Yingying Ma

Beihang University (BUAA)

37 Xue Yuan Road

Beijing 100083

China

SCHOLARLY PAPERS

4

DOWNLOADS

554

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Sequential Model Averaging for High Dimensional Linear Regression Models

Number of pages: 36 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, Beihang University (BUAA), Beijing Normal University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 235 (180,157)

Abstract:

Loading...

Forward Regression, Sequential Model Averaging, Sequential Screening, Univariate Model Averaging

2.

Testing Predictor Significance with Ultra High Dimensional Multivariate Responses

Number of pages: 29 Posted: 03 Dec 2014
Yingying Ma, Wei Lan and Hansheng Wang
Beihang University (BUAA), Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 153 (263,163)

Abstract:

Loading...

Hypotheses Testing; Multivariate Regression; Paid Search Advertising; Ultra High Dimensional Data

3.

A High Dimensional Two-Sample Test Under a Low Dimensional Factor Structure

Number of pages: 22 Posted: 07 Sep 2015
Yingying Ma, Wei Lan and Hansheng Wang
Beihang University (BUAA), Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 120 (317,125)

Abstract:

Loading...

China Stock Market; High-dimensional data; Hypothesis testing; Latent factor structure; Two-Sample Test

4.

Banded Spatio-Temporal Autoregressions

Number of pages: 37 Posted: 05 May 2018
London School of Economics & Political Science (LSE), Beihang University (BUAA), Peking University - Guanghua School of Management and London School of Economics & Political Science (LSE) - Department of Statistics
Downloads 46 (537,711)

Abstract:

Loading...

Banded Coefficient Matrices, Least Squares Estimation, Spatial Panel Dynamic Models, Yule-Walker Equation