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Stability and sample-based approximations of composite stochastic optimization problems

Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888

Persistent link: https://www.econbiz.de/10014393285

Functional coefficient cointegration models with Box-Cox transformation

Lin, Yingqian; Tu, Yundong - In: Economics letters 234 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015065927

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

Incorporating graphical structure of predictors in sparse quantile regression

Wang, Zhanfeng; Liu, Xianhui; Tang, Wenlu; Lin, Yuanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 783-792

Persistent link: https://www.econbiz.de/10012587982

On transformed linear cointegration models

Lin, Yingqian; Tu, Yundong - In: Economics letters 198 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012605792

Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root

Lin, Yingqian; Tu, Yundong - In: Journal of econometrics 219 (2020) 1, pp. 52-65

Persistent link: https://www.econbiz.de/10012483188

Sieve extremum estimation of a semiparametric transformation model

Lin, Yingqian; Tu, Yundong - In: Economics letters 189 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012227976

Post-selection inference of high-dimensional logistic regression under case-control design

Lin, Yuanyuan; Xie, Jinhan; Han, Ruijian; Tang, Niansheng - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 624-635

Persistent link: https://www.econbiz.de/10014448384

Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors

Han, Dongxiao; Huang, Jian; Lin, Yuanyuan; Shen, Guohao - In: Journal of econometrics 230 (2022) 2, pp. 416-431

Persistent link: https://www.econbiz.de/10013464038

Transformation models with cointegrated and deterministically trending regressors

Lin, Yingqian; Tu, Yundong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 207-232). 2023

This chapter develops an asymptotic theory for a general transformation model with a time trend, stationary regressors, and unit root nonstationary regressors. This model extends that of Han (1987) to incorporate time trend and nonstationary regressors. When the transformation is specified as an...

Persistent link: https://www.econbiz.de/10014313678