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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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Estimating spatial autocorrelation with sampled network data
Zhou, Jing; Tu, Yundong; Chen, Yuxin; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 130-138
Persistent link: https://www.econbiz.de/10011704139
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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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On estimating the nonparametric multiplicative error models
Li, Shuo; Tu, Yundong - In: Economics letters 143 (2016), pp. 66-68
Persistent link: https://www.econbiz.de/10011616871
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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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Balanced predictive regressions
Ren, Yu; Tu, Yundong; Yi, Yanping - In: Journal of empirical finance 54 (2019), pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
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A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
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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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Sieve extremum estimation of a semiparametric transformation model
Lin, Yingqian; Tu, Yundong - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227976
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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