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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Tu, Yundong"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Forecasting model
Schätztheorie
Zeitreihenanalyse
Estimation theory
14
Regression analysis
8
Regressionsanalyse
8
Cointegration
5
Kointegration
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
5
Estimation
3
Prognoseverfahren
3
Schätzung
3
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2
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Additive index model
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Capital income
1
Conditional homoscedasticity
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Tu, Yundong
Gao, Jiti
76
Phillips, Peter C. B.
39
Peng, Bin
31
Linton, Oliver
29
Lee, Lung-fei
26
Li, Qi
24
Su, Liangjun
24
Chen, Songnian
22
Poskitt, Donald Stephen
21
Baltagi, Badi H.
19
Hyndman, Rob J.
19
Martin, Gael M.
19
King, Maxwell L.
18
Robinson, Peter M.
18
Cai, Zongwu
15
Fan, Yanqin
15
Pesaran, M. Hashem
15
Francq, Christian
14
Hahn, Jinyong
14
Krämer, Walter
14
Li, Degui
14
Ullah, Aman
14
Wooldridge, Jeffrey M.
14
Chen, Xiaohong
13
Dong, Chaohua
13
Hong, Han
13
Taylor, Robert
13
Westerlund, Joakim
13
Chib, Siddhartha
12
Frazier, David T.
12
Hsiao, Cheng
12
Schmidt, Peter
12
Sun, Yixiao
12
White, Halbert
12
Zhang, Xinyu
12
Andrews, Donald W. K.
11
Cheng, Tingting
11
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11
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11
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Econometric reviews
4
Essays in honor of Joon Y. Park : econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
2
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
5
Spurious functional-coefficient regression models and robust inference with marginal integration
Tu, Yundong
;
Wang, Ying
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 396-421
Persistent link: https://www.econbiz.de/10013441893
Saved in:
6
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
7
Sieve extremum estimation of a semiparametric transformation model
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227976
Saved in:
8
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
9
Jackknife model averaging for expectile regressions in increasing dimension
Tu, Yundong
;
Wang, Siwei
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511075
Saved in:
10
Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Saved in:
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