Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Yundong Tu"'
Autor:
Yundong Tu, Tae-Hwy Lee
Publikováno v:
Journal of Management Science and Engineering, Vol 4, Iss 1, Pp 12-27 (2019)
This paper examines the theoretical and empirical properties of a supervised factor model based on combining forecasts using principal components (CFPC), in comparison with two other supervised factor models (partial least squares regression, PLS, an
Externí odkaz:
https://doaj.org/article/aff8f6cd594d4c2caf0ecec859471ba3
Autor:
Chenchen Ma, Yundong Tu
Publikováno v:
Journal of Econometrics. 233:132-154
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eea4fcdd73469e92cafaf2c679bde08a
https://doi.org/10.1016/j.jeconom.2022.02.003
https://doi.org/10.1016/j.jeconom.2022.02.003
Autor:
Yundong Tu, Siwei Wang
Publikováno v:
Oxford Bulletin of Economics and Statistics. 85:574-598
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a22388b129e1fdaf16470bee2868275
https://doi.org/10.1111/obes.12538
https://doi.org/10.1111/obes.12538
Publikováno v:
Journal of Econometrics. 230:453-482
This paper considers the inference problems in nonlinear quantile regressions with both stationary and nonstationary covariates. The nonparametric local constant quantile estimator is proposed to estimate the unknown quantile regression function, who
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bb12868bd20fe7e1e7a95528d81cabc
https://doi.org/10.1016/j.jeconom.2021.06.002
https://doi.org/10.1016/j.jeconom.2021.06.002
Autor:
Yundong Tu, Ying Wang
Publikováno v:
Journal of Econometrics. 229:396-421
Functional-coefficient cointegrating models have become popular to model nonlinear nonstationarity in econometrics (Cai et al., 2009; Xiao, 2009). However, there is rare study on testing the existence of functional-coefficient cointegration. Conseque
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3319fcfd6873d3f3971aa71bd9f2f5f
https://doi.org/10.1016/j.jeconom.2020.12.010
https://doi.org/10.1016/j.jeconom.2020.12.010
Autor:
Yingqian Lin, Yundong Tu
Publikováno v:
Advances in Econometrics ISBN: 9781837532094
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94c7346c41b8ba3baec8df3d3c429a80
https://doi.org/10.1108/s0731-90532023000045a007
https://doi.org/10.1108/s0731-90532023000045a007
Publikováno v:
Econometric Reviews. 41:697-728
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d46c59a6edd49de02f341c971e67e8db
https://doi.org/10.1080/07474938.2022.2039493
https://doi.org/10.1080/07474938.2022.2039493
Autor:
Chenchen Ma, Yundong Tu
Publikováno v:
Journal of Econometrics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::316855e2b07141a571a3df60bd7f5c2c
https://doi.org/10.1016/j.jeconom.2023.02.002
https://doi.org/10.1016/j.jeconom.2023.02.002
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d361c8b669b563915c69cd4ce14a9262
http://arxiv.org/abs/2301.06631
http://arxiv.org/abs/2301.06631
Autor:
Yundong Tu, Yingqian Lin
Publikováno v:
Journal of Econometrics. 219:52-65
This paper studies spurious regressions involving processes moderately deviated from a unit root (PMDURs), and establishes the limiting distributions for the least squares estimator, the associated t -statistic, the coefficient of determination R 2 a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e9bafad3ba3ca119ae4b89f28686073
https://doi.org/10.1016/j.jeconom.2020.04.038
https://doi.org/10.1016/j.jeconom.2020.04.038