Research
Research
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Model Selection for High-Dimensional Problems
Jing-Zhi Huang, Zhan Shi, Wei Zhong Handbook of Financial Economet 20160221
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Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
Ana-Maria Staicu, Yingxing Li, Ciprian M. Crainiceanu, David Ruppert Scandinavian Journal of Statis 20160221
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A Principal Component Approach to Measuring Investor Sentiment in China
Haiqiang Chen, Terence Tai Leung Chong, Yingni She Quantitative Finance 20160221
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A New Hyperbolic GARCH Model
Muyi Li, Wai Keung Li, Guodong Li Journal of Econometrics 20160221
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Bayesian Inferences for Beta Semiparametric-Mixed Models to Analyze Longitudinal Neuroimaging Data
Xiao-Feng Wang, Yingxing Li Biometrical Journal 20160221
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Misspecification Test Methods in Econometrics
Zongwu Cai, Yongmiao Hong, Qi Li Journal of Econometrics 20160221
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Generalized ARMA Models with Martingale Difference Errors
Tingguo Zheng, Han Xiao, Rong Chen Journal of Econometrics 20160221
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A Fast Algorithm for Detecting Gene-gene Interactions in Genome-wide Association Studies
Jiahan Li, Wei Zhong, Runze Li, Rongling Wu Annals of Applied Statistics 20160221
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Institutional Impact of Foreign Direct Investment in China
CHERYL LONG, JIN YANG, JING ZHANG World Development 20160221
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Cash-Flow Sensitivities and the Allocation of Internal Cash Flow
Xin Chang, Sudipto Dasgupta, George Wong, Jiaquan Yao Review of Financial Studies 20160221