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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Yu, Jun"
~source:"econis"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Entwicklungsländer
Experiment
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
Volatility
World
Theorie
16
Time series analysis
7
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7
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6
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6
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Yu, Jun
Phillips, Peter C. B.
44
Linton, Oliver
24
Bollerslev, Tim
21
Ghysels, Eric
19
Koop, Gary
19
McAleer, Michael
19
Gouriéroux, Christian
18
Lee, Lung-fei
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
Taylor, Robert
17
Pesaran, M. Hashem
16
Li, Qi
15
Park, Joon Y.
15
Chen, Songnian
14
Chib, Siddhartha
14
Corradi, Valentina
14
Robinson, Peter M.
14
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Su, Liangjun
13
Xiao, Zhijie
13
Andersen, Torben
12
Gao, Jiti
12
Patton, Andrew J.
12
Granger, C. W. J.
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Lewbel, Arthur
11
Mykland, Per A.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
White, Halbert
11
Gallant, A. Ronald
10
Galvão Júnior, Antônio Fialho
10
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10
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Journal of econometrics
Cowles Foundation discussion paper
15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
13
Working paper
5
Econometric reviews
4
Econometric theory
3
The review of financial studies
3
Annals of economics and finance
2
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2
Global COE Hi-Stat discussion paper series
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1
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1
International journal of industrial organization
1
Journal of Chinese economic and foreign trade studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business research : JBR
1
Journal of economic dynamics & control
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Journal of financial econometrics
1
Journal of international consumer marketing
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
5
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
6
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
7
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
8
Bayesian hypothesis testing in latent variable models
Li, Yong
;
Yu, Jun
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
Saved in:
9
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
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