Yundong Tu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints	2025-01-20	Paper
Estimating Spatial Autocorrelation With Sampled Network Data	2024-10-09	Paper
Selection inconsistency for factor-augmented regressions	2024-08-29	Paper
Functional coefficient cointegration models with Box-Cox transformation	2024-03-20	Paper
Penetrating sporadic return predictability	2023-11-17	Paper
Forecasting vector autoregressions with mixed roots in the vicinity of unity	2023-09-18	Paper
Shrinkage estimation of multiple threshold factor models	2023-06-29	Paper
Group fused Lasso for large factor models with multiple structural breaks	2023-03-03	Paper
Testing independence between exogenous variables and unobserved errors	2022-09-14	Paper
Nonparametric inference for quantile cointegrations with stationary covariates	2022-09-14	Paper
Spurious functional-coefficient regression models and robust inference with marginal integration	2022-07-15	Paper
Testing Additive Separability of Error Term in Nonparametric Structural Models	2022-06-03	Paper
The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach	2022-04-14	Paper
Testing for a unit root with nonstationary nonlinear heteroskedasticity	2022-03-04	Paper
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets	2022-03-04	Paper
A joint test for parametric specification and independence in nonlinear regression models	2022-03-04	Paper
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root	2021-02-09	Paper
On transformed linear cointegration models	2021-02-09	Paper
Jackknife model averaging for expectile regressions in increasing dimension	2021-02-09	Paper
Error-Correction Factor Models for High-dimensional Cointegrated Time Series	2020-11-16	Paper
Sieve extremum estimation of a semiparametric transformation model	2020-05-13	Paper
Estimation for double-nonlinear cointegration	2020-03-20	Paper
On spurious regressions with partial unit root processes	2018-09-11	Paper
On estimating the nonparametric multiplicative error models	2018-09-03	Paper
\(\sqrt{n}\)-consistent density estimation in semiparametric regression models	2018-08-15	Paper
Forecasting cointegrated nonstationary time series with time-varying variance	2016-11-17	Paper
Functional coefficient moving average model with applications to forecasting Chinese CPI	2016-10-26	Paper
Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting	2014-06-04	Paper

Research outcomes over time

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