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Journal of econometrics
LSE Research Online Documents on Economics
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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
Saved in:
2
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/10008143196
Saved in:
3
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10008898197
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Financial statistics and risk management
Chen, Rong
(
ed.
);
Mykland, Per A.
(
ed.
);
Yao, Qiwei
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011705221
Saved in:
9
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
Saved in:
10
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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