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Specification tests based on MCMC output
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 207 (2018) 1, pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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Hypothesis testing via posterior-test-based Bayes factors
Li, Yong; Wang, Nianling; Yu, Jun; Zhang, Yonghui - 2023
Persistent link: https://www.econbiz.de/10014320454
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Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1043-1078
Persistent link: https://www.econbiz.de/10011485252
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190205
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Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190219
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Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542193
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542210