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Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2018)
Principal component analysis for second-order stationary vector time series.
Annals of Statistics, 46 (5).
pp. 2094-2124.
ISSN 0090-5364
Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2015)
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity.
Journal of Econometrics, 189 (2).
pp. 297-312.
ISSN 0304-4076