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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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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-hwy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 169-182
Persistent link: https://www.econbiz.de/10001773135
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Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy; Yang, Weiping - In: International review of financial analysis 33 (2014), pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
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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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Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
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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 inference for quantile cointegrations with stationary covariates
Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482
Persistent link: https://www.econbiz.de/10013464076