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Details about Song Song

Homepage:http://www.stat.berkeley.edu/~songsong
Postal address:444 Evans Hall, Berkeley, CA 94720
Workplace:University of California-Berkeley, Department of Statistics

Access statistics for papers by Song Song.

Last updated 2011-06-18. Update your information in the RePEc Author Service.

Short-id: pso178


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Working Papers

2011

  1. Large Vector Auto Regressions
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (25)
    Also in Papers, arXiv.org (2011) Downloads View citations (49)
  2. Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)

2010

  1. High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (12)
  2. Partial Linear Quantile Regression and Bootstrap Confidence Bands
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (17)

Journal Articles

2016

  1. Group-wise semiparametric modeling: A SCSE approach
    Journal of Multivariate Analysis, 2016, 152, (C), 1-14 Downloads

2014

  1. Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series
    Econometrics Journal, 2014, 17, (2), S101-S131 Downloads View citations (4)
  2. Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study
    Psychometrika, 2014, 79, (3), 489-514 Downloads View citations (12)

2012

  1. A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
    Econometric Theory, 2012, 28, (4), 861-887 Downloads View citations (110)
 
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