IDEAS home Printed from https://ideas.repec.org/f/plu292.html
   My authors  Follow this author

Yang Lu

Not to be confused with: Lu Yang

Personal Details

First Name:Yang
Middle Name:
Last Name:Lu
Suffix:
RePEc Short-ID:plu292
https://sites.google.com/site/luyangensae/

Affiliation

Centre d'Économie de l'Université Paris-Nord (CEPN)
Université Paris-13

Paris, France
http://cepn.univ-paris13.fr/
RePEc:edi:cep13fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian Gourieroux & Yang Lu, 2019. "Least Impulse Response Estimator for Stress Test Exercises," CEPN Working Papers 2019-05, Centre d'Economie de l'Université de Paris Nord.
  2. Christian Gouriéroux & Yang Lu, 2019. "Non-causal Affine Processes with Applications to Derivative Pricing," Working Papers 2019-02, Center for Research in Economics and Statistics.
  3. Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
  4. Yang Lu, 2019. "Flexible (panel) regression models for bivariate count-continuous data with an insurance application," Post-Print hal-02419024, HAL.
  5. Hong Li & Yang Lu, 2018. "A Bayesian non-parametric model for small population mortality," Post-Print hal-02419000, HAL.
  6. Christian Gouriéroux & Yang Lu, 2018. "Negative Binomial Autoregressive Process," Working Papers 2018-03, Center for Research in Economics and Statistics.
  7. Lu, Yang, 2018. "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper 83682, University Library of Munich, Germany.
  8. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
  9. Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.
  10. Christian Gouriéroux & Yang Lu, 2016. "A Flexible State-Space Model with Application to Stochastic Volatility," Working Papers 2016-39, Center for Research in Economics and Statistics.
  11. Christian Gourieroux & Yang Lu, 2013. "Long Term Care and Longevity," Working Papers 2013-16, Center for Research in Economics and Statistics.
  12. Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Center for Research in Economics and Statistics.

Articles

  1. Yang Lu, 2020. "A simple parameter‐driven binary time series model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 187-199, March.
  2. Yang Lu, 2020. "The distribution of unobserved heterogeneity in competing risks models," Statistical Papers, Springer, vol. 61(2), pages 681-696, April.
  3. Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020. "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  4. Christian Gouriéroux & Yang Lu, 2019. "Negative Binomial Autoregressive Process with Stochastic Intensity," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(2), pages 225-247, March.
  5. Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.
  6. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019. "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 122-133.
  7. Yang Lu, 2019. "Flexible (panel) regression models for bivariate count–continuous data with an insurance application," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1503-1521, October.
  8. Gourieroux, Christian & Lu, Yang, 2019. "Least impulse response estimator for stress test exercises," Journal of Banking & Finance, Elsevier, vol. 103(C), pages 62-77.
  9. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(4), pages 1083-1102, December.
  10. Lu, Yang, 2017. "Broken-Heart, Common Life, Heterogeneity: Analyzing The Spousal Mortality Dependence," ASTIN Bulletin, Cambridge University Press, vol. 47(3), pages 837-874, September.
  11. Li, Hong & Lu, Yang, 2017. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," ASTIN Bulletin, Cambridge University Press, vol. 47(2), pages 563-600, May.
  12. Gourieroux, Christian & Lu, Yang, 2015. "Love and death: A Freund model with frailty," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 191-203.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christian Gourieroux & Yang Lu, 2019. "Least Impulse Response Estimator for Stress Test Exercises," CEPN Working Papers 2019-05, Centre d'Economie de l'Université de Paris Nord.

    Cited by:

    1. Serena Gallo, 2021. "Fintech platforms: Lax or careful borrowers’ screening?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-33, December.

  2. Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.

    Cited by:

    1. Yang Lu, 2021. "The predictive distributions of thinning‐based count processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 42-67, March.

  3. Yang Lu, 2019. "Flexible (panel) regression models for bivariate count-continuous data with an insurance application," Post-Print hal-02419024, HAL.

    Cited by:

    1. Cheung, Eric C.K. & Ni, Weihong & Oh, Rosy & Woo, Jae-Kyung, 2021. "Bayesian credibility under a bivariate prior on the frequency and the severity of claims," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 274-295.
    2. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.

  4. Hong Li & Yang Lu, 2018. "A Bayesian non-parametric model for small population mortality," Post-Print hal-02419000, HAL.

    Cited by:

    1. Hong Li & Yang Lu & Pintao Lyu, 2021. "Coherent Mortality Forecasting for Less Developed Countries," Risks, MDPI, vol. 9(9), pages 1-21, August.
    2. Hong Li & Yanlin Shi, 2021. "Mortality Forecasting with an Age-Coherent Sparse VAR Model," Risks, MDPI, vol. 9(2), pages 1-19, February.
    3. Li, Hong & Shi, Yanlin, 2021. "Forecasting mortality with international linkages: A global vector-autoregression approach," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 59-75.
    4. Apostolos Bozikas & Georgios Pitselis, 2019. "Credible Regression Approaches to Forecast Mortality for Populations with Limited Data," Risks, MDPI, vol. 7(1), pages 1-22, February.

