1
H index
1
i10 index
61
Citations
Oxford University | 1 H index 1 i10 index 61 Citations RESEARCH PRODUCTION: 1 Articles 4 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Liang Chen. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | Testing for the null of block zero restrictions in common factor models. (2020). Kim, Dukpa ; Han, Chirok. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550. Full description at Econpapers || Download paper |
2020 | Estimation and inference of change points in high-dimensional factor models. (2020). Han, XU ; Bai, Jushan ; Shi, Yutang . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:66-100. Full description at Econpapers || Download paper |
2020 | Macroeconomic forecasting using approximate factor models with outliers. (2020). Yen, Yu-Min ; Chou, Ray Yeutien. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291. Full description at Econpapers || Download paper |
2020 | Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187. Full description at Econpapers || Download paper |
2020 | Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543. Full description at Econpapers || Download paper |
2020 | Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543. Full description at Econpapers || Download paper |
2020 | Prequential forecasting in the presence of structure breaks in natural gas spot markets. (2020). Mjelde, James W ; Duangnate, Kannika. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01706-4. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Detecting big structural breaks in large factor models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 61 |
2014 | Detecting big structural breaks in large factor models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
2013 | Detecting Big Structural Breaks in Large Factor Models.(2013) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2011 | Detecting big structural breaks in large factor models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2012 | Identifying observed factors in approximate factor models: estimation and hypothesis testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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