Yong Li

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!

Publication	Date of Publication	Type
Posterior-based Wald-type statistics for hypothesis testing Journal of Econometrics	2022-07-15	Paper
scientific article; zbMATH DE number 7492131 (Why is no real title available?)	2022-03-17	Paper
Deviance information criterion for comparing VAR models Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
Hypothesis testing, specification testing, and model selection based on the MCMC output using R Handbook of Statistics	2020-08-18	Paper
Deviance information criterion for latent variable models and misspecified models Journal of Econometrics	2020-04-22	Paper
Specification tests based on MCMC output Journal of Econometrics	2018-10-12	Paper
Bayesian hypothesis testing in latent variable models Journal of Econometrics	2016-08-15	Paper
A Bayesian chi-squared test for hypothesis testing Journal of Econometrics	2015-09-18	Paper
Bayesian testing volatility persistence in stochastic volatility models with jumps Quantitative Finance	2015-04-16	Paper
Quantile regression via the EM algorithm Communications in Statistics. Simulation and Computation	2014-08-18	Paper
A new approach to Bayesian hypothesis testing Journal of Econometrics	2014-08-07	Paper
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models Communications in Statistics. Simulation and Computation	2011-08-16	Paper
Tests of heteroscedasticity and correlation in multivariate \(t\) regression models with AR and ARMA errors Journal of Applied Statistics	2011-07-28	Paper
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models Computational Economics	2011-03-17	Paper
Score tests and powers for departures from nominal dispersion in separable and continuous generalized nonlinear models with longitudinal data	2010-02-12	Paper
Heteroscedasticity diagnostics in two-phase linear regression models Journal of Statistical Computation and Simulation	2009-10-27	Paper
Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects Journal of Statistical Computation and Simulation	2008-12-04	Paper
A cyclic search method choosing the initial value of several nonlinear parameters automatically	2007-05-29	Paper
Influence analysis of score statistics for nonlinear models with structural change	2006-08-17	Paper

Research outcomes over time

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