A Large Confirmatory Dynamic Factor Model for Stock Market Returns in
Different Time ZonesJournal of Econometrics (JE), 2022 |
Parallel integrative learning for large-scale multi-response regression
with incomplete outcomesComputational Statistics & Data Analysis (CSDA), 2021 |
Estimation of Conditional Mean Operator under the Bandable Covariance
StructureElectronic Journal of Statistics (EJS), 2021 |