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Can hybrid model improve the forecasting performance of stock price index amid COVID-19? : contextual evidence from the MEEMD-LSTM-MLP approach

Yang, Qu; Yu, Yuanyuan; Dai, Dongsheng; He, Qian; Lin, Yu - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015135677

Estimation for double-nonlinear cointegration

Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191

Persistent link: https://www.econbiz.de/10012439669

On transformed linear cointegration models

Lin, Yingqian; Tu, Yundong - In: Economics letters 198 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012605792

Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root

Lin, Yingqian; Tu, Yundong - In: Journal of econometrics 219 (2020) 1, pp. 52-65

Persistent link: https://www.econbiz.de/10012483188

Quantile correlation-based variable selection

Tang, Wenlu; Xie, Jinhan; Lin, Yuanyuan; Tang, Niansheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1081-1093

Persistent link: https://www.econbiz.de/10013539454

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