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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~person:"Yu, Jun"
~subject:"Maximum likelihood estimation"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Maximum likelihood estimation
Theorie
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16
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7
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7
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6
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6
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6
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Yu, Jun
Phillips, Peter C. B.
39
Lee, Lung-fei
23
Koop, Gary
16
Gouriéroux, Christian
15
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15
Swanson, Norman R.
15
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14
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13
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12
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12
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12
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12
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12
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12
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11
Granger, C. W. J.
11
Li, Qi
11
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11
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11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Bai, Jushan
10
Chen, Xiaohong
10
Hong, Yongmiao
10
Park, Joon Y.
10
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10
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10
Tsionas, Efthymios G.
10
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9
Dufour, Jean-Marie
9
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9
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8
Hidalgo, Javier
8
Horowitz, Joel
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
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8
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8
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Journal of econometrics
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
18
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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
Maximum likelihood estimation of partially observed diffusion models
Kleppe, Tore Selland
;
Yu, Jun
;
Skaug, Hans J.
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10010379484
Saved in:
8
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:
9
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:
10
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:
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