  5. Lu, Yang, 2018. "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper 83682, University Library of Munich, Germany.

    Cited by:

    1. Baena-Mirabete, S. & Puig, P., 2020. "Computing probabilities of integer-valued random variables by recurrence relations," Statistics & Probability Letters, Elsevier, vol. 161(C).

  6. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.

    Cited by:

    1. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
    3. Youn Ahn, Jae & Jeong, Himchan & Lu, Yang, 2021. "On the ordering of credibility factors," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 626-638.
    4. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.

  7. Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.

    Cited by:

    1. Hong Li & Yang Lu & Pintao Lyu, 2021. "Coherent Mortality Forecasting for Less Developed Countries," Risks, MDPI, vol. 9(9), pages 1-21, August.
    2. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    3. Nhan Huynh & Mike Ludkovski, 2021. "Joint Models for Cause-of-Death Mortality in Multiple Populations," Papers 2111.06631, arXiv.org.
    4. Arnold, Séverine & Glushko, Viktoriya, 2021. "Cause-specific mortality rates: Common trends and differences," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 294-308.
    5. Hong Li & Yanlin Shi, 2021. "Mortality Forecasting with an Age-Coherent Sparse VAR Model," Risks, MDPI, vol. 9(2), pages 1-19, February.
    6. Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.
    7. Feng, Lingbing & Shi, Yanlin & Chang, Le, 2021. "Forecasting mortality with a hyperbolic spatial temporal VAR model," International Journal of Forecasting, Elsevier, vol. 37(1), pages 255-273.
    8. Jarner, Søren F. & Jallbjørn, Snorre, 2020. "Pitfalls and merits of cointegration-based mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 80-93.
    9. Li, Hong & Tan, Ken Seng & Tuljapurkar, Shripad & Zhu, Wenjun, 2021. "Gompertz law revisited: Forecasting mortality with a multi-factor exponential model," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 268-281.
    10. Cupido, Kyran & Jevtić, Petar & Paez, Antonio, 2020. "Spatial patterns of mortality in the United States: A spatial filtering approach," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 28-38.
    11. Li, Hong & Shi, Yanlin, 2021. "Forecasting mortality with international linkages: A global vector-autoregression approach," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 59-75.
    12. Yanlin Shi, 2021. "Forecasting mortality rates with the adaptive spatial temporal autoregressive model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 528-546, April.
    13. Yanlin Shi & Sixian Tang & Jackie Li, 2020. "A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme," Risks, MDPI, vol. 8(3), pages 1-18, June.

  8. Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Center for Research in Economics and Statistics.

    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018. "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
    3. Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021. "Getting life expectancy estimates right for pension policy: period versus cohort approach," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
    4. Christian Gourieroux & Yang Lu, 2013. "Long Term Care and Longevity," Working Papers 2013-16, Center for Research in Economics and Statistics.
    5. Kira Henshaw & Corina Constantinescu & Olivier Menoukeu Pamen, 2020. "Stochastic Mortality Modelling for Dependent Coupled Lives," Risks, MDPI, vol. 8(1), pages 1-28, February.
    6. Ying Jiao & Yahia Salhi & Shihua Wang, 2021. "Dynamic Bivariate Mortality Modelling," Working Papers hal-03244324, HAL.
    7. van den Berg, Gerard J. & Drepper, Bettina, 2018. "A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins," IZA Discussion Papers 11448, Institute of Labor Economics (IZA).
    8. Ying Jiao & Yahia Salhi & Shihua Wang, 2022. "Dynamic Bivariate Mortality Modelling," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 917-938, June.

Articles

  1. Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020. "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).

    Cited by:

    1. Chen, Bing & Li, Li & Peng, Fei & Anwar, Sajid, 2020. "Risk contagion in the banking network: New evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    2. Wafa Miled & Zied Ftiti & Jean-Michel Sahut, 2022. "Spatial contagion between financial markets: new evidence of asymmetric measures," Annals of Operations Research, Springer, vol. 313(2), pages 1183-1220, June.
    3. Yizhuo Zhang & Rui Chen & Ding Ma, 2020. "A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework," Sustainability, MDPI, vol. 12(11), pages 1-23, June.
    4. Si, Deng-Kui & Li, Xiao-Lin & Xu, XuChuan & Fang, Yi, 2021. "The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China," Energy Economics, Elsevier, vol. 102(C).

  2. Christian Gouriéroux & Yang Lu, 2019. "Negative Binomial Autoregressive Process with Stochastic Intensity," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(2), pages 225-247, March.

