J Econometrics


Journal of Econometrics, 233(1)



Multi-dimensional latent group structures with heterogeneous distributions
Xuan Leng, Heng Chen, Wendun Wang [Google Scholar]

Canonical correlation-based model selection for the multilevel factors
In Choi, Rui Lin, Yongcheol Shin [Google Scholar]

Estimation of panel group structure models with structural breaks in group memberships and coefficients
Robin L. Lumsdaine, Ryo Okui, Wendun Wang [Google Scholar]

Shrinkage estimation of network spillovers with factor structured errors
Ayden Higgins, Federico Martellosio [Google Scholar]

A test for Kronecker Product Structure covariance matrix
Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis [Google Scholar]

Factor-based imputation of missing values and covariances in panel data of large dimensions
Ercument Cahan, Jushan Bai, Serena Ng [Google Scholar]

Group fused Lasso for large factor models with multiple structural breaks
Chenchen Ma, Yundong Tu [Google Scholar]

High-dimensional VARs with common factors
Ke Miao, Peter C.B. Phillips, Liangjun Su [Google Scholar]

Treatment effects in interactive fixed effects models with a small number of time periods
Brantly Callaway, Sonia Karami [Google Scholar]

Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Jiangtao Duan, Jushan Bai, Xu Han [Google Scholar]

Information criteria for latent factor models: A study on factor pervasiveness and adaptivity
Xiao Guo, Yu Chen, Cheng Yong Tang [Google Scholar]

Identifying latent factors based on high-frequency data
Yucheng Sun, Wen Xu, Chuanhai Zhang [Google Scholar]

Large dimensional latent factor modeling with missing observations and applications to causal inference
Ruoxuan Xiong, Markus Pelger [Google Scholar]

Testing for structural changes in large dimensional factor models via discrete Fourier transform
Zhonghao Fu, Yongmiao Hong, Xia Wang [Google Scholar]