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Model Selection for High-Dimensional Problems

Jing-Zhi Huang, Zhan Shi, Wei Zhong Handbook of Financial Economet 20160221
Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis

Ana-Maria Staicu, Yingxing Li, Ciprian M. Crainiceanu, David Ruppert Scandinavian Journal of Statis 20160221
A Principal Component Approach to Measuring Investor Sentiment in China

Haiqiang Chen, Terence Tai Leung Chong, Yingni She Quantitative Finance 20160221
A New Hyperbolic GARCH Model

Muyi Li, Wai Keung Li, Guodong Li Journal of Econometrics 20160221
Bayesian Inferences for Beta Semiparametric-Mixed Models to Analyze Longitudinal Neuroimaging Data

Xiao-Feng Wang, Yingxing Li Biometrical Journal 20160221
Misspecification Test Methods in Econometrics

Zongwu Cai, Yongmiao Hong, Qi Li Journal of Econometrics 20160221
Generalized ARMA Models with Martingale Difference Errors

Tingguo Zheng, Han Xiao, Rong Chen Journal of Econometrics 20160221
A Fast Algorithm for Detecting Gene-gene Interactions in Genome-wide Association Studies

Jiahan Li, Wei Zhong, Runze Li, Rongling Wu Annals of Applied Statistics 20160221
Institutional Impact of Foreign Direct Investment in China

CHERYL LONG, JIN YANG, JING ZHANG World Development 20160221
Cash-Flow Sensitivities and the Allocation of Internal Cash Flow

Xin Chang, Sudipto Dasgupta, George Wong, Jiaquan Yao Review of Financial Studies 20160221

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