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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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To how many simultaneous hypothesis test can normal, student's t or bootstrap calibration be applied?
Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288
Persistent link: https://www.econbiz.de/10003625873
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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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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C. (contributor); Yao, Qiwei (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney (contributor); Yao, Qiwei (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002651853
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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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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - 2003
Persistent link: https://www.econbiz.de/10001876295
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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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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
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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