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Yao, Qiwei
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2
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
;
Adler, R.J.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
Saved in:
2
Determining the number of factors in a multivariate error correction-volatility factor model
Li, Qiaoling
;
Pan, Jiazhu
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10008178657
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3
Estimation and tests for power-transformed and threshold GARCH models
Pan, Jiazhu
;
Wang, Hui
;
Tong, Howell
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 352-378
Persistent link: https://www.econbiz.de/10007894506
Saved in:
4
Theory and Methods - Functional-Coefficient Regression Models for Nonlinear Time Series
Cai, Zongwu
;
Fan, Jianqing
;
Yao, Qiwei
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
451
,
pp. 941-956
Persistent link: https://www.econbiz.de/10006623155
Saved in:
5
Theory and Methods - Conditional Minimum Volume Predictive Regions For Stochastic Processes
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
450
,
pp. 509-519
Persistent link: https://www.econbiz.de/10006624011
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6
Theory and Methods - Methods for Estimating a Conditional Distribution Function
Hall, Peter
;
Wolff, Rodney C.L.
;
Yao, Qiwei
- In:
Journal of the American Statistical Association : JASA
94
(
1999
)
445
,
pp. 154-163
Persistent link: https://www.econbiz.de/10006627270
Saved in:
7
Inference in ARCH and GARCH Models with Heavy-Tailed Errors
Hall, Peter
;
Yao, Qiwei
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 285-318
Persistent link: https://www.econbiz.de/10006764274
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8
Nonparametric regression under dependent errors with infinite variance
Peng, Liang
;
Yao, Qiwei
- In:
Annals of the Institute of Statistical Mathematics : AISM
56
(
2004
)
4
,
pp. 73-86
Persistent link: https://www.econbiz.de/10006550171
Saved in:
9
Nonparametric regression - Nonparametric regession under dependent errors with infinite variance
Peng, Liang
;
Yao, Qiwei
- In:
Annals of the Institute of Statistical Mathematics : AISM
56
(
2004
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10006550712
Saved in:
10
Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney
;
Yao, Qiwei
;
Tong, Howell
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949814
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