Narrow search
Showing 1 - 7 of 7
Cover Image
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian; Tu, Yundong - In: Journal of econometrics 219 (2020) 1, pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Cover Image
Estimation for double-nonlinear cointegration
Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Cover Image
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2021
Persistent link: https://www.econbiz.de/10012697853
Cover Image
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong; Yi, Yanping - In: Journal of econometrics 196 (2017) 1, pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Cover Image
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2023
Persistent link: https://www.econbiz.de/10014315933
Cover Image
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Cover Image
Penetrating sporadic return predictability
Tu, Yundong; Xie, Xinling - In: Journal of econometrics 237 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014471472