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Variable screening and model averaging for expectile regressions
Tu, Yundong; Wang, Siwei - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 574-598
Persistent link: https://www.econbiz.de/10014304433
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Selection inconsistency for factor-augmented regressions
Tu, Yundong; Wang, Siwei - In: Economics letters 241 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015078611
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On spurious regressions with partial unit root processes
Tu, Yundong - In: Economics letters 150 (2017), pp. 142-145
Persistent link: https://www.econbiz.de/10011765085
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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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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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Balanced predictive regressions
Ren, Yu; Tu, Yundong; Yi, Yanping - In: Journal of empirical finance 54 (2019), pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
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A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
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Testing independence between exogenous variables and unobserved errors
Li, Shuo; Peng, Liuhua; Tu, Yundong - In: Econometric reviews 41 (2022) 7, pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
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Spurious functional-coefficient regression models and robust inference with marginal integration
Tu, Yundong; Wang, Ying - In: Journal of econometrics 229 (2022) 2, pp. 396-421
Persistent link: https://www.econbiz.de/10013441893