| Year |
Citation |
Score |
| 2020 |
Li S, Guo B, Tu Y. Simultaneous Diagnostic Testing for Nonlinear Time Series Models with An Application to the U.S. Federal Fund Rate Oxford Bulletin of Economics and Statistics. 82: 235-255. DOI: 10.1111/Obes.12329 |
0.362 |
|
| 2020 |
Tu Y, Wang Y. Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets Econometric Reviews. 39: 299-318. DOI: 10.1080/07474938.2019.1624402 |
0.318 |
|
| 2020 |
Lin Y, Tu Y. Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.04.038 |
0.355 |
|
| 2020 |
Lin Y, Tu Y, Yao Q. Estimation for double-nonlinear cointegration Journal of Econometrics. 216: 175-191. DOI: 10.1016/J.Jeconom.2020.01.012 |
0.321 |
|
| 2020 |
Lin Y, Tu Y. Sieve extremum estimation of a semiparametric transformation model Economics Letters. 189: 109020. DOI: 10.1016/J.Econlet.2020.109020 |
0.328 |
|
| 2019 |
Tu Y, Wang Y. Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity Oxford Bulletin of Economics and Statistics. 81: 1401-1423. DOI: 10.1111/Obes.12309 |
0.35 |
|
| 2019 |
Chen Y, Tu Y. Is Stock Price Correlated with Oil Price? Spurious Regressions with Moderately Explosive Processes Oxford Bulletin of Economics and Statistics. 81: 1012-1044. DOI: 10.1111/Obes.12302 |
0.332 |
|
| 2019 |
Li S, Tu Y. A joint test for parametric specification and independence in nonlinear regression models Econometric Reviews. 38: 1202-1215. DOI: 10.1080/07474938.2018.1536101 |
0.314 |
|
| 2019 |
Tu Y, Lee T. Forecasting using supervised factor models Journal of Management Science. 4: 12-27. DOI: 10.1016/J.Jmse.2019.03.001 |
0.43 |
|
| 2019 |
Ren Y, Tu Y, Yi Y. Balanced predictive regressions Journal of Empirical Finance. 54: 118-142. DOI: 10.1016/J.Jempfin.2019.09.001 |
0.304 |
|
| 2017 |
Tu Y. Efficient estimation of non parametric simultaneous equations models Communications in Statistics-Theory and Methods. 46: 3411-3416. DOI: 10.1080/03610926.2015.1062104 |
0.354 |
|
| 2017 |
Tu Y, Yi Y. Forecasting cointegrated nonstationary time series with time-varying variance Journal of Econometrics. 196: 83-98. DOI: 10.1016/J.Jeconom.2016.09.012 |
0.381 |
|
| 2017 |
Tu Y. On spurious regressions with partial unit root processes Economics Letters. 150: 142-145. DOI: 10.1016/J.Econlet.2016.11.028 |
0.338 |
|
| 2016 |
Chen SX, Lei L, Tu Y. Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI Statistica Sinica. DOI: 10.5705/Ss.2014.196T |
0.4 |
|
| 2016 |
Li S, Tu Y. On estimating the nonparametric multiplicative error models Economics Letters. 143: 66-68. DOI: 10.1016/J.Econlet.2016.03.023 |
0.373 |
|
| 2016 |
Li S, Tu Y. n-consistent density estimation in semiparametric regression models Computational Statistics and Data Analysis. 104: 91-109. DOI: 10.1016/J.Csda.2016.06.013 |
0.362 |
|
| 2015 |
Su L, Tu Y, Ullah A. Testing Additive Separability of Error Term in Nonparametric Structural Models Econometric Reviews. 34: 1057-1088. DOI: 10.1080/07474938.2014.956621 |
0.333 |
|
| 2015 |
Lee TH, Tu Y, Ullah A. Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints Journal of Business and Economic Statistics. 33: 393-402. DOI: 10.1080/07350015.2014.955174 |
0.368 |
|
| 2014 |
Lee TH, Tu Y, Ullah A. Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting Journal of Econometrics. 182: 196-210. DOI: 10.1016/J.Jeconom.2014.04.018 |
0.371 |
|
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