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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong; Wang, Ying - In: Econometric reviews 39 (2020) 3, pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
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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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Limit theory and inference in non-cointegrated functional coefficient regression
Wang, Ying; Phillips, Peter C. B.; Tu, Yundong - 2024
Persistent link: https://www.econbiz.de/10015077168
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On spurious regressions with partial unit root processes
Tu, Yundong - In: Economics letters 150 (2017), pp. 142-145
Persistent link: https://www.econbiz.de/10011765085
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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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Jackknife model averaging for expectile regressions in increasing dimension
Tu, Yundong; Wang, Siwei - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511075
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On transformed linear cointegration models
Lin, Yingqian; Tu, Yundong - In: Economics letters 198 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
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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
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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