| Banded spatio-temporal autoregressions Z Gao, Y Ma, H Wang, Q Yao Journal of Econometrics 208 (1), 211-230, 2019 | 30 | 2019 |
| Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues Z Gao, RS Tsay Journal of the American Statistical Association, 2018 | 19* | 2018 |
| A Structural-Factor Approach to Modeling High-Dimensional Time Series and Space-Time Data Z Gao, RS Tsay Journal of Time Series Analysis 40 (3), 343--362, 2019 | 17 | 2019 |
| A Two-Way Transformed Factor Model for Matrix-Variate Time Series Z Gao, RS Tsay Econometrics and Statistics, 2020 | 13 | 2020 |
| Statistical Inference for Structurally Changed Threshold Autoregressive Models Z Gao, S Ling Statistica Sinica 29 (4), 1803--1829, 2019 | 12 | 2019 |
| Modeling High-Dimensional Unit-Root Time Series Z Gao, RS Tsay International Journal of Forecasting, 2020 | 10 | 2020 |
| Bayesian non-parametric method for decision support: Forecasting online product sales Z Wu, X Chen, Z Gao Decision Support Systems, 114019, 2023 | 5 | 2023 |
| Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data Z Gao, RS Tsay Journal of the American Statistical Association, arXiv:2103.14626, 2021 | 4 | 2021 |
| Tests for tar models vs. Star models--A separate family of hypotheses approach Z Gao, S Ling, H Tong Statistica Sinica 28 (4), 2857-2883, 2018 | 4 | 2018 |
| Statistical Inference and Hypothesis Testing for Change-point and Threshold in Time Series Models Z Gao PQDT-Global, 2016 | 2 | 2016 |
| Supervised kernel principal component analysis for forecasting P Fang, Z Gao, RS Tsay Finance Research Letters, 2023 | 1 | 2023 |
| Determination of the effective cointegration rank in high-dimensional time-series predictive regressions P Fang, Z Gao, RS Tsay arXiv preprint arXiv:2304.12134, 2023 | 1 | 2023 |
| Segmentation of High-Dimensional Matrix-Variate Time Series Z Gao 10.5772/intechopen.1002891, 2023 | | 2023 |
| Denoising and Multilinear Dimension-Reduction of High-Dimensional Matrix-Variate Time Series via a Factor Model Z Gao, RS Tsay arXiv preprint arXiv:2309.02674, 2023 | | 2023 |
| Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors Z Gao, RS Tsay arXiv preprint arXiv:2307.07689, 2023 | | 2023 |
| Testing threshold effect in single-index models Z Gao, Z Mi, S Ling Statistics and Its Interface, 2021 | | 2021 |
| Segmenting High-dimensional Matrix-valued Time Series via Sequential Transformations Z Gao arXiv preprint arXiv:2002.03382, 2020 | | 2020 |
| Supplementary Material for “Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues” Z Gao, RS Tsay https://www.tandfonline.com/doi/suppl/10.1080/01621459.2020.1862668?scroll=top, 2018 | | 2018 |
| Supplementary Material for “A Structural-Factor Approach to Modeling High-Dimensional Time Series and Space‐Time Data” Z Gao, RS Tsay https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12466, 2018 | | 2018 |
