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Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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2
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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3
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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4
In-fill asymptotic theory for structural break point in autoregressions
Jiang, Liang
;
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012515605
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5
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
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6
Reduced forms and weak instrumentation
Phillips, Peter C. B.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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7
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10007283040
Saved in:
8
Multivariate Stochastic Volatility: A Review
Asai, Manabu
;
Mcaleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 145-176
Persistent link: https://www.econbiz.de/10007283047
Saved in:
9
Empirical Characteristic Function Estimation and Its Applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-124
Persistent link: https://www.econbiz.de/10006880813
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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