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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression

Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489

Persistent link: https://www.econbiz.de/10014340035

Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

Persistent link: https://www.econbiz.de/10014432771

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

How does corporate investment react to oil prices changes? : evidence from China

Wu, Xi; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820829

Nonparametric quantile frontier estimation under shape restriction

Wang, Yongqiao; Wang, Shouyang; Dang, Chuangyin; Ge, Wenxiu - In: European journal of operational research : EJOR 232 (2014) 3, pp. 671-678

Persistent link: https://www.econbiz.de/10010224949

Oil volatility risk and stock market volatility predictability : evidence from G7 countries

Feng, Jiabao; Wang, Yudong; Yin, Libo - In: Energy economics 68 (2017), pp. 240-254

Persistent link: https://www.econbiz.de/10011905699

Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models

Wang, Yudong; Liu, Li; Wu, Chongfeng - In: Energy economics 66 (2017), pp. 337-348

Persistent link: https://www.econbiz.de/10011896505

Forecasting stock returns : a predictorconstrained approach

Pettenuzzo, Davide; Pan, Zhiyuan; Wang, Yudong - 2017

Persistent link: https://www.econbiz.de/10011813299

Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error

He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826

Persistent link: https://www.econbiz.de/10013411306

Bivariate Distribution Regression with Application to Insurance Data

Wang, Yunyun; Oka, Tatsushi; Zhu, Dan - 2022

This article introduces an estimation method for the conditional joint distribution of bivariate outcomes, based on the distribution regression approach and the factorization method. The proposed method can apply for discrete, continuous or mixed distribution outcomes. It is semiparametric in...

Persistent link: https://www.econbiz.de/10013294326