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Spatial panels : random components versus fixed effects
Lee, Lung-fei; Yu, Jihai - In: International economic review 53 (2012) 4, pp. 1369-1412
Persistent link: https://www.econbiz.de/10009696268
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The C(α)-type gradient test for spatial dependence in spatial autoregressive models
Lee, Lung-fei; Yu, Jihai - In: Letters in spatial and resource sciences : LSRS 5 (2012) 3, pp. 119-135
Persistent link: https://www.econbiz.de/10009712694
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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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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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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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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