Functional-Coefficient Quantile Regression for Panel Data with Latent Group S…
This article considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observatio…
Detection of Multiple Structural Breaks in Large Covariance Matrices
This article studies multiple structural breaks in large contemporaneous covariance matrices of high-dimensional time series satisfying an approximate factor model. The breaks in the second-order m…
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