Details about Ke Miao

Access statistics for papers by Ke Miao.

Last updated 2025-10-03. Update your information in the RePEc Author Service.

Short-id: pmi1121

Working Papers

2025

1. Adjustment with Many Regressors Under Covariate-Adaptive Randomizations
   Papers, arXiv.org
   See also Journal Article Adjustments with many regressors under covariate-adaptive randomizations, Journal of Econometrics, Elsevier (2025) (2025)

2020

2. High-Dimensional VARs with Common Factors
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
   See also Journal Article High-dimensional VARs with common factors, Journal of Econometrics, Elsevier (2023) View citations (14) (2023)

2019

3. On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation
   Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (10)
   See also Journal Article On factor models with random missing: EM estimation, inference, and cross validation, Journal of Econometrics, Elsevier (2021) View citations (17) (2021)
4. Panel threshold regressions with latent group structures
   Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (1)
   See also Journal Article Panel threshold regressions with latent group structures, Journal of Econometrics, Elsevier (2020) View citations (11) (2020)

2018

5. Determination of Different Types of Fixed Effects in Three-Dimensional Panels
   Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (1)
   See also Journal Article Determination of different types of fixed effects in three-dimensional panels*, Econometric Reviews, Taylor & Francis Journals (2021) (2021)

Journal Articles

2025

1. Adjustments with many regressors under covariate-adaptive randomizations
   Journal of Econometrics, 2025, 249, (PB)
   See also Working Paper Adjustment with Many Regressors Under Covariate-Adaptive Randomizations, Papers (2025) (2025)

2023

2. High-dimensional VARs with common factors
   Journal of Econometrics, 2023, 233, (1), 155-183 View citations (14)
   See also Working Paper High-Dimensional VARs with Common Factors, Cowles Foundation Discussion Papers (2020) View citations (3) (2020)

2021

3. Determination of different types of fixed effects in three-dimensional panels*
   Econometric Reviews, 2021, 40, (9), 867-898
   See also Working Paper Determination of Different Types of Fixed Effects in Three-Dimensional Panels, Economics and Statistics Working Papers (2018) View citations (1) (2018)
4. On factor models with random missing: EM estimation, inference, and cross validation
   Journal of Econometrics, 2021, 222, (1), 745-777 View citations (17)
   See also Working Paper On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation, Economics and Statistics Working Papers (2019) View citations (10) (2019)

2020

5. Panel threshold models with interactive fixed effects
   Journal of Econometrics, 2020, 219, (1), 137-170 View citations (5)
6. Panel threshold regressions with latent group structures
   Journal of Econometrics, 2020, 214, (2), 451-481 View citations (11)
   See also Working Paper Panel threshold regressions with latent group structures, Economics and Statistics Working Papers (2019) View citations (1) (2019)