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Journal of econometrics
Working Papers / School of Economics, Singapore Management University
69
China economic review : an international journal
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International journal of production economics
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Cowles Foundation discussion paper
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1
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
2
New distribution theory for the estimation of structural break point in mean
Jiang, Liang
;
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 156-176
Persistent link: https://www.econbiz.de/10012110250
Saved in:
3
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
4
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
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5
Bias in the estimation of the mean reversion parameter in continuous time models
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 114-122
Persistent link: https://www.econbiz.de/10009666687
Saved in:
6
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
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7
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
8
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
9
Bayesian hypothesis testing in latent variable models
Li, Yong
;
Yu, Jun
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
Saved in:
10
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
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