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Yundong Tu
Yundong Tu
Guanghua School of Management
Verified email at gsm.pku.edu.cn
Title
Cited by
Cited by
Year
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
612017
Testing additive separability of error term in nonparametric structural models
L Su, Y Tu, A Ullah
Econometric Reviews 34 (6-10), 1057-1088, 2015
252015
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
202021
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
202014
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
192015
Functional coefficient moving average model with applications to forecasting Chinese CPI
SX Chen, L Lei, Y Tu
Statistica Sinica, 1649-1672, 2016
172016
Balanced predictive regressions
YU Ren, Y Tu, Y Yi
Journal of Empirical Finance 54, 118-142, 2019
162019
Forecasting using supervised factor models
Y Tu, TH Lee
Journal of Management Science and Engineering 4 (1), 12-27, 2019
152019
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
132020
Spurious functional-coefficient regression models and robust inference with marginal integration
Y Tu, Y Wang
Journal of Econometrics 229 (2), 396-421, 2022
122022
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
122019
Forecasting cointegrated nonstationary time series with time-varying variance
Y Tu, Y Yi
Journal of econometrics 196 (1), 83-98, 2017
122017
Estimation for double-nonlinear cointegration
Y Lin, Y Tu, Q Yao
Journal of econometrics 216 (1), 175-191, 2020
112020
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
112019
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
82020
Improving inflation prediction with the quantity theory
Y Wang, Y Tu, SX Chen
Economics letters 149, 112-115, 2016
72016
Forecasting using supervised factor models
Y Tu, TH Lee
Working paper, University of California, Riverside, 2012
72012
Group fused Lasso for large factor models with multiple structural breaks
C Ma, Y Tu
Journal of Econometrics 233 (1), 132-154, 2023
62023
Nonparametric inference for quantile cointegrations with stationary covariates
Y Tu, HY Liang, Q Wang
Journal of Econometrics 230 (2), 453-482, 2022
52022
Jackknife model averaging for expectile regressions in increasing dimension
Y Tu, S Wang
Economics letters 197, 109607, 2020
52020
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Articles 1–20