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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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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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Bayesian testing for short term interest rate models
Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
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Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
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An improved Bayesian unit root test in stochastic volatility models
Li, Yong; Yu, Jun - In: Annals of economics and finance 20 (2019) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
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Specification tests based on MCMC output
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 207 (2018) 1, pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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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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Deviance information criterion for latent variable models and misspecified models
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493
Persistent link: https://www.econbiz.de/10012439750