Lixing Zhu
Economics and Econometrics · with Xu · 2015–2017
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it
- Statistics and Probability — 6 citations into it
Whom Lixing Zhu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Lixing Zhu's perspective
Ordered by how strongly the researchers Lixing Zhu trusts endorse each paper. Same corpus, a different order for every researcher.
- The Generalized Dynamic-Factor Model: Identification and Estimation
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Inferential Theory for Factor Models of Large Dimensions
- Nonstationary dynamic factor analysis
- Modelling multiple time series via common factors
- The generalized dynamic factor model: consistency and rates
- On Sliced Inverse Regression With High-Dimensional Covariates
- Modelling multivariate volatilities via conditionally uncorrelated components
- Applied Logistic Regression: Hosmer/Applied Logistic Regression
- Fitting dynamic factor models to non-stationary time series
Their papers
- A modified Hosmer–Lemeshow test for large data sets (2017) — 50 citations
- Consistently determining the number of factors in multivariate volatility modelling (2015) — 60 citations