110 citations · 630 across the 32 of their papers we have counts for
Showing 2014 · stat.MEShow all
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stat.ME2014★ 56 cited
Principal component analysis for second-order stationary vector time series
Jinyuan Chang, Bin Guo, Qiwei Yao
We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a -varia…
stat.ME2014
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects
Wei Gao, Wicher Bergsma, Qiwei Yao
For discrete panel data, the dynamic relationship between successive observations is often of interest. We consider a dynamic probit model for short panel data. A problem with esti…