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Items where Author is "Pan, Jiazhu"

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Number of items: 5.

Article

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

This list was generated on Thu Mar 28 21:33:17 2024 GMT.