1. News sentiment and the cost of debt11Our paper was accepted by the 2024 3rd Annual International Finance Conference (AIFC). The conference submission ID is “146”.. (2025). Wang, Daoping ; Xiao, Junchao.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000587.

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2. Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure. (2025). Chai, Shanglei ; Chu, Wenjun ; Liu, Changyu ; Ji, Qiang ; Zhou, Qianqian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001061.

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3. The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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4. Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality. (2025). Yang, Miao ; Li, Xiao-Lin ; Zhao, Chen ; Ge, Xinyu.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:144:y:2025:i:c:s026499932400347x.

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5. Do creditors price climate transition risks? A natural experiment based on Chinas carbon emission trading scheme. (2024). Ren, Yi-Shuai ; Liu, Pei-Zhi ; Hassan, Majdi ; Derouiche, Imen.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:138-155.

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6. Bilateral conflicts and corporate investment. (2024). Xiong, Mengxu ; Lu, Jiajia ; Kong, Dongmin.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003399.

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7. Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu ; Chen, Huangen.
   In: Energy Economics.
   RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380.

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8. Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700.

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9. FinTech and SME’ performance: Evidence from China. (2024). Liu, Zhaoda ; Tao, Yunqing ; Ye, Yongwei ; Jiang, Jingjing.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:81:y:2024:i:c:p:670-682.

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10. Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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11. Economic policy uncertainty and enterprise investment decision: Evidence from China. (2022). Chen, Xiao ; Liu, Tingli ; Yang, Songling.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001548.

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12. Impact of oil price uncertainty shocks on China’s macro-economy. (2022). Zhang, Xiaoyu ; Du, Xiaodong ; Zhou, Jinlan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005232.

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1. Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes. (2025). Zhu, Xuening ; Xu, Ganggang ; Fan, Jianqing.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623002804.

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2. A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin.
   In: Economics Letters.
   RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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3. Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro.
   In: MPRA Paper.
   RePEc:pra:mprapa:117821.

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4. Fixed Effects and Causal Inference. (2023). Millimet, Daniel ; Bellemare, Marc.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp16202.

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5. Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Yang, Shuquan ; Ling, Nengxiang.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015.

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6. Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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7. Multi-dimensional latent group structures with heterogeneous distributions. (2023). Chen, Heng ; Leng, Xuan ; Wang, Wendun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:233:y:2023:i:1:p:1-21.

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8. What drives industrial energy prices?. (2023). Peña, Daniel ; Camacho, Maximo ; Pea, Daniel ; Caro, Angela.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

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9. Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:2364.

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10. Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A.
    In: Papers.
    RePEc:arx:papers:2310.14068.

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11. Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro.
    In: Papers.
    RePEc:arx:papers:2310.01950.

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12. Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren.
    In: Papers.
    RePEc:arx:papers:2307.15863.

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13. Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2023). Zhang, Boyuan.
    In: Papers.
    RePEc:arx:papers:2211.16714.

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14. Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2023). Kasahara, Hiroyuki ; Hao, YU.
    In: Papers.
    RePEc:arx:papers:2210.02824.

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15. Exchange Rate Uncertainty and the Interest Rate Parity. (2022). Fernández Mejía, Julián ; Fernandez, Julian.
    In: MPRA Paper.
    RePEc:pra:mprapa:116010.

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16. Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China. (2022). Li, LI ; Xiang, Jingjie.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1025-1044.

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17. Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis.
    In: Papers.
    RePEc:arx:papers:2212.13324.

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18. Low-rank Panel Quantile Regression: Estimation and Inference. (2022). Su, Liangjun ; Wang, Yiren ; Zhang, Yichong.
    In: Papers.
    RePEc:arx:papers:2210.11062.

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19. Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Muris, Chris ; Lamarche, Carlos ; Harding, Matthew.
    In: Papers.
    RePEc:arx:papers:2203.03051.

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20. Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee.
    In: SEEDS Working Papers.
    RePEc:srt:wpaper:0521.

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21. Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee.
    In: Economia Politica: Journal of Analytical and Institutional Economics.
    RePEc:spr:epolit:v:38:y:2021:i:3:d:10.1007_s40888-021-00232-w.

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22. Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity. (2021). Bai, Jushan ; Ando, Tomohiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:111431.

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23. Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data. (2021). Koopman, Siem Jan ; Hoogerkamp, Meindert Heres ; van De, Ilka ; Blasques, Francisco.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:4:p:1426-1441.

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24. Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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25. Nonstationary panel models with latent group structures and cross-section dependence. (2021). Su, Liangjun ; Phillips, Peter ; Jin, Sainan ; Huang, Wenxin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:221:y:2021:i:1:p:198-222.

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26. Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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27. Identifying latent group structures in nonlinear panels. (2021). Su, Liangjun ; Wang, Wuyi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:220:y:2021:i:2:p:272-295.

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28. Looking for sustainable development: Socially responsible mutual funds and the low‐carbon economy. (2021). Tortosa-Ausina, Emili ; Matallinsaez, Juan Carlos ; Tortosaausina, Emili ; de Mingolopez, Diego Victor ; Solerdominguez, Amparo.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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29. Subspace Clustering for Panel Data with Interactive Effects. (2021). Gao, Wei ; Duan, Jiangtao ; Tony, Hon Keung ; Qu, Hao.
    In: Papers.
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30. Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2020-6.

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31. Social responsible mutual funds and lowcarbon economy. (2020). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo.
    In: Working Papers.
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32. Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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33. Identification and estimation in panel models with overspecified number of groups. (2020). Zhou, Qiankun ; Shang, Zuofeng ; Zhang, Yonghui ; Liu, Ruiqi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:215:y:2020:i:2:p:574-590.

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34. Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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35. Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). ZHANG, BOYUAN.
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36. Blocked Clusterwise Regression. (2020). Cytrynbaum, Max.
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37. Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator. (2019). Bhattacharjee, Arnab ; Maiti, Taps ; Calantone, Roger ; Cai, Liqian.
    In: Sankhya B: The Indian Journal of Statistics.
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38. Panel Forecasting with Asymmetric Grouping. (2019). Paap, Richard ; Nibbering, Didier.
    In: Econometric Institute Research Papers.
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39. High-dimensional integrative analysis with homogeneity and sparsity recovery. (2019). Yang, Xinfeng ; Huang, Jian.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18305165.

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40. Panel data quantile regression with grouped fixed effects. (2019). Volgushev, Stanislav.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:1:p:68-91.

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41. Quantile-regression-based clustering for panel data. (2019). Zhu, Zhongyi ; Zhang, Yingying ; Wang, Huixia Judy.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:1:p:54-67.

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42. Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty. (2019). Babii, Andrii ; Chen, XI ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:47-77.

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43. Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro.
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44. Identification and estimation in panel models with overspecified number of groups. (2018). Zhou, Qiankun ; Zhang, Yonghui ; Liu, Ruiqi ; Schick, Anton ; Shang, Zuofeng.
    In: Departmental Working Papers.
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45. Confidence Set for Group Membership. (2018). Okui, Ryo ; Dzemski, Andreas.
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46. Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun.
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47. Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors. (2017). Chu, Ba.
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48. Discovering pervasive and non-pervasive common cycles. (2017). Real, Guillermo Carlomagno ; Terrades, Antoni Espasa.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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49. Discretizing Unobserved Heterogeneity. (2016). Lamadon, Thibaut ; Bonhomme, Stéphane ; Manresa, Elena.
    In: 2016 Meeting Papers.
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50. Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodriguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
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