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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.
- 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.
- 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.
- 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.
"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).
- 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).
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
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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
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