| Publication | Date of Publication | Type |
|---|
Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Economics Letters | 2024-01-19 | Paper |
Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots
Statistics and Its Interface | 2023-09-16 | Paper |
| Data clustering. Theory, algorithms, and applications | 2021-02-22 | Paper |
Testing for serial correlation in three-dimensional panel data models
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-21 | Paper |
A moment-based test for individual effects in the error component model with incomplete panels
Statistics & Probability Letters | 2015-08-19 | Paper |
Testing for individual and time effects in panel data models with interactive effects
Economics Letters | 2015-05-19 | Paper |
| A research on a D-FNN algorithm based on Gauss function and classification learning | 2015-02-11 | Paper |
A modified residual-based test for serial correlation in linear panel data models
Acta Mathematicae Applicatae Sinica. English Series | 2014-08-29 | Paper |
Moment-based tests for individual and time effects in panel data models
Journal of Econometrics | 2014-08-07 | Paper |
Robust estimation of moments in dynamic panel models with potential intercorrelation
Communications in Statistics. Theory and Methods | 2014-01-28 | Paper |
Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds
Acta Mathematicae Applicatae Sinica | 2013-11-19 | Paper |
Estimation of and testing for random effects in dynamic panel data models
Test | 2013-02-05 | Paper |
| Diagnostic checking of multivariate time series GARCH-type models | 2011-07-19 | Paper |
A joint test for conditional heteroscedasticity in dynamic panel data models
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Diagnostic checking for conditional heteroscedasticity models
Science China. Mathematics | 2011-02-25 | Paper |
| scientific article; zbMATH DE number 5846391 (Why is no real title available?) | 2011-02-05 | Paper |
Estimation of moments for linear panel data models with potential existence of time effects
Statistics & Probability Letters | 2010-12-20 | Paper |
Empirical likelihood ratio tests for multivariate regression models
Frontiers of Mathematics in China | 2010-09-22 | Paper |
| Diagnostic checking for dynamic panel models with fixed effects when both \(n\) and \(T\) are large | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 5733750 (Why is no real title available?) | 2010-07-08 | Paper |
Goodness-of-fit tests for vector autoregressive models in time series
Science China. Mathematics | 2010-03-19 | Paper |
Testing the adequacy of GARCH-type models in time series
Acta Mathematica Scientia. Series B. (English Edition) | 2010-02-12 | Paper |
| scientific article; zbMATH DE number 5370691 (Why is no real title available?) | 2008-11-24 | Paper |
| Data Clustering: Theory, Algorithms, and Applications | 2007-08-20 | Paper |
| Admissibility of linear estimators in linear models with respect to an incomplete non-central ellipsoidal restriction | 2007-07-30 | Paper |
