Estimating spatial autocorrelation with sampled network data J Zhou, Y Tu, Y Chen, H Wang Journal of Business & Economic Statistics 35 (1), 130-138, 2017 | 61 | 2017 |
Testing additive separability of error term in nonparametric structural models L Su, Y Tu, A Ullah Econometric Reviews 34 (6-10), 1057-1088, 2015 | 25 | 2015 |
Uncovering the invisible effect of air pollution on stock returns: A moderation and mediation analysis M Xu, Y Wang, Y Tu Finance Research Letters 39, 101646, 2021 | 20 | 2021 |
Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting TH Lee, Y Tu, A Ullah Journal of Econometrics 182 (1), 196-210, 2014 | 20 | 2014 |
Forecasting equity premium: Global historical average versus local historical average and constraints TH Lee, Y Tu, A Ullah Journal of Business & Economic Statistics 33 (3), 393-402, 2015 | 19 | 2015 |
Functional coefficient moving average model with applications to forecasting Chinese CPI SX Chen, L Lei, Y Tu Statistica Sinica, 1649-1672, 2016 | 17 | 2016 |
Balanced predictive regressions YU Ren, Y Tu, Y Yi Journal of Empirical Finance 54, 118-142, 2019 | 16 | 2019 |
Forecasting using supervised factor models Y Tu, TH Lee Journal of Management Science and Engineering 4 (1), 12-27, 2019 | 15 | 2019 |
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root Y Lin, Y Tu Journal of econometrics 219 (1), 52-65, 2020 | 13 | 2020 |
Spurious functional-coefficient regression models and robust inference with marginal integration Y Tu, Y Wang Journal of Econometrics 229 (2), 396-421, 2022 | 12 | 2022 |
Functional coefficient cointegration models subject to time–varying volatility with an application to the purchasing power parity Y Tu, Y Wang Oxford Bulletin of Economics and Statistics 81 (6), 1401-1423, 2019 | 12 | 2019 |
Forecasting cointegrated nonstationary time series with time-varying variance Y Tu, Y Yi Journal of econometrics 196 (1), 83-98, 2017 | 12 | 2017 |
Estimation for double-nonlinear cointegration Y Lin, Y Tu, Q Yao Journal of econometrics 216 (1), 175-191, 2020 | 11 | 2020 |
Is stock price correlated with oil price? Spurious regressions with moderately explosive processes Y Chen, Y Tu Oxford Bulletin of Economics and Statistics 81 (5), 1012-1044, 2019 | 11 | 2019 |
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets Y Tu, Y Wang Econometric Reviews 39 (3), 299-318, 2020 | 8 | 2020 |
Improving inflation prediction with the quantity theory Y Wang, Y Tu, SX Chen Economics letters 149, 112-115, 2016 | 7 | 2016 |
Forecasting using supervised factor models Y Tu, TH Lee Working paper, University of California, Riverside, 2012 | 7 | 2012 |
Group fused Lasso for large factor models with multiple structural breaks C Ma, Y Tu Journal of Econometrics 233 (1), 132-154, 2023 | 6 | 2023 |
Nonparametric inference for quantile cointegrations with stationary covariates Y Tu, HY Liang, Q Wang Journal of Econometrics 230 (2), 453-482, 2022 | 5 | 2022 |
Jackknife model averaging for expectile regressions in increasing dimension Y Tu, S Wang Economics letters 197, 109607, 2020 | 5 | 2020 |