Liu, Pan; Li, Jialiang Segment regression model average with multiple threshold variables and multiple structural breaks. (English. French summary) Zbl 07836161 Can. J. Stat. 52, No. 1, 131-161 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Jingli; Li, Jialiang Multi-threshold structural equation model. (English) Zbl 1531.62198 J. Bus. Econ. Stat. 41, No. 2, 377-387 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xiaomeng; Zhang, Xinyu Optimal model averaging based on forward-validation. (English) Zbl 07767724 J. Econom. 237, No. 2, Part C, Article ID 105295, 20 p. (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Guo, Chaohui; Li, Jialiang Homogeneity and structure identification in semiparametric factor models. (English) Zbl 07928184 J. Bus. Econ. Stat. 40, No. 1, 408-422 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Di, Xiao; Ke, Yuan; Li, Runze Homogeneity structure learning in large-scale panel data with heavy-tailed errors. (English) Zbl 1540.62110 J. Mach. Learn. Res. 22, Paper No. 13, 42 p. (2021). MSC: 62M10 62H12 62H25 68T05 × Cite Format Result Cite Review PDF Full Text: Link