|
2025
|
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
|
Journal of Econometrics
|
A
|
3
|
|
2025
|
On time-varying panel data models with time-varying interactive fixed effects
|
Journal of Econometrics
|
A
|
5
|
|
2025
|
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS
|
Econometric Theory
|
B
|
4
|
|
2025
|
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
|
Econometric Theory
|
B
|
3
|
|
2025
|
A note on factor models with latent group structures
|
Economics Letters
|
C
|
2
|
|
2025
|
Inference for large dimensional factor models under general missing data patterns
|
Journal of Econometrics
|
A
|
2
|
|
2025
|
A robust residual-based test for structural changes in factor models
|
Journal of Econometrics
|
A
|
3
|
|
2025
|
Sieve estimation of state-varying factor models
|
Journal of Econometrics
|
A
|
3
|
|
2025
|
Distinguishing Time-Varying Factor Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2025
|
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
|
Review of Economics and Statistics
|
A
|
3
|
|
2024
|
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2024
|
Panel data models with time-varying latent group structures
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM
|
Econometric Theory
|
B
|
4
|
|
2024
|
Estimation and Inference on Time-Varying FAVAR Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2023
|
High-dimensional VARs with common factors
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Identifying latent group structures in spatial dynamic panels
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Uniform inference in linear panel data models with two-dimensional heterogeneity
|
Journal of Econometrics
|
A
|
2
|
|
2023
|
Specification tests for time-varying coefficient models
|
Journal of Econometrics
|
A
|
4
|
|
2023
|
Profile GMM estimation of panel data models with interactive fixed effects
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2021
|
Nonstationary panel models with latent group structures and cross-section dependence
|
Journal of Econometrics
|
A
|
4
|
|
2021
|
On factor models with random missing: EM estimation, inference, and cross validation
|
Journal of Econometrics
|
A
|
3
|
|
2021
|
Identifying latent group structures in nonlinear panels
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
|
Econometric Theory
|
B
|
3
|
|
2020
|
Panel threshold regressions with latent group structures
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Panel threshold models with interactive fixed effects
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
|
Econometric Theory
|
B
|
2
|
|
2020
|
Determining individual or time effects in panel data models
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2019
|
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2019
|
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
|
Journal of Econometrics
|
A
|
4
|
|
2019
|
The heterogeneous effects of the minimum wage on employment across states
|
Economics Letters
|
C
|
3
|
|
2019
|
Non-separable models with high-dimensional data
|
Journal of Econometrics
|
A
|
3
|
|
2018
|
Homogeneity pursuit in panel data models: Theory and application
|
Journal of Applied Econometrics
|
B
|
3
|
|
2018
|
Identifying latent grouped patterns in panel data models with interactive fixed effects
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
Estimation of large dimensional factor models with an unknown number of breaks
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Specification Test for Spatial Autoregressive Models
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2017
|
A martingale-difference-divergence-based test for specification
|
Economics Letters
|
C
|
2
|
|
2017
|
On time-varying factor models: Estimation and testing
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Determining the number of groups in latent panel structures with an application to income and democracy
|
Quantitative Economics
|
B
|
2
|
|
2016
|
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks
|
Journal of the American Statistical Association
|
B
|
3
|
|
2016
|
Identifying Latent Structures in Panel Data
|
Econometrica
|
S
|
3
|
|
2016
|
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
|
Econometric Theory
|
B
|
2
|
|
2016
|
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
|
Journal of Econometrics
|
A
|
2
|
|
2016
|
A practical test for strict exogeneity in linear panel data models with fixed effects
|
Economics Letters
|
C
|
3
|
|
2016
|
Shrinkage estimation of dynamic panel data models with interactive fixed effects
|
Journal of Econometrics
|
A
|
2
|
|
2016
|
Sieve instrumental variable quantile regression estimation of functional coefficient models
|
Journal of Econometrics
|
A
|
2
|
|
2016
|
Testing for monotonicity in unobservables under unconfoundedness
|
Journal of Econometrics
|
A
|
4
|
|
2015
|
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY
|
Econometric Theory
|
B
|
3
|
|
2015
|
Specification test for panel data models with interactive fixed effects
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
Specification testing for transformation models with an application to generalized accelerated failure-time models
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
QML estimation of dynamic panel data models with spatial errors
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Jackknife model averaging for quantile regressions
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
A Combined Approach to the Inference of Conditional Factor Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2014
|
Additive Nonparametric Regression in the Presence of Endogenous Regressors
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2014
|
Structural change estimation in time series regressions with endogenous variables
|
Economics Letters
|
C
|
2
|
|
2014
|
Testing conditional independence via empirical likelihood
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2013
|
Nonparametric Testing for Asymmetric Information
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2013
|
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
|
Econometric Theory
|
B
|
2
|
|
2013
|
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
|
Econometric Theory
|
B
|
2
|
|
2013
|
Nonparametric dynamic panel data models: Kernel estimation and specification testing
|
Journal of Econometrics
|
A
|
2
|
|
2012
|
Sieve estimation of panel data models with cross section dependence
|
Journal of Econometrics
|
A
|
2
|
|
2012
|
Semiparametric GMM estimation of spatial autoregressive models
|
Journal of Econometrics
|
A
|
1
|
|
2011
|
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2010
|
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
|
Journal of Econometrics
|
A
|
2
|
|
2010
|
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
|
Econometric Theory
|
B
|
2
|
|
2008
|
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
|
Econometric Theory
|
B
|
2
|
|
2008
|
Local polynomial estimation of nonparametric simultaneous equations models
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Forecasting the car penetration rate (CPR) in China: a nonparametric approach
|
Applied Economics
|
C
|
2
|
|
2007
|
More efficient estimation of nonparametric panel data models with random effects
|
Economics Letters
|
C
|
2
|
|
2007
|
A consistent characteristic function-based test for conditional independence
|
Journal of Econometrics
|
A
|
2
|
|
2006
|
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
|
Econometric Theory
|
B
|
2
|
|
2006
|
Profile likelihood estimation of partially linear panel data models with fixed effects
|
Economics Letters
|
C
|
2
|
|
2006
|
A simple test for multivariate conditional symmetry
|
Economics Letters
|
C
|
1
|