9 citations · 15 across the 5 of their papers we have counts for
5 papers
Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models
Zhenhong Huang, Zhaoyuan Li, Jianfeng Yao
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and i…
On John's test for sphericity in large panel data models
Zhaoyuan Li
This paper studies John's test for sphericity of the error terms in large panel data models, where the number of cross-section units is large enough to be comparable to the num…
Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors
Zhaoyuan Li, Jianfeng Yao
This paper reexamines the seminal Lagrange multiplier test for cross-section independence in a large panel model where both the number of cross-sectional units n and the number of…
Network-based Approach and Climate Change Benefits for Forecasting the Amount of Indian Monsoon Rainfall
Jingfang Fan, Jun Meng, Josef Ludescher +5
The Indian summer monsoon rainfall (ISMR) has a decisive influence on India's agricultural output and economy. Extreme deviations from the normal seasonal amount of rainfall can ca…
On Two Simple and Effective Procedures for High Dimensional Classification of General Populations
Zhaoyuan Li, Jianfeng Yao
In this paper, we generalize two criteria, the determinant-based and trace-based criteria proposed by Saranadasa (1993), to general populations for high dimensional classification.…