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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
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Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009259877
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Specification sensitivity in right-tailed unit root testing for explosive behavior
Phillips, Peter C. B.; Shi, Shu-ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412328
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
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Detecting bubbles in Hong Kong residential property market
Yiu, Matthew S.; Yu, Jun; Lu, Jin - In: Journal of Asian economics 28 (2013), pp. 115-124
Persistent link: https://www.econbiz.de/10010400859
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Asymptotic theory for linear diffusions under alternative sampling schemes
Zhou, Qiankun; Yu, Jun - In: Economics letters 128 (2015), pp. 1-5
Persistent link: https://www.econbiz.de/10011382885
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Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190205
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542210
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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