Details about Ye Lu

Access statistics for papers by Ye Lu.

Last updated 2021-06-22. Update your information in the RePEc Author Service.

Short-id: plu477

Working Papers

2021

1. BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES
   Working Papers, University of Sydney, School of Economics
   Also in Papers, arXiv.org (2021)
   Discussion Papers, University of Copenhagen. Department of Economics (2021)

2018

2. Testing for Stationarity at High Frequency
   Working Papers, University of Sydney, School of Economics
   See also Journal Article Testing for Stationarity at High Frequency, Journal of Econometrics, Elsevier (2020) (2020)
3. Understanding Regressions with Observations Collected at High Frