Identifying latent grouped patterns in cointegrated panels W Huang, S Jin, L Su Econometric Theory 36 (3), 410-456, 2020 | 28 | 2020 |
Nonstationary panel models with latent group structures and cross-section dependence W Huang, S Jin, PCB Phillips, L Su Journal of Econometrics 221 (1), 198-222, 2021 | 25 | 2021 |
Detecting unobserved heterogeneity in efficient prices via Classifier-Lasso W Huang, L Su, Y Zhuang Journal of Business & Economic Statistics 41 (2), 509-522, 2023 | 4 | 2023 |
Identify latent group structures in panel data: The classifylasso command W Huang, Y Wang, L Zhou The Stata Journal 24 (1), 46-71, 2024 | 2 | 2024 |
CLASSIFYLASSO: Stata module to identify latent group structures via Classifier-Lasso W Huang, Y Wang, L Zhou Boston College Department of Economics, 2023 | 1 | 2023 |
Heterogeneous Panel Data Models with Regime Switching W Huang, K Miao, L Su Available at SSRN 5116766, 2025 | | 2025 |
Price comovement and market segmentation of Chinese A-and H-shares: Evidence from a panel latent-factor model Y Dong, W Huang, YK Tse Journal of International Money and Finance 131, 102794, 2023 | | 2023 |