1
H index
1
i10 index
84
Citations
Oxford University | 1 H index 1 i10 index 84 Citations RESEARCH PRODUCTION: 1 Articles 4 Papers RESEARCH ACTIVITY: 3 years (2011 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1002 |
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 |
---|---|
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
---|---|
2023 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
2023 | Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166. Full description at Econpapers || Download paper |
2023 | Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154. Full description at Econpapers || Download paper |
2023 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236. Full description at Econpapers || Download paper |
2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper |
2023 | Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2011 | Detecting big structural breaks in large factor models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 84 |
2014 | Detecting big structural breaks in large factor models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
2013 | Detecting Big Structural Breaks in Large Factor Models.(2013) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2011 | Detecting big structural breaks in large factor models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2012 | Identifying observed factors in approximate factor models: estimation and hypothesis testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team