    Cited by:

    1. Qingchun Zhang & Dehui Wang & Xiaodong Fan, 2020. "A negative binomial thinning‐based bivariate INAR(1) process," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(4), pages 517-537, November.
    2. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Desjardins, Denise & Dionne, Georges & Lu, Yang, 2021. "Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet," Working Papers 21-2, HEC Montreal, Canada Research Chair in Risk Management.
    4. Yang Lu, 2021. "The predictive distributions of thinning‐based count processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 42-67, March.
    5. Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.

  3. Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.
    See citations under working paper version above.
  4. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019. "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 122-133.

    Cited by:

    1. Hong Li & Yang Lu & Pintao Lyu, 2021. "Coherent Mortality Forecasting for Less Developed Countries," Risks, MDPI, vol. 9(9), pages 1-21, August.
    2. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    3. Geert Zittersteyn & Jennifer Alonso-García, 2021. "Common Factor Cause-Specific Mortality Model," Risks, MDPI, vol. 9(12), pages 1-30, December.
    4. Li, Han & Hyndman, Rob J., 2021. "Assessing mortality inequality in the U.S.: What can be said about the future?," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 152-162.
    5. Hong Li & Yanlin Shi, 2021. "Mortality Forecasting with an Age-Coherent Sparse VAR Model," Risks, MDPI, vol. 9(2), pages 1-19, February.
    6. Li, Hong & Tan, Ken Seng & Tuljapurkar, Shripad & Zhu, Wenjun, 2021. "Gompertz law revisited: Forecasting mortality with a multi-factor exponential model," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 268-281.
    7. Li, Hong & Shi, Yanlin, 2021. "Forecasting mortality with international linkages: A global vector-autoregression approach," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 59-75.
    8. Li, Johnny Siu-Hang & Liu, Yanxin, 2021. "Recent declines in life expectancy: Implication on longevity risk hedging," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 376-394.
    9. I. A. Lakman & R. A. Askarov & V. B. Prudnikov & Z. F. Askarova & V. M. Timiryanova, 2021. "Predicting Mortality by Causes in the Republic of Bashkortostan Using the Lee–Carter Model," Studies on Russian Economic Development, Springer, vol. 32(5), pages 536-548, September.

  5. Yang Lu, 2019. "Flexible (panel) regression models for bivariate count–continuous data with an insurance application," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1503-1521, October. See citations under working paper version above.
  6. Gourieroux, Christian & Lu, Yang, 2019. "Least impulse response estimator for stress test exercises," Journal of Banking & Finance, Elsevier, vol. 103(C), pages 62-77.
    See citations under working paper version above.
  7. Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(4), pages 1083-1102, December. See citations under working paper version above.
  8. Lu, Yang, 2017. "Broken-Heart, Common Life, Heterogeneity: Analyzing The Spousal Mortality Dependence," ASTIN Bulletin, Cambridge University Press, vol. 47(3), pages 837-874, September.

    Cited by:

    1. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
    3. Kira Henshaw & Corina Constantinescu & Olivier Menoukeu Pamen, 2020. "Stochastic Mortality Modelling for Dependent Coupled Lives," Risks, MDPI, vol. 8(1), pages 1-28, February.
    4. Ying Jiao & Yahia Salhi & Shihua Wang, 2021. "Dynamic Bivariate Mortality Modelling," Working Papers hal-03244324, HAL.
    5. van den Berg, Gerard J. & Drepper, Bettina, 2018. "A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins," IZA Discussion Papers 11448, Institute of Labor Economics (IZA).
    6. Ying Jiao & Yahia Salhi & Shihua Wang, 2022. "Dynamic Bivariate Mortality Modelling," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 917-938, June.

  9. Li, Hong & Lu, Yang, 2017. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," ASTIN Bulletin, Cambridge University Press, vol. 47(2), pages 563-600, May. See citations under working paper version above.
  10. Gourieroux, Christian & Lu, Yang, 2015. "Love and death: A Freund model with frailty," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 191-203.
    See citations under working paper version above.

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 10 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.
  1. NEP-ECM: Econometrics (4) 2013-12-29 2018-02-05 2019-04-08 2020-02-24. Author is listed
  2. NEP-RMG: Risk Management (4) 2019-04-08 2019-05-13 2020-01-13 2020-01-27. Author is listed
  3. NEP-ORE: Operations Research (3) 2018-02-05 2019-04-08 2020-01-13. Author is listed
  4. NEP-AGE: Economics of Ageing (2) 2013-12-29 2020-01-27
  5. NEP-ETS: Econometric Time Series (2) 2018-02-05 2020-01-13
  6. NEP-FOR: Forecasting (2) 2018-02-05 2020-02-24
  7. NEP-HEA: Health Economics (2) 2013-06-04 2013-12-29
  8. NEP-BAN: Banking (1) 2019-05-13
  9. NEP-EDU: Education (1) 2018-02-05

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, Yang Lu 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.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.