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~isPartOf:"Economic modelling"
~isPartOf:"Essays in honor of Peter C. B. Phillips"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Balcombe, Kelvin G."
~person:"Cross, Jamie"
~person:"Gallant, A. Ronald"
~person:"Li, Yong"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
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Essays in honor of Peter C. B. Phillips
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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
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:
3
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:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Do bubbles have an explosive signature in markov switching models?
Balcombe, Kelvin G.
;
Fraser, Iain M.
- In:
Economic modelling
66
(
2017
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011813660
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