High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

8 October 2013

Papers citing "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity"

6 / 6 papers shown

Title
Factor-Augmented Regularized Model for Hazard Regression Pierre Bayle Jianqing Fan 36 4 0 03 Oct 2022
Modelling matrix time series via a tensor CP-decomposition Jinyuan Chang Jingjing He Lin Yang Q. Yao AI4TS 55 29 0 31 Dec 2021
Statistical Inference for High-Dimensional Matrix-Variate Factor Model Elynn Y. Chen Jianqing Fan 47 65 0 07 Jan 2020
On testing for high-dimensional white noise Zeng Li Clifford Lam Jianfeng Yao Q. Yao 20 40 0 10 Aug 2018
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 64 479 0 04 Jun 2012
Discovering Graphical Granger Causality Using the Truncating Lasso Penalty Ali Shojaie George Michailidis CML 87 214 0 03 Jul 2010