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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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Deviance information criterion for comparing VAR models
Zeng, Tao; Li, Yong; Yu, Jun - In: Essays in honor of Peter C. B. Phillips, (pp. 615-637). 2014
Persistent link: https://www.econbiz.de/10010442832
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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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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
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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Bayesian hypothesis testing in latent variable models
Li, Yong; Yu, Jun - In: Journal of econometrics 166 (2012) 2, pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
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Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435268
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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