Printed from https://ideas.repec.org/f/pya333.html
Yukai Yang
Personal Details
| First Name: | Yukai |
| Middle Name: | |
| Last Name: | Yang |
| Suffix: | |
| RePEc Short-ID: | pya333 |
| [This author has chosen not to make the email address public] | |
| P.O. 513 Department of Statistics Uppsala University SE-751 20 Uppsala | |
Affiliation
(67%) Uppsala Universitet, Statistiska Institutionen
http://www.statistik.uu.se
Uppsala, Sweden
(33%) Department of Economic Statistics
Stockholm School of Economics
Stockholm, Swedenhttp://www.hhs.se/CES/
RePEc:edi:dshhsse (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019.
"A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior,"
Papers
1911.09151, arXiv.org.
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.
- Yukai Yang & Luc Bauwens, 2018.
"State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering,"
CREATES Research Papers
2018-30, Department of Economics and Business Economics, Aarhus University.
- Yukai Yang & Luc Bauwens, 2018. "State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering," Econometrics, MDPI, vol. 6(4), pages 1-22, December.
- Yukai Yang & Luc Bauwens, 2018. "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE 2985, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017.
"Panel Smooth Transition Regression Models,"
CREATES Research Papers
2017-36, Department of Economics and Business Economics, Aarhus University.
- Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
- Yukai Yang, 2014.
"Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition,"
CREATES Research Papers
2014-11, Department of Economics and Business Economics, Aarhus University.
- YANG, Yukai, 2014. "Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition," LIDAM Discussion Papers CORE 2014017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Timo Teräsvirta & Yukai Yang, 2014.
"Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications,"
CREATES Research Papers
2014-08, Department of Economics and Business Economics, Aarhus University.
- Terasvirta, Timo & Yang, Yukai, 2014. "Specification, estimation and evaluation of vector smooth transition autoregressive models with applications," LIDAM Discussion Papers CORE 2014062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Timo Teräsvirta & Yukai Yang, 2014.
"Linearity and Misspecification Tests for Vector Smooth Transition Regression Models,"
CREATES Research Papers
2014-04, Department of Economics and Business Economics, Aarhus University.
- Terasvirta, Timo & Yang, Yukai, 2014. "Linearity and misspecification tests for vector smooth transition regression models," LIDAM Discussion Papers CORE 2014061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Articles
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020.
"A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior,"
Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.
- Yukai Yang & Luc Bauwens, 2018.
"State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering,"
Econometrics, MDPI, vol. 6(4), pages 1-22, December.
- Yukai Yang & Luc Bauwens, 2018. "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers 2018-30, Department of Economics and Business Economics, Aarhus University.
- Yukai Yang & Luc Bauwens, 2018. "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE 2985, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (7) 2005-09-11 2014-03-01 2014-04-11 2015-04-11 2015-04-11 2018-12-10 2019-12-09. Author is listed
- NEP-ECM: Econometrics (6) 2005-09-11 2014-03-01 2014-04-11 2014-04-18 2018-12-10 2019-12-09. Author is listed
- NEP-ORE: Operations Research (3) 2014-03-01 2018-12-10 2019-12-09
- NEP-ENE: Energy Economics (1) 2015-04-11
- NEP-GER: German Papers (1) 2014-04-11
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Yukai Yang should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.