Wang, C

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Co-Authors
AuthorsNo. of Publications
onatski, a 5
bai, z 2
chen, yc 2
cheng, ckr 2
cheung, asy 2
cheung, mk 2
hu, j 2
kao, cm 2
wu, th 2
yuan, g 2
zhang, c 2
mei, t 1
yao, j 1
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Keywords in Publications
keywordsNo. of Authors
domain knowledge 5
explainability 5
fairness 5
judgment prediction 5
prison term prediction 5
bartlett correction 1
canonical correlations 1
clt 1
cointegration tests 1
covariance matrices 1
eigenvalue distribution 1
empirical distribution 1
empirical spectral distribution 1
extreme canonical correlations 1
feller-pareto distribution 1
high-dimensional cointegration 1
high-dimensional var 1
large data matrix 1
large sample covariance matrices 1
matrix-valued autoregressive model 1
maximum eigenvalue statistic 1
multi-sample test 1
non-stationary time series 1
realized covariance matrix 1
sample covariance 1
separable covariance matrix 1
singular value distribution 1
stieltjes transform 1
trace statistic 1
u-statistic 1
wachter distribution 1
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Co-Investigators
InvestigatorsNo. of Grants
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Keywords in Grants
keywordsNo. of Investigators
canonical correlations, factor models, nonstationary time series, principal component analysis, spurious factors 1
canonical correlations, high-dimensional cointegration, maximum eigenvalue statistic, pairs trading, trace statistic 1
dickey-fuller tests, factor models, karhunen-loeve expansion, nonstationary time series, principal component analysis 1
weak instruments, many instruments, specification test, first stage f test, cragg-donald test 1
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Disciplines in Grants
DisciplinesNo. of Investigators
econometrics and business statistical methods 1
probability & statistics 1
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