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Yu, Jun
McAleer, Michael
154
Kleijnen, Jack P. C.
142
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92
Koopman, Siem Jan
86
Sutherland, Holly
80
Härdle, Wolfgang
79
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77
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75
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63
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60
Okhrin, Ostap
57
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53
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51
Sethi, Suresh
51
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50
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48
Cui, Zhenyu
47
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46
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45
Takahashi, Akihiko
45
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44
Madan, Dilip B.
44
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43
Immervoll, Herwig
43
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42
Lucas, André
42
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42
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42
Pesaran, M. Hashem
41
Post, Thierry
41
Račev, Svetlozar T.
41
Shephard, Neil G.
41
Benth, Fred Espen
40
Gao, Jiti
40
Asai, Manabu
39
Eckstein, Peter P.
39
Gehlert, Günther
38
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38
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Journal of econometrics
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
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5
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4
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2
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2
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1
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ECONIS (ZBW)
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A Posterior-Based Wald-Type Statistic for Hypothesis Testing
Li, Yong
-
2018
-product of posterior
simulation
. In addition, the numerical standard error of the estimated proposed statistic can be computed …
Persistent link: https://www.econbiz.de/10012918346
Saved in:
2
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
3
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
4
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
5
Catastrophe options with double compound Poisson processes
Yu, Jun
- In:
Economic modelling
50
(
2015
),
pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
Saved in:
6
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
7
Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
Saved in:
8
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
9
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
10
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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