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Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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2
Reduced forms and weak instrumentation
Phillips, Peter C. B.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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3
Empirical Characteristic Function Estimation and Its Applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-124
Persistent link: https://www.econbiz.de/10006880813
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4
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10007283040
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Multivariate Stochastic Volatility: A Review
Asai, Manabu
;
Mcaleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 145-176
Persistent link: https://www.econbiz.de/10007283047
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6
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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7
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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8
In-fill asymptotic theory for structural break point in autoregressions
Jiang, Liang
;
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012515605
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9
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
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10
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
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