6 citations · 7 across the 3 of their papers we have counts for
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econ.EM2021★ 1 cited
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…
math.ST2021
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…