Technical Reports --- Qiwei Yao

• Autoregressive networks with dependent edges. (With J. Chang, Q. Fang, E.D. Kolaczyk and P.W. MacDonald.)

• A two-way heterogeneity model for dynamic networks. (With B. Jiang, C. Leng, T. Yan and X. Yu.)

• Identification and estimation for matrix time series CP-factor models. (with J. Chang, Y. Du and G. Huang.)

• Modeling multivariate spatial-Temporal data with latent low-dimensional dynamics. (With E.Y. Chen, X. Yun and R. Chen.)

• Estimating spillovers under factor-induced constraints. (With H. Dong.)

• Stepwise searching for feature variables in high-dimensional linear regression. (with H.-Z.An, D.Huang and C.-H.Zhang.)

• Modelling multivariate volatilities by common factors: An innovation expansion method. (with J. Pan, D. Pena and W. Polonik.)

  
  

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