Pakel, Cavit
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1

Fitting Vast Dimensional Time-Varying Covariance Models:

Pakel, Cavit ; Shephard, Neil ; Sheppard, Kevin.
Journal of Business & Economic Statistics.  39 (2020)  3 - p. 652-668 , 2020
 
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2

Bias reduction in nonlinear and dynamic panels in the prese..:

Pakel, Cavit
Journal of Econometrics.  213 (2019)  2 - p. 459-492 , 2019
 
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5

Fitting Vast Dimensional Time-Varying Covariance Models:

Cavit Pakel (8283933) ; Neil Shephard (23501) ; Kevin Sheppard (8283936).
https://figshare.com/articles/dataset/Fitting_Vast_Dimensional_Time-Varying_Covariance_Models/11573277.  , 2020
 
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