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07/13/2021
Semiparametric Latent Topic Modeling on Consumer-Generated Corpora
Legacy procedures for topic modelling have generally suffered problems o...
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07/06/2021
Testing for the Presence of Structural Change and Spatial Heterogeneity
In a spatial-temporal model, structural change and/or spatial heterogene...
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05/09/2021
Semiparametric Volatility Model with Varying Frequencies
In extracting time series data from various sources, it is inevitable to...
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05/04/2021
Semiparametric Spatiotemporal Model with Mixed Frequencies
In modelling time series data coming from different sources, frequencies...
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04/28/2021
Statistical Inference in a Spatial-Temporal Stochastic Frontier Model
The stochastic frontier model with heterogeneous technical efficiency ex...
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04/28/2021
Nonparametric Test for Volatility in Clustered Multiple Time Series
Contagion arising from clustering of multiple time series like those in ...
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04/28/2021
