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Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo; Ye, Shiqi; Hong, Yongmiao - In: Journal of economic dynamics & control 157 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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Incorporating graphical structure of predictors in sparse quantile regression
Wang, Zhanfeng; Liu, Xianhui; Tang, Wenlu; Lin, Yuanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 783-792
Persistent link: https://www.econbiz.de/10012587982
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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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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
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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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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao; Huang, Jian; Lin, Yuanyuan; Shen, Guohao - In: Journal of econometrics 230 (2022) 2, pp. 416-431
Persistent link: https://www.econbiz.de/10013464038
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Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian; Tu, Yundong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 207-232). 2023
Persistent link: https://www.econbiz.de/10014313678
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Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
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Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan; Xie, Jinhan; Han, Ruijian; Tang, Niansheng - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 624-635
Persistent link: https://www.econbiz.de/10014448384