Guangyu Mao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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