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~isPartOf:"Economic modelling"
~isPartOf:"FRB International Finance Discussion Paper"
~isPartOf:"Journal of econometrics"
~person:"Balcombe, Kelvin G."
~person:"Cross, Jamie"
~person:"Gallant, A. Ronald"
~person:"Koop, Gary"
~person:"Korobilis, Dimitris"
~person:"Li, Yong"
~person:"Zeng, Tao"
~subject:"Bayes-Statistik"
~subject:"Zeitreihenanalyse"
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Balcombe, Kelvin G.
Cross, Jamie
Gallant, A. Ronald
Koop, Gary
Korobilis, Dimitris
Li, Yong
Zeng, Tao
Phillips, Peter C. B.
16
Yu, Jun
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ECONIS (ZBW)
21
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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
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
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
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
5
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
6
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:
7
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
Saved in:
8
Parameter uncertainty and impulse response analysis
Koop, Gary
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
Saved in:
9
Bayes factors and nonlinearity : evidence from economic time series
Koop, Gary
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 251-281
Persistent link: https://www.econbiz.de/10001252784
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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