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~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Balcombe, Kelvin G."
~person:"Cross, Jamie"
~person:"Gallant, A. Ronald"
~person:"Li, Yong"
~person:"Liao, Yuan"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Method of moments"
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Bayes-Statistik
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Method of moments
Theorie
26
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26
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13
Time series analysis
10
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10
Volatilität
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Balcombe, Kelvin G.
Cross, Jamie
Gallant, A. Ronald
Li, Yong
Liao, Yuan
Koop, Gary
6
Casarin, Roberto
4
Diebold, Francis X.
4
Jensen, Mark J.
4
Lee, Lung-fei
4
Renault, Eric
4
Schmidt, Peter
4
Timmermann, Allan
4
Yu, Jun
4
Zhang, Zhengjun
4
Billio, Monica
3
Bollerslev, Tim
3
Frühwirth-Schnatter, Sylvia
3
Korobilis, Dimitris
3
Maheu, John M.
3
Norets, Andriy
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Seo, Myung Hwan
3
Sun, Yixiao
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Ahn, Seung Chan
2
Andersen, Torben
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Asai, Manabu
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Aït-Sahalia, Yacine
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Bera, Anil K.
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Caldeira, João F.
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Carrasco, Marine
2
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Computational economics
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
CAMP working paper series
5
Discussion paper / Tinbergen Institute
4
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ECONIS (ZBW)
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1
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
2
Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
3
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:
4
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:
5
Cross-validated SNP density estimates
Coppejans, Mark
;
Gallant, A. Ronald
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001689441
Saved in:
6
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
7
The relative
efficiency
of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
8
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
9
Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Lin, Jin-guan
;
Chen, Ji
;
Li, Yong
- In:
Computational economics
40
(
2012
)
3
,
pp. 203-217
Persistent link: https://www.econbiz.de/10010219496
Saved in:
10
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
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