Details about Fuyu Yang

Access statistics for papers by Fuyu Yang.

Last updated 2013-05-09. Update your information in the RePEc Author Service.

Short-id: pya96

Working Papers

2010

1. Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2010)
2. Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (16)
   See also Journal Article in Computational Statistics & Data Analysis (2012)

2007

3. Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model
   Discussion Papers in Economics, Department of Economics, University of Leicester

Journal Articles

2012

1. Bayesian inference in a Stochastic Volatility Nelson–Siegel model
   Computational Statistics & Data Analysis, 2012, 56, (11), 3774-3792
   See also Working Paper (2010)

2010

2. Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
   Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (4), 1-38
   See also Working Paper (2010)