1 citations · 1 across the 2 of their papers we have counts for
5 papers
Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models
Jiangtao Duan, Jushan Bai, Xu Han
This paper proposes a quasi-maximum likelihood (QML) estimator for break points in high-dimensional factor models, specifically accounting for multiple structural breaks. We begin…
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Jiangtao Duan, Jushan Bai, Xu Han
This paper estimates the break point for large-dimensional factor models with a single structural break in factor loadings at a common unknown date. First, we propose a quasi-maxim…
Efficient computational algorithms for approximate optimal designs
Jiangtao Duan, Wei Gao, Yanyuan Ma +1
In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of desi…
Subspace Clustering for Panel Data with Interactive Effects
Jiangtao Duan, Wei Gao, Hao Qu +1
In this paper, a statistical model for panel data with unobservable grouped factor structures which are correlated with the regressors and the group membership can be unknown. The…
Efficient Computational Algorithm for Optimal Continuous Experimental Designs
Jiangtao Duan, Wei Gao, Hon Keung Tony Ng
A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergenc…