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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - In: Econometric theory 18 (2002) 3, pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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A spatial dynamic panel data model with both time and individual fixed effects
Lee, Lung-fei; Yu, Jihai - In: Econometric theory 26 (2010) 2, pp. 564-597
Persistent link: https://www.econbiz.de/10003968612
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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Special issue of econometric theory on SETA 2010 : editors' introduction
Phillips, Peter C. B.; Yu, Jun - In: Econometric theory 30 (2014) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10010399789
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The ET interview: a conversation with Eric Ghysels
Phillips, Peter C. B.; Yu, Jun; Ghysels, Eric - In: Econometric theory 28 (2012) 1, pp. 207-217
Persistent link: https://www.econbiz.de/10009520957
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Econometric analysis of continuous time models : a survey of Peter Phillips's work and some new results
Yu, Jun - In: Econometric theory 30 (2014) 4, pp. 737-774
Persistent link: https://www.econbiz.de/10010502144
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Asymptotic theory for estimating drift parameters in the fractional Vasicek model
Xiao, Weilin; Yu, Jun - In: Econometric theory 35 (2019) 1, pp. 198-231
Persistent link: https://www.econbiz.de/10012146129