Variable Screening via Quantile Partial Correlation von Ma, Shujie, Li, Runze, Tsai, Chih-Ling

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Linear regression von Su, Xiaogang, Yan, Xin, Tsai, Chih-Ling

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Inward and Outward Network Influence Analysis von Wu, Yujia, Lan, Wei, Zou, Tao, Tsai, Chih-Ling

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Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach von Lan, Wei, Chen, Xuerong, Zou, Tao, Tsai, Chih-Ling

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Improved Methods for Tests of Long-Run Abnormal Stock Returns von Lyon, John D., Barber, Brad M., Tsai, Chih-Ling

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Covariance Matrix Estimation via Network Structure von Lan, Wei, Fang, Zheng, Wang, Hansheng, Tsai, Chih-Ling

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Quantile Correlations and Quantile Autoregressive Modeling von Li, Guodong, Li, Yang, Tsai, Chih-Ling

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Regression coefficient and autoregressive order shrinkage and selection via the lasso von Wang, Hansheng, Li, Guodong, Tsai, Chih-Ling

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Market uncertainty and market orders in futures markets von Chang, Matthew C., Tsai, Chih‐Ling, Wu, Rebecca Chung‐Fern, Zhu, Ning

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Covariance Regression Analysis von Zou, Tao, Lan, Wei, Wang, Hansheng, Tsai, Chih-Ling

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Regularization Parameter Selections via Generalized Information Criterion von Zhang, Yiyun, Li, Runze, Tsai, Chih-Ling

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Inference on covariance-mean regression von Zou, Tao, Lan, Wei, Li, Runze, Tsai, Chih-Ling

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A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS von Li, Guodong, Leng, Chenlei, Tsai, Chih-Ling

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Markov-switching model selection using Kullback–Leibler divergence von Smith, Aaron, Naik, Prasad A., Tsai, Chih-Ling

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A ROBUST AND EFFICIENT APPROACH TO CAUSAL INFERENCE BASED ON SPARSE SUFFICIENT DIMENSION REDUCTION von Ma, Shujie, Zhu, Liping, Zhang, Zhiwei, Tsai, Chih-Ling, Carroll, Raymond J.

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ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS von Liang, Hua, Liu, Xiang, Li, Runze, Tsai, Chih-Ling

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Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets von Ma, Shujie, Lan, Wei, Su, Liangjun, Tsai, Chih-Ling

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Outlier detection von Su, Xiaogang, Tsai, Chih-Ling

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Extending the Akaike Information Criterion to Mixture Regression Models von Naik, Prasad A, Shi, Peide, Tsai, Chih-Ling

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Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion von Hurvich, Clifford M., Simonoff, Jeffrey S., Tsai, Chih-Ling

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