Jianjie Shi

Monash University

SCHOLARLY PAPERS

2

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1

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Scholarly Papers (2)

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1.

Multi-Population Mortality Modelling: A Bayesian Approach

Number of pages: 36 Posted: 04 Jun 2022
Dan Zhu, Jianjie Shi, Yanlin Shi and PENGJIE WANG
Monash University - Department of Econometrics & Business Statistics, Monash University, Macquarie University, Macquarie Business School and Monash University
Downloads 64 (656,481)
Citation 1

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Lee-Carter Model, Multi-population Approach, Markov Chain Monte Carlo, Vector Error

2.

A Sparse Dynamic Factor Model for Clustered High-Dimensional Time Series

Number of pages: 40 Posted: 12 Feb 2024
Jianjie Shi, Dan Zhu and Catherine Forbes
Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 51 (729,565)

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Dynamic Factor Model, Clustering, Dimension Reduction, Bayesian Markov Chain Monte Carlo