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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Stengos, Thanasēs"
~person:"Yu, Jun"
~type:"article"
~type_genre:"Article in journal"
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Stengos, Thanasēs
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Applied economics letters
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ECONIS (ZBW)
53
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53
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date (oldest first)
1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
4
Does market power converge among the US states? : evidence from the natural gas sector
Eleftheriou, Konstantinos
;
Polemis, Michael
;
Stengos, …
- In:
Economics letters
214
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448145
Saved in:
5
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
6
Quantile eco-efficiency estimation and convergence : a nonparametric frontier approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Panayiotis
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607127
Saved in:
7
Advertising expenses and operational performance : evidence from the global hotel industry
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Nickolaos G.
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508725
Saved in:
8
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
9
Re-examining the asymmetric gasoline pricing mechanism in EU : a note on a panel threshold analysis
Chen, Chaoyi
;
Polemis, Michael
;
Stengos, Thanasēs
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 778-783
Persistent link: https://www.econbiz.de/10012266906
Saved in:
10
Asymptotic theory for rough fractional Vasicek models
Xiao, Weilin
;
Yu, Jun
- In:
Economics letters
177
(
2019
),
pp. 26-29
Persistent link: https://www.econbiz.de/10012121487
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