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A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 187 (2015) 1, pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
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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
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A minimum distance estimator for long-memory processes
Tieslau, Margie A. - In: Journal of econometrics 71 (1996) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
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Alternative methods of detrending and the power of unit root tests
Hwang, Jaeyoun - In: Journal of econometrics 71 (1996) 1, pp. 227-248
Persistent link: https://www.econbiz.de/10001194735
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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
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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
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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
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An econometric approach to the estimation of multi-level models
Yang, Yimin; Schmidt, Peter - In: Journal of econometrics 220 (2021) 2, pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
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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
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Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas
Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 153 (2009) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10003892661