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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

Group fused Lasso for large factor models with multiple structural breaks

Ma, Chenchen; Tu, Yundong - In: Journal of econometrics 233 (2023) 1, pp. 132-154

Persistent link: https://www.econbiz.de/10014340971

Forecasting equity premium : global historical average versus local historical average and constraints

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402

Persistent link: https://www.econbiz.de/10011390401

Nonparametric inference for quantile cointegrations with stationary covariates

Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482

Persistent link: https://www.econbiz.de/10013464076

Variable screening and model averaging for expectile regressions

Tu, Yundong; Wang, Siwei - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 574-598

Persistent link: https://www.econbiz.de/10014304433

Matching and a technology-induced skewness in income distributions

Lin, Y. Joseph - In: Mathematical social sciences 25 (1992) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10001136935

Elitist matching and skewness in income distributions

Lin, Y. Joseph - In: Economics letters 36 (1991) 4, pp. 361-364

Persistent link: https://www.econbiz.de/10001109077

Price matching in a model of equilibrium price dispersion

Lin, Y. Joseph - In: Southern economic journal 55 (1988) 1, pp. 57-69

Persistent link: https://www.econbiz.de/10001045524

Oligopoly and vertical integration

Lin, Y. Joseph - In: The American economic review 78 (1988) 1, pp. 251-254

Persistent link: https://www.econbiz.de/10001047356

Division of labor in teams

Lin, Y. Joseph - In: Journal of economics & management strategy : JEMS 6 (1997) 2, pp. 403-423

Persistent link: https://www.econbiz.de/10001221829

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