The following pages link to Sainan Jin (Q289202):
Displaying 19 items.
- Nonstationary discrete choice: a corrigendum and addendum (Q289204) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- The KPSS test with seasonal dummies (Q1852916) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
- BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER (Q4959671) (← links)
- Robustify Financial Time Series Forecasting with Bagging (Q5080461) (← links)
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870) (← links)
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
- Testing the Martingale Hypothesis (Q6666994) (← links)
