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Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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2
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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3
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
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4
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
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5
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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6
Testing for the martingale difference hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
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7
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
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8
Asset pricing via the conditional quantile variational autoencoder
Yang, Xuanling
;
Zhu, Zhoufan
;
Li, Dong
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 681-694
Persistent link: https://www.econbiz.de/10015053443
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9
Modeling normalcy‐dominant ordinal time series : An application to air quality level
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of Time Series Analysis
43
(
2021
)
3
,
pp. 460-478
Persistent link: https://www.econbiz.de/10012636185
Saved in:
10
Detecting mean increases in zero truncated INAR(1) processes
Li, Cong
;
Wang, Dehui
;
Zhu, Fukang
- In:
International journal of production research
57
(
2019
)
17
,
pp. 5589-5603
Persistent link: https://www.econbiz.de/10012193641
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