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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435272
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - In: Econometric theory 18 (2002) 3, pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.; Yu, Jun - 2005
Persistent link: https://www.econbiz.de/10003000713
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Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 18 (2005) 2, pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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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
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Near unit root in the spatial autoregressive model
Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
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QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 31-74
Persistent link: https://www.econbiz.de/10009564237