← All authors Zhaoyuan Li Chinese University of Hong Kong, Shenzhen (from arXiv:2103.06075, 2021) · ORCID · OpenAlex
14 papers in scope · 12 published · 3 on the econ.EM arXiv · 156 citations · h-index 5 (over the papers listed here)
Papers (2 of 14)
On John’s test for sphericity in large panel regression models
published 2025 · Econometrics and Statistics · first circulated 2022
Unified and robust tests for cross sectional independence in large panel data models
published 2025 · Electronic Journal of Statistics · 1 citations
Efficient change point detection and estimation in high-dimensional correlation matrices
published 2024 · Electronic Journal of Statistics · 1 citations · first circulated 2023
with Jie Gao
working paper 2023 · arXiv
The price of political polarization: Evidence from municipal issuers during the coronavirus pandemic
published 2022 · Finance research letters · 5 citations
with Zhiwei Chen, Sibo Liu
Network-Based Approach and Climate Change Benefits for Forecasting the Amount of Indian Monsoon Rainfall
published 2021 · Journal of Climate · 31 citations
with Jingfang Fan, Jun Meng, Josef Ludescher, Elena Surovyatkina, Xiaosong Chen, Jürgen Kurths, Hans Joachim Schellnhuber
Collective Behavior of Equity Returns and Market Volatility
published 2021 · Journal of Data Science · 2 citations
with Sibo Liu, Maozai Tian
working paper 2021 · arXiv · 1 citations
Testing for heteroscedasticity in high-dimensional regressions
published 2018 · Econometrics and Statistics · 18 citations · first circulated 2015
Detecting Change-Point via Saddlepoint Approximations
published 2017 · 系统科学与信息学报(英文)
with Maozai Tian
Controlling Growth and Osteogenic Differentiation of Osteoblasts on Microgrooved Polystyrene Surfaces
published 2016 · PLoS ONE · 50 citations
with Lanying Sun, Daniel de Melo Pereira, Qibao Wang, David Barata, Roman Truckenmüller, Xin Xu, Pamela Habibović
A New Method For Dynamic Stock Clustering Based On Spectral Analysis
published 2016 · Computational Economics · 2 citations
with Maozai Tian
On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 40 citations · first circulated 2013
On two simple and effective procedures for high dimensional classification of general populations
published 2015 · Statistical Papers · 5 citations
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