Estimation of latent factors for high-dimensional time series	2011-12-28	Paper
Sparsistency and rates of convergence in large covariance matrix estimation	2009-12-09	Paper
Profile-kernel likelihood inference with diverging number of parameters	2008-11-18	Paper

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