Bai, Jushan and Ando, Tomohiro (2013): Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors.
Bai, Jushan and Ando, Tomohiro (2013): Panel data models with grouped factor structure under unknown group membership.
Ando, Tomohiro and Bai, Jushan (2014): A simple new test for slope homogeneity in panel data models with interactive effects.
Ando, Tomohiro and Bai, Jushan (2018): Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity.
Ando, Tomohiro and Bai, Jushan (2021): Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity.
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