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Specification tests based on MCMC output
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 207 (2018) 1, pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
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A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang; Huang, Jinbo; Li, Yong; Humphrey, … - In: Journal of banking & finance 129 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
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Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Computers & operations research : and their … 144 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
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Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of economic dynamics & control 92 (2018), pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
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Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong; Zhang, Mingzhi; Zhang, Yonghui - In: Economic modelling 112 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
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Sequential Monte Carlo estimation for Present-Value model
Li, Yong; Lou, Zhusheng; Zhang, Qiaosen; Zhang, Mingzhi - In: Applied economics letters 29 (2022) 18, pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
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Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong; Wang, Nianling; Yu, Jun - In: Journal of econometrics 234 (2023) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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Hypothesis testing via posterior-test-based Bayes factors
Li, Yong; Wang, Nianling; Yu, Jun; Zhang, Yonghui - 2023
Persistent link: https://www.econbiz.de/10014320454
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Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu; Zhang, Qiaosen; Li, Yong; Wang, Qianchao - In: Economic modelling 126 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014463503