Pan, Jiazhu

Number of items: 5.
Economics
  • Linton, Oliver, Pan, Jiazhu, Wang, Hui (2010). Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26(01), 1-28. https://doi.org/10.1017/S0266466609090598
    • Financial Markets Group
  • Linton, Oliver, Pan, Jiazhu, Wang, Hui (2010). Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26(01), 1-28. https://doi.org/10.1017/S0266466609090598
    • STICERD
  • Linton, Oliver, Pan, Jiazhu, Wang, Hui (2010). Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26(01), 1-28. https://doi.org/10.1017/S0266466609090598
    • Statistics
  • Li, Qiaoling, Pan, Jiazhu, Yao, Qiwei (2009). On determination of cointegration ranks. Statistics and Its Interface, 2(1), 45-56.
  • Tong, Howell, Pan, Jiazhu, Wang, Hui (2008). Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142(1), 352-378. https://doi.org/10.1016/j.jeconom.2007.06.004
  • Pan, Jiazhu, Yao, Qiwei (2008). Modelling multiple time series via common factors. Biometrika, 95(2), 365-379. https://doi.org/10.1093/biomet/asn009
  • Pan, Jiazhu, Wang, Hui, Yao, Qiwei (2007). Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23(5), 852-879. https://doi.org/10.1017/S0266466607070363