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Yong Li Sr.

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First Name:Yong
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Last Name:Li
Suffix:Sr.
RePEc Short-ID:pli624
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  1. Yong Li & Xiao-Bin Liu & Jun Yu, 2014. "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers 03-2014, Singapore Management University, School of Economics.
  2. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Working Papers 01-2014, Singapore Management University, School of Economics.
  3. Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
  4. Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
  5. Yong Li & Jun Yu, 2010. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 21-2010, Singapore Management University, School of Economics, revised Oct 2010.
  1. Li Yong & Jie Zhang, 2014. "Bayesian testing for jumps in stochastic volatility models with correlated jumps," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1693-1700, October.
  2. Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
  3. Pan, Qi & Li, Yong, 2013. "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, vol. 35(C), pages 45-50.
  4. Jin-Yu Zhang & Yong Li & Zhu-Ming Chen, 2013. "Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis," Computational Economics, Society for Computational Economics, vol. 41(1), pages 89-100, January.
  5. Xiao-Bin Liu & Yong Li, 2013. "Bayesian testing volatility persistence in stochastic volatility models with jumps," Quantitative Finance, Taylor & Francis Journals, vol. 14(8), pages 1415-1426, December.
  6. Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013. "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, vol. 35(C), pages 231-234.
  7. Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012. "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, vol. 29(5), pages 2035-2038.
  8. Li, Yong & Yu, Jun, 2012. "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
  9. Jin-Guan Lin & Ji Chen & Yong Li, 2012. "Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis," Computational Economics, Society for Computational Economics, vol. 40(3), pages 203-217, October.
  10. Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011. "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1509-1531, August.
  11. Yong Li & Zhongxin Ni & Jie Zhang, 2011. "An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models," Computational Economics, Society for Computational Economics, vol. 37(3), pages 237-248, March.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2010-11-27 2011-09-05 2012-08-23 2014-08-02. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2010-11-27 2012-04-17 2014-08-02. Author is listed
  3. NEP-ORE: Operations Research (2) 2010-11-27 2012-04-17. Author is listed
  4. NEP-SEA: South East Asia (1) 2014-08-02

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