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Yukai Yang

Personal Details

First Name:Yukai
Middle Name:
Last Name:Yang
RePEc Short-ID:pya333
P.O. 513 Department of Statistics Uppsala University SE-751 20 Uppsala


(67%) Uppsala Universitet, Statistiska Institutionen (Uppsala University, Department of Statistics)
Uppsala, Sweden

(33%) Department of Economic Statistics
Handelshögskolan i Stockholm

Stockholm, Sweden

: +46-8-736 90 00
+46 8 34 81 61
Box 6501, S-113 83 STOCKHOLM
RePEc:edi:dshhsse (more details at EDIRC)

Research output

Jump to: Working papers

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.

More information

Research fields, statistics, top rankings, if available.


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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 5 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-ETS: Econometric Time Series (5) 2005-09-11 2014-03-01 2014-04-11 2015-04-11 2015-04-11. Author is listed
  2. NEP-ECM: Econometrics (4) 2005-09-11 2014-03-01 2014-04-11 2014-04-18
  3. NEP-ENE: Energy Economics (1) 2015-04-11
  4. NEP-GER: German Papers (1) 2014-04-11
  5. NEP-ORE: Operations Research (1) 2014-03-01


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