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  • Search: person:"Li, Yuyi"
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Year of publication
Subject
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Estimation theory 3 Method of moments 3 Moment condition models 3 Momentenmethode 3 Schätztheorie 3 Statistical test 3 Statistischer Test 3 Generalised Empirical Likelihood 2 Index 2 Index number 2 Transformation model 2 Volatility 2 Volatilität 2 parameter variation 2 structural instability 2 Agrarboden 1 Agricultural soil 1 Bidirectional causal relationship 1 Bodenschutz 1 CC13 1 Causality analysis 1 China 1 China resources industry 1 Climate variability 1 Crop yield 1 Ernteertrag 1 Estimation 1 Forecasting model 1 Generalized empirical Iikelihood 1 Global supply chain pressures 1 Index futures 1 Index-Futures 1 Innovation diffusion 1 Innovationsdiffusion 1 Kalman filter 1 Kausalanalyse 1 Land use policy 1 Lieferkette 1 Nonlinear diffusion 1 Option pricing theory 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 7 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 7 Undetermined 5
Author
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Li, Yuyi 11 Hall, Alastair R. 6 Orme, Chris D. 6 Sinko, Arthur 4 Bu, Ruijun 2 Jawadi, Fredj 2 Chang, Fangdi 1 Fu, Chenjia 1 Hanjra, Munir 1 Hua, Fan 1 Jin, Chenglu 1 Kan, Zhengrong 1 Li, Haoruo 1 Li, Yu-Yi 1 Liang, Ye-Sen 1 Pang, Huan-Cheng 1 Ren, Xiaohang 1 Shu, Yunqiao 1 Song, Jiashen 1 Wang, Jing 1 Yang, Jin-Song 1 Yu, Ru 1 Zhang, Fenghua 1 Zhang, Hongyuan 1 Zhang, Xia 1
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Institution
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School of Economics, University of Manchester 2
Published in...
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Econometric reviews 2 Economics discussion paper series : EDP 2 The School of Economics Discussion Paper Series 2 Agricultural Water Management 1 Econometric Reviews 1 International review of financial analysis 1 Journal of international financial markets, institutions & money 1 Mitigation and Adaptation Strategies for Global Change 1
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Source
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ECONIS (ZBW) 7 RePEc 5
Showing 1 - 10 of 12
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Dynamic causality between global supply chain pressures and China's resource industries : a time-varying Granger analysis
Ren, Xiaohang; Fu, Chenjia; Jin, Chenglu; Li, Yuyi - In: International review of financial analysis 95 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015149312
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Once-Middle Amount of Straw Deep Returning as an Interlayer Improves Soil Quality and Sunflower Yield in Saline Soil : Evidence from a Four-Year Experiment
Chang, Fangdi; Zhang, Hongyuan; Song, Jiashen; Yu, Ru; … - 2023
Straw deep returning as an interlayer is a novel practice to enhance soil carbon and nutrients. However, the impact of applying various amounts of straw as an interlayer on soil quality still remain unclear in the saline soil. Therefore, a field experiment was carried out over four years...
Persistent link: https://www.econbiz.de/10014360739
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Econometric reviews 39 (2020) 1, pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Journal of international financial markets, … 46 (2017), pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - 2013
Persistent link: https://www.econbiz.de/10010239104
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012
Persistent link: https://www.econbiz.de/10009490092
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Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - In: Econometric Reviews 34 (2015) 3, pp. 286-327
In this paper, we develop an info-metric framework for testing hypotheses about structural instability in nonlinear, dynamic models estimated from the information in population moment conditions. Our methods are designed to distinguish between three states of the world: (i) the model is...
Persistent link: https://www.econbiz.de/10010975494
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Analysis of climate variability in the Manas River Valley, North-Western China (1956–2006)
Zhang, Fenghua; Hanjra, Munir; Hua, Fan; Shu, Yunqiao; … - In: Mitigation and Adaptation Strategies for Global Change 19 (2014) 7, pp. 1091-1107
This paper examines the short-run climate variability (change in the levels of temperature and precipitation) with a focus on the Manas River Valley, North-Western China, over the past 50 years (1956 to 2006) using data collected from four meteorological stations. The results show that the...
Persistent link: https://www.econbiz.de/10010994764
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Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - School of Economics, University of Manchester - 2013
Persistent link: https://www.econbiz.de/10010761557
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