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Sparse spatio-temporal autoregressions by profiling and bagging
Author: Ma, Yingying; Guo, Shaojun; Wang, Hansheng
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 232, Issue 1, pp. 132-147. DOI: 10.1016/j.jeconom.2020.10.010
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Time series analysis of COVID-19 infection curve: A change-point perspective
Author: Jiang, Feiyu; Zhao, Zifeng; Shao, Xiaofeng
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 232, Issue 1, pp. 1-17. DOI: 10.1016/j.jeconom.2020.07.039
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A spatial panel quantile model with unobserved heterogeneity
Author: Ando, Tomohiro; Li, Kunpeng; Lu, Lina
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 232, Issue 1, pp. 191-213. DOI: 10.1016/j.jeconom.2021.08.004
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Identifying latent factors based on high-frequency data
Author: Sun, Yucheng; Xu, Wen; Zhang, Chuanhai
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 233, Issue 1, pp. 251-270. DOI: 10.1016/j.jeconom.2022.04.006
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High-dimensional VARs with common factors
Author: Miao, Ke; Phillips, Peter C. B.; Su, Liangjun
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 233, Issue 1, pp. 155-183. DOI: 10.1016/j.jeconom.2022.02.002
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Group fused Lasso for large factor models with multiple structural breaks
Author: Ma, Chenchen; Tu, Yundong
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 233, Issue 1, pp. 132-154. DOI: 10.1016/j.jeconom.2022.02.003
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Multi-dimensional latent group structures with heterogeneous distributions
Author: Leng, Xuan; Chen, Heng; Wang, Wendun
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 233, Issue 1, pp. 1-21. DOI: 10.1016/j.jeconom.2021.09.005
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Information criteria for latent factor models: A study on factor pervasiveness and adaptivity
Author: Guo, Xiao; Chen, Yu; Tang, Cheng Yong
Journal: JOURNAL OF ECONOMETRICS. 2023; Vol. 233, Issue 1, pp. 237-250. DOI: 10.1016/j.jeconom.2022.03.005
