Liang Chen

Economics and Econometrics · with Dolado · 2008–2017

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 51 citations into it; #9,497 of 23,481 by trust here, #14,996 by citations
• Statistics and Probability — 29 citations into it
• Finance — 19 citations into it; #4,422 of 10,518 by trust here, #6,162 by citations

Whom Liang Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. Serena Ng
3. James H. Stock
4. Donald W. K. Andrews
5. Pierre Perron
6. B. Hansen
7. S. Izumiya
8. Mark W. Watson
9. Seung C. Ahn
10. J. Breitung

Who trusts Liang Chen overall

1. Liangjun Su
2. Shujie Ma
3. Xu Han
4. Badi H. Baltagi
5. Xia Wang
6. A. Inoue
7. C. Kao
8. Valentina Corradi
9. Yohei Yamamoto

Papers from Liang Chen's perspective

Ordered by how strongly the researchers Liang Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Inferential Theory for Factor Models of Large Dimensions
2. Tests for Parameter Instability and Structural Change with Unknown Change Point
3. Regression Shrinkage and Selection via the Lasso
4. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
5. Generalized autoregressive conditional heteroskedasticity
6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
7. Macroeconomic Forecasting Using Diffusion Indexes
8. Forecasting Using Principal Components From a Large Number of Predictors
9. Forecasting in dynamic factor models subject to structural instability
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers

• Detecting big structural breaks in large factor models (2014) — 136 citations
• Quantile Factor Models (2017) — 126 citations
• A mandala of Legendrian dualities for pseudo-spheres in semi-Euclidean space (2008) — 53 citations