Zobrazeno 1 - 10
of 144
pro vyhledávání: '"Tu, Yundong"'
Autor:
Sun, Zhe, Tu, Yundong
The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of the distrib
Externí odkaz:
http://arxiv.org/abs/2409.19287
To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration. A rate of approximation is established
Externí odkaz:
http://arxiv.org/abs/2309.16348
Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing the resul
Externí odkaz:
http://arxiv.org/abs/2301.06631
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time series, along
Externí odkaz:
http://arxiv.org/abs/2111.02023
Autor:
Tu, Yundong, Xie, Xinling
Publikováno v:
In Journal of Econometrics November 2023 237(1)
Akademický článek
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Autor:
Ma, Chenchen, Tu, Yundong
Publikováno v:
In Journal of Econometrics August 2023 235(2):1876-1892
This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Despite the differences in the two leading economies, both series can be w
Externí odkaz:
http://arxiv.org/abs/1910.13301
Autor:
Ma, Chenchen, Tu, Yundong
Publikováno v:
In Journal of Econometrics March 2023 233(1):132-154
Publikováno v:
In Journal of Econometrics October 2022 230(2):453-482