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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