| Identification and estimation of a large factor model with structural instability BH Baltagi, C Kao, F Wang Journal of Econometrics 197 (1), 87-100, 2017 | 59 | 2017 |
| Estimating and testing high dimensional factor models with multiple structural changes BH Baltagi, C Kao, F Wang Journal of Econometrics 220 (2), 349-365, 2021 | 36 | 2021 |
| Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions F Wang Journal of Econometrics, 2022 | 12 | 2022 |
| Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model BH Baltagi, C Kao, F Wang Econometric Reviews 36 (6-9), 853-882, 2017 | 8 | 2017 |
| Change point estimation in large heterogeneous panels BH Baltagi, C Kao, F Wang Manuscript, Syracuse University, 2015 | 5 | 2015 |
| Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions F Wang Working Paper, 2018 | 3 | 2018 |
| Estimation and inference for high dimensional factor model with regime switching G Urga, F Wang arXiv preprint arXiv:2205.12126, 2022 | 1 | 2022 |
| Nowcasting China’s PPI inflation using low-frequency and mixed-frequency dynamic factor models R Liang, F Wang, J Xu J. Financ. Res 494, 22-41, 2021 | 1 | 2021 |
| Fixed Effects Likelihood Approach for Large Panels C Kao, F Wang Panel Data Econometrics, 175-196, 2019 | 1 | 2019 |
| Inference for Large Dimensional Factor Models Under General Missing Data Patterns L Su, F Wang Available at SSRN 4721159, 2024 | | 2024 |
| Essays on structural changes in high dimensional econometric models F Wang | | 2016 |
Chihwa KaoProfessor of Economics, University of ConnecticutПодтвержден адрес электронной почты в домене uconn.edu
