| Publication | Date of Publication | Type |
|---|
Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
Uniform Inference on High-Dimensional Spatial Panel Networks
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
A projection-based approach for interactive fixed effects panel data models
Econometric Reviews | 2026-03-09 | Paper |
Testing for parameter change epochs in GARCH time series
The Econometrics Journal | 2025-06-24 | Paper |
Global existence of 3D rotating magnetohydrodynamic equations arising from Earth's fluid core
Networks and Heterogeneous Media | 2025-05-13 | Paper |
Using generalized estimating equations to estimate nonlinear models with spatial data
Econometric Reviews | 2025-05-09 | Paper |
Improved estimation of dynamic models of conditional means and variances
Journal of Time Series Analysis | 2025-04-17 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Dynamic Network Quantile Regression Model
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Single-Index-Based CoVaR With Very High-Dimensional Covariates
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Dynamic Semiparametric Factor Model With Structural Breaks
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
^2 inference for change points in high-dimensional time series via a two-way MOSUM
The Annals of Statistics | 2024-06-05 | Paper |
Inference of Breakpoints in High-dimensional Time Series
Journal of the American Statistical Association | 2023-07-06 | Paper |
| scientific article; zbMATH DE number 7618742 (Why is no real title available?) | 2022-11-17 | Paper |
Lasso-driven inference in time and space
The Annals of Statistics | 2021-09-28 | Paper |
Statistical foundations of data science by jianqing Fan, Runze Li, Chun‐Hui Zhang, Hui Zou. Published by Taylor & Francis Group. Total number of pages: 729. ISBN: 978‐1‐466‐51084‐5
Journal of Time Series Analysis | 2021-06-30 | Paper |
Network quantile autoregression
Journal of Econometrics | 2019-09-02 | Paper |
Nonparametric estimates for conditional quantiles of time series
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
HMM and HAC
Synergies of Soft Computing and Statistics for Intelligent Data Analysis | 2016-05-13 | Paper |
TENET: tail-event driven network risk
Journal of Econometrics | 2016-05-10 | Paper |
Hidden Markov structures for dynamic copulae
Econometric Theory | 2015-11-20 | Paper |
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
Journal of Multivariate Analysis | 2015-02-04 | Paper |
Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Rejoinder on: ``Local quantile regression''
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Application of pitch synchronization dynamic frame-length features in English lexical stress detection
Journal of Computer Applications | 2010-02-20 | Paper |
Vapor condensation on nanoparticles in the mixer of a particle size magnifier
International Journal of Heat and Mass Transfer | 2007-05-23 | Paper |
The mechanism for the self-adaptation behavior in the evolutionary minority game model
Chinese Science Bulletin | 2005-10-17 | Paper |
