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Linton, Oliver, Pan, Jiazhu and Wang, Hui (2010) Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (01). pp. 1-28. ISSN 0266-4666
Li, Qiaoling, Pan, Jiazhu and Yao, Qiwei 
ORCID: 0000-0003-2065-8486
(2009)
On determination of cointegration ranks.
Statistics and Its Interface, 2 (1).
pp. 45-56.
ISSN 1938-7997
Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076
Pan, Jiazhu and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2008)
Modelling multiple time series via common factors.
Biometrika, 95 (2).
pp. 365-379.
ISSN 0006-3444
Pan, Jiazhu, Wang, Hui and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2007)
Weighted least absolute deviations estimation for ARMA models with infinite variance.
Econometric Theory, 23 (5).
pp. 852-879.
ISSN 1469-4360
