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Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 40 (2021) 10, pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
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Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 42 (2023) 2, pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
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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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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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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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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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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