Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process X Wang, W Xiao, J Yu Journal of Econometrics, 2021 | 42 | 2021 |
Bias in estimating multivariate and univariate diffusions X Wang, PCB Phillips, J Yu Journal of Econometrics 161 (2), 228-245, 2011 | 38 | 2011 |
Double asymptotics for explosive continuous time models X Wang, J Yu Journal of Econometrics 193 (1), 35-53, 2016 | 36 | 2016 |
Limit theory for an explosive autoregressive process X Wang, J Yu Economics Letters 126, 176-180, 2015 | 35 | 2015 |
New distribution theory for the estimation of structural break point in mean L Jiang, X Wang, J Yu Journal of Econometrics 205 (1), 156-176, 2018 | 30 | 2018 |
In-fill asymptotic theory for structural break point in autoregressions L Jiang, X Wang, J Yu Econometric Reviews, 1-28, 2020 | 13 | 2020 |
HAR Testing for Spurious Regression in Trend PCB Phillips, X Wang, Y Zhang Econometrics 7 (4), 50, 2019 | 5 | 2019 |