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~isPartOf:"Economic modelling"
~isPartOf:"Essays in honor of Peter C. B. Phillips"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of mathematical finance"
~person:"Balcombe, Kelvin G."
~person:"Cross, Jamie"
~person:"Dijk, Herman K. van"
~person:"Gallant, A. Ronald"
~person:"Li, Yong"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
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Balcombe, Kelvin G.
Cross, Jamie
Dijk, Herman K. van
Gallant, A. Ronald
Li, Yong
Koop, Gary
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Economic modelling
Essays in honor of Peter C. B. Phillips
Journal of econometrics
Journal of mathematical finance
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37
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9
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1
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
2
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:
3
Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Li, Yong
;
Peng, Fang-ping
;
Xu, Hao-feng
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
Saved in:
4
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:
5
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:
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
Deviance information criterion for comparing VAR models
Zeng, Tao
;
Li, Yong
;
Yu, Jun
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 615-637)
.
2014
Persistent link: https://www.econbiz.de/10010442832
Saved in:
8
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:
9
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
10
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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