Showing econ.EMShow all
3 papers · 1 filter
econ.EM2024
Factors in Fashion: Factor Analysis towards the Mode
Zhe Sun, Yundong Tu
The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors,…
econ.EM2021
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
Chaohua Dong, Jiti Gao, Bin Peng +1
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regress…
econ.EM2019
Analyzing China's Consumer Price Index Comparatively with that of United States
Zhenzhong Wang, Yundong Tu, Song Xi Chen
This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Desp…