| Asymptotics for Time–Varying Vector MA (∞) Process Y Yan, J Gao, B Peng Econometric Theory, 2024 | 10* | 2024 |
| A new regime switching model with state–varying endogeneity T Cheng, J Gao, Y Yan Journal of Management Science and Engineering 3 (4), 214-231, 2018 | 9 | 2018 |
| Improved inference for fund alphas using high-dimensional cross-sectional tests T Cheng, C Yan, Y Yan Journal of Empirical Finance 61, 57-81, 2021 | 8* | 2021 |
| Higher-order Expansions and Inference for Panel Data Models J Gao, B Peng, Y Yan Journal of the American Statistical Association, 2023 | 7* | 2023 |
| Regime switching panel data models with interactive fixed effects T Cheng, J Gao, Y Yan Economics Letters 177, 47-51, 2019 | 7 | 2019 |
| Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models J Gao, B Peng, Y Yan Journal of Business & Economic Statistics 42 (1), 310-321, 2024 | 6* | 2024 |
| Factor-Augmented Forecasting Regressions with Threshold Effects Y Yan, T Cheng The Econometrics Journal 25 (1), 134-154, 2022 | 6* | 2022 |
| Binary response models for heterogeneous panel data with interactive fixed effects J Gao, F Liu, B Peng, Y Yan Journal of Econometrics 235 (2), 1654-1679, 2023 | 5 | 2023 |
| A system of semiparametric time-varying models for predictive regressions D Yu, Y Yan Available at SSRN 3818009, 2021 | 4 | 2021 |
| Time-varying multivariate causal processes J Gao, B Peng, WB Wu, Y Yan Journal of Econometrics 240 (1), 105671, 2024 | 2 | 2024 |
| Joint Dynamics of Stock Returns and Cash Flows: A Time-Varying Present-Value Framework D Yu, Y Yan Financial Management 52 (3), 513-541, 2023 | 2 | 2023 |
| Estimation and Inference for a Class of Generalized Hierarchical Models C Dong, J Gao, B Peng, Y Yan Available at SSRN 4791806, 2024 | 1* | 2024 |
| Time-Varying Vector Error-Correction Models: Estimation and Inference J Gao, B Peng, Y Yan arXiv preprint arXiv:2305.17829, 2023 | 1 | 2023 |
| A Robust Residual-Based Test for Structural Changes in Factor Models B Peng, L Su, Y Yan arXiv preprint arXiv:2406.00941, 2024 | | 2024 |
| Robust Inference for High-Dimensional Panel Data Models J Gao, B Peng, Y Yan arXiv preprint arXiv:2405.07420, 2024 | | 2024 |
| Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test Z Wang, S Wang, Y Yan Computational Economics, 1-25, 2024 | | 2024 |
| De facto time‐varying indices‐based benchmarks for mutual fund returns T Cheng, C Yan, Y Yan Journal of Financial Research 46 (2), 469-496, 2023 | | 2023 |
| On Multivariate Time-Varying Dynamic Models Y Yan Monash University, 2022 | | 2022 |
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash University在 monash.edu 的电子邮件经过验证
