Yukai Yang

发表

Linearity and misspecification tests for vector smooth transition regression models

Yukai Yang, Timo Teräsvirta, T. Teräsvirta, 2014 .

Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition

Yukai Yang, Yukai Yang, Yukai Yang, 2014 .

Panel Smooth Transition Regression Models

Yukai Yang, Timo Teräsvirta, Dick van Dijk, 2005 .

Mixed-Frequency Bayesian VAR Models in R: the mfbvar package

Yukai Yang, Sebastian Ankargren, 2020 .

A mixed-frequency Bayesian vector autoregression with a steady-state prior

Yukai Yang, Sebastian Ankargren, Måns Unosson, 2018 .

A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior

Yukai Yang, Sebastian Ankargren, Måns Unosson, 2019, Journal of Time Series Econometrics.

State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering

L. Bauwens, Yukai Yang, 2018, Econometrics.

Specification, estimation and evaluation of vector smooth transition autoregressive models with applications

Yukai Yang, Timo Teräsvirta, T. Teräsvirta, 2014 .

Modelling Nonlinear Vector Economic Time Series

Yukai Yang, Yukai Yang, 2012 .