1. Comment on "Factor Models for High-Dimensional Tensor Time Series" by Rong Chen, Dan Yang, and Cun-Hui Zhang. Issue 537 (2nd January 2022) Authors: Linton, Oliver B.; Tang, Haihan Journal: Journal of the American Statistical Association Issue: Volume 117:Issue 537(2022) Page Start: 117 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM. (17th October 2022) Authors: Linton, Oliver B.; Tang, Haihan Journal: Econometric theory Issue: Volume 38:Number 5(2022) Page Start: 1014 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS. (24th May 2018) Authors: Kock, Anders Bredahl; Tang, Haihan Journal: Econometric theory Issue: Volume 35:Number 2(2019) Page Start: 295 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