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Nonparametric transfer function models
Liu, Jun M.; Chen, Rong; Yao, Qiwei - In: Journal of econometrics 157 (2010) 1, pp. 151-164
Persistent link: https://www.econbiz.de/10008661724
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Financial statistics and risk management : an overview
Chen, Rong; Mykland, Per A.; Yao, Qiwei - In: Journal of econometrics 194 (2016) 2, pp. 203-204
Persistent link: https://www.econbiz.de/10011705103
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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei - In: Journal of econometrics 194 (2016) 2, pp. 369-382
Persistent link: https://www.econbiz.de/10011705211
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Financial statistics and risk management
Chen, Rong (ed.); Mykland, Per A. (ed.); Yao, Qiwei (ed.) - 2016
Persistent link: https://www.econbiz.de/10011705221
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Confidence regions for entries of a large precision matrix
Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10012110361
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Estimation for double-nonlinear cointegration
Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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Banded spatio-temporal autoregressions
Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230
Persistent link: https://www.econbiz.de/10012139832
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An autocovariance-based learning framework for high-dimensional functional time series
Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei - In: Journal of econometrics 239 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015074461