Time series modelling with semiparametric factor dynamics
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- Global identification, estimation and inference of structural impulse response functions in factor models: a unified framework
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- Statistical Quantile Learning for Large Additive Latent Variable Models
- A Unified Framework for Estimation of High-Dimensional Conditional Factor Models
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- Editorial to the special issue on applicable semiparametrics of computational statistics
- Modelling spatio-temporal variability of temperature
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