Skip to main content

2 Result(s)

within Maozai Tian Remove this filter Economics Remove this filter

and

  1. No Access

    Article

    Quantile Regression for Dynamic Panel Data Using Hausman–Taylor Instrumental Variables

    This paper considers quantile regression for dynamic fixed effects panel data models with Hausman–Taylor instrumental variables (HTIV). The fixed effects estimators of panel data are typically biased when ther...

    Li Tao, Yuanjie Zhang, Maozai Tian in Computational Economics (2019)

  2. No Access

    Article

    A New Method For Dynamic Stock Clustering Based On Spectral Analysis

    In this paper, we propose a new method to classify the stock cluster based on the motions of stock returns. Specifically, there are three criteria: (1) The positive or negative signs of elements in the eigenve...

    Zhaoyuan Li, Maozai Tian in Computational Economics (2017)