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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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Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2021
Persistent link: https://www.econbiz.de/10012697853
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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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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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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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Estimating spatial autocorrelation with sampled network data
Zhou, Jing; Tu, Yundong; Chen, Yuxin; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 130-138
Persistent link: https://www.econbiz.de/10011704139
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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