异质性的高维面板数据的稳健估计方法理论与应用研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Variable selection in heterogeneous panel data models with cross-setional dependence | 期刊论文 | Xiaoling Mei;Bin Peng;Huanjun Zhu |
2 | A new structural break test for panels with common factors | 期刊论文 | Zhu Huanjun;Sarafidis Vasilis;Silvapulle Mervyn J |
3 | Mean-variance portfolio selection with estimation risk and transaction costs | 期刊论文 | Xiaoling Mei;Huanjun Zhu;Chongzhu Chen |
4 | Heterogeneous Panel Data Models with Cross-Sectional Dependence | 期刊论文 | Jiti Gao;Kai Xia;Huanjun Zhu |
5 | Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates | 期刊论文 | Xiaoyi Han;Bin Peng;Yanrong Yang;Huanjun Zhu |