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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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Exploring spatial nonlinearity using additive approximation
Lu, Zu-di; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075163
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Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing (contributor); Wang, Mingjin (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003164853
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Modelling multivariate volatilities : an ad hoc method
Wang, Mingjin (contributor); Yao, Qiwei (contributor) - 2005
Persistent link: https://www.econbiz.de/10003165050
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Nonlinear time series : nonparametric and parametric methods
Fan, Jianqing; Yao, Qiwei - 2005
Persistent link: https://www.econbiz.de/10002759942
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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Modeling multivariate volatilities via latent common factors
Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 564-573
Persistent link: https://www.econbiz.de/10011692411
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Statistical Tests for Lyapunov Exponents of Deterministic Systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - In: Studies in Nonlinear Dynamics & Econometrics 8 (2004) 2, pp. 1214-1214
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10005751407
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Statistical Tests for Lyapunov Exponents of Deterministic Systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - School of Economics and Finance, Business School - 2003
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10005766365
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C; Yao, Qiwei; Tong, Howell - School of Economics and Finance, Business School - 2006
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10008694518