Xuewen Yu

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Person:2097995



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Large Order-Invariant Bayesian VARs with Stochastic Volatility
Journal of Business and Economic Statistics
2024-10-28Paper
Indirect inference estimation of dynamic panel data models
Journal of Econometrics
2023-06-29Paper
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Journal of Economic Dynamics and Control
2022-11-17Paper
Generalized Forecast Averaging in Autoregressions with a Near Unit Root
Econometrics Journal
2022-06-22Paper
A two-step procedure for testing partial parameter stability in cointegrated regression models
Journal of Time Series Analysis
2022-03-17Paper
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
Journal of Time Series Analysis
2020-11-20Paper


Research outcomes over time


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