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26
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NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
Gao, Jiti
;
King, Maxwell
;
Lu, Zudi
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10008325206
Saved in:
2
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
Gao, Jiti
;
King, Maxwell
- In:
Econometric theory
20
(
2004
)
5
,
pp. 844-882
Persistent link: https://www.econbiz.de/10006962817
Saved in:
3
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjøstheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010052627
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4
L1 Linear Interpolator for Missing Values in Time Series
Lu, Zudi
;
Hui, Y.V.
- In:
Annals of the Institute of Statistical Mathematics : AISM
55
(
2003
)
1
,
pp. 197-216
Persistent link: https://www.econbiz.de/10006553584
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5
Asymptotics - Asymptotic normality of kernel density estimators under dependence
Lu, Zudi
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
3
,
pp. 447-468
Persistent link: https://www.econbiz.de/10006562316
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6
Quantile regression: applications and current research areas
Yu, Keming
;
Lu, Zudi
;
Stander, Julian
- In:
The statistician : journal of the Institute of Statisticians
52
(
2003
)
3
,
pp. 331-350
Persistent link: https://www.econbiz.de/10005932854
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7
Adaptively combined forecasting for discrete response time series
Zhang, Xinyu
;
Lu, Zudi
;
Zou, Guohua
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10010131795
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8
Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting
Gerlach, Richard
;
Lu, Zudi
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10010156095
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9
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zudi
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009949964
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10
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
Li, Degui
;
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
28
(
2012
)
5
,
pp. 935-959
Persistent link: https://www.econbiz.de/10010028014
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