Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21.
47 Key Publications
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Dyrda, S. and Pedroni, M. (2023). Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Income Risk Review of Economic Studies, 90(2):744–780.
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He, Y. (2023). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, :.
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Hummel, A. (2023). Tax curvature Journal of Public Economics, 224:.
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Blasques, F. and Nientker, M. (2023). Stochastic properties of nonlinear locally-nonstationary filters Journal of Econometrics, 235(2):2082--2095.
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Kole, E. and van Dijk, D. (2023). Moments, shocks and spillovers in Markov-switching VAR models Journal of Econometrics, 236(2):.
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Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.