Details about Philip L.H. Yu

Philip L.H. Yu edits the NEP report on Discrete Choice Models.

Access statistics for papers by Philip L.H. Yu.

Last updated 2009-06-26. Update your information in the RePEc Author Service.

Short-id: pyu43

Working Papers

2007

1. Order Imbalance and the Dynamics of Index and Futures Prices
   Working Papers, Hong Kong Institute for Monetary Research

Journal Articles

2009

1. A smoothed bootstrap test for independence based on mutual information
   Computational Statistics & Data Analysis, 2009, 53, (7), 2524-2536
2. On a dynamic mixture GARCH model
   Journal of Forecasting, 2009, 28, (3), 247-265

2006

3. Empirical analysis of GARCH models in value at risk estimation
   Journal of International Financial Markets, Institutions and Money, 2006, 16, (2), 180-197 View citations
4. Statistical Exploration from SARS
   The American Statistician, 2006, 60, 81-91

2005

5. Factor analysis for ranked data with application to a job selection attitude survey
   Journal Of The Royal Statistical Society Series A, 2005, 168, (3), 583-597

2003

6. On the residual autocorrelation of the autoregressive conditional duration model
   Economics Letters, 2003, 79, (2), 169-175 View citations

2002

7. Estimation of the Common Mean of a Bivariate Normal Population
   Annals of the Institute of Statistical Mathematics, 2002, 54, (4), 861-878

2000

8. Bayesian analysis of order-statistics models for ranking data
   Psychometrika, 2000, 65, (3), 281-299

1997

9. How to predict election winners from a poll
   Journal of Applied Statistics, 1997, 24, (1), 11-24 View citations

1996

10. Likelihood ratio test for the spacing between two adjacent location parameters
    Statistics & Probability Letters, 1996, 26, (1), 43-49