The COVID‐19 pandemic and residential mobility intentions in the United States: Evidence from Google Trends data von Lei, Lei, Liu, Xialu

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Network pharmacology uncovers that secoisolariciresinol diglucoside ameliorate premature ovarian insufficiency via PI3K/Akt pathway von Zhang, Yiqing, Liu, Xialu, Zheng, Zitong, Huang, Haiqiang, Wang, Yurou, Wu, Shuqin, Shu, Yuan, Yang, Yuxin, Zhong, Yufei, Liao, Pengfei, Wang, Yongsong, Pan, Zezheng

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Factor models for matrix-valued high-dimensional time series von Wang, Dong, Liu, Xialu, Chen, Rong

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Threshold factor models for high-dimensional time series von Liu, Xialu, Chen, Rong

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Estimating change-point latent factor models for high-dimensional time series von Liu, Xialu, Zhang, Ting

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Preliminary Clinical Study of a LenSx Femtosecond Laser-Assisted Limbal Relaxing Incision for the Correction of High Myopia with Low to Moderate Astigmatism in Posterior Implantabl... von Liu, Xialu, Zhao, Zhongxiu, Tan, Jilin, Zhu, Miaomiao, Peng, Yanli

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REGIME-SWITCHING FACTOR MODELS FOR HIGH-DIMENSIONAL TIME SERIES von Liu, Xialu, Chen, Rong

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Convolutional autoregressive models for functional time series von Liu, Xialu, Xiao, Han, Chen, Rong

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Improving estimation of portfolio risk using new statistical factors von Liu, Xialu, Guerard, John, Chen, Rong, Tsay, Ruey

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Identification and estimation of threshold matrix‐variate factor models von Liu, Xialu, Chen, Elynn Y.

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NTS: An R Package for Nonlinear Time Series Analysis von Liu, Xialu, Chen, Rong, Tsay, Ruey

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Functional coefficient seasonal time series models with an application of Hawaii tourism data von Liu, Xialu, Cai, Zongwu, Chen, Rong

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Improving Estimation of Portfolio Risk Using New Statistical Factors von Liu, Xialu, Guerard, John, Chen, Rong, Tsay, Ruey

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Factor Analysis for High-Dimensional Time Series with Change Point von Liu, Xialu, Zhang, Ting

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Helping Effects Against Curse of Dimensionality in Threshold Factor Models for Matrix Time Series von Liu, Xialu, Chen, Elynn

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Threshold factor models for high-dimensional time series von Liu, Xialu, Chen, Rong

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Improving Estimation of Portfolio Risk Using New Statistical Factors von Liu, Xialu, Guerard, John, Chen, Rong, Tsay, Ruey

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Factor Analysis for High-Dimensional Time Series with Change Point von Liu, Xialu, Zhang, Ting

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Threshold factor models for high-dimensional time series von Liu, Xialu, Chen, Rong

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Helping Effects Against Curse of Dimensionality in Threshold Factor Models for Matrix Time Series von Liu, Xialu, Chen, Elynn

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