Yukai Yang
Names
Identifer
Contact
| postal address: |
P.O. 513
Department of Statistics
Uppsala University
SE-751 20 Uppsala |
Affiliations
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Uppsala Universitet, Statistiska Institutionen (weight: 67%)
- http://www.statistik.uu.se
- location: Uppsala, Sweden
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Stockholm School of Economics
/ Department of Economic Statistics (weight: 33%)
Research profile
author of:
- Linearity and Misspecification Tests for Vector Smooth Transition Regression Models (RePEc:aah:create:2014-04)
by Timo Teräsvirta & Yukai Yang - Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications (RePEc:aah:create:2014-08)
by Timo Teräsvirta & Yukai Yang - Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition (RePEc:aah:create:2014-11)
by Yukai Yang - Panel Smooth Transition Regression Models (RePEc:aah:create:2017-36)
by Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang - State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering (RePEc:aah:create:2018-30)
by Yukai Yang & Luc Bauwens - A mixed-frequency Bayesian vector autoregression with a steady-state prior (RePEc:aah:create:2018-32)
by Sebastian Ankargren & Måns Unosson & Yukai Yang - A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior (RePEc:arx:papers:1911.09151)
by Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang - A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior (RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:1)
by Ankargren Sebastian & Unosson Måns & Yang Yukai - A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior (RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4)
by Ankargren Sebastian & Unosson Måns & Yang Yukai - Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition (RePEc:cor:louvco:2014017)
by YANG, Yukai - Linearity and misspecification tests for vector smooth transition regression models (RePEc:cor:louvco:2014061)
by Terasvirta, Timo & Yang, Yukai - Specification, estimation and evaluation of vector smooth transition autoregressive models with applications (RePEc:cor:louvco:2014062)
by Terasvirta, Timo & Yang, Yukai - State-space models on the Stiefel Manifold with a new approach to nonlinear filtering (RePEc:cor:louvrp:2985)
by Yukai Yang & Luc Bauwens - State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering (RePEc:gam:jecnmx:v:6:y:2018:i:4:p:48-:d:190086)
by Yukai Yang & Luc Bauwens - Panel Smooth Transition Regression Models (RePEc:hhs:hastef:0604)
by González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai