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Spurious functional-coefficient regression models and robust inference with marginal integration
Tu, Yundong; Wang, Ying - In: Journal of econometrics 229 (2022) 2, pp. 396-421
Persistent link: https://www.econbiz.de/10013441893
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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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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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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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Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen; Tu, Yundong - In: Journal of econometrics 233 (2023) 1, pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
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Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
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Shrinkage estimation of multiple threshold factor models
Ma, Chenchen; Tu, Yundong - In: Journal of econometrics 235 (2023) 2, pp. 1876-1892
Persistent link: https://www.econbiz.de/10014471434
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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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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 227 (2022) 2, pp. 371-407
Persistent link: https://www.econbiz.de/10013442086