Qiwei Yao

Occupation statistician, econometrician, university teacher

Employer London School of Economics Department of Economics (2000–present), University of Kent, London School of Economics and Political Science, Southeast University

Educated at Wuhan University, Southeast University

Award received Fellow of the American Statistical Association, Fellow of the Institute of Mathematical Statistics

Member of American Statistical Association, Institute of Mathematical Statistics

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
HDTSA	2023-01-07	Software
Testing for unit roots based on sample autocovariances Biometrika	2021-06-25	Paper
Principal component analysis for second-order stationary vector time series The Annals of Statistics	2018-10-24	Paper
Principal component analysis for second-order stationary vector time series The Annals of Statistics	2018-10-24	Paper
Principal component analysis for second-order stationary vector time series The Annals of Statistics	2018-10-01	Paper
Principal component analysis for second-order stationary vector time series The Annals of Statistics	2018-10-01	Paper
Identifying Cointegration by Eigenanalysis Journal of the American Statistical Association	2018-07-11	Paper
Testing for high-dimensional white noise using maximum cross-correlations Biometrika	2017-02-18	Paper
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity Journal of Econometrics	2015-12-01	Paper
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity Journal of Econometrics	2015-12-01	Paper
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity Journal of Econometrics	2015-10-30	Paper
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity Journal of Econometrics	2015-10-30	Paper
Factor modeling for high-dimensional time series: Inference for the number of factors The Annals of Statistics	2012-04-01	Paper

Research outcomes over time

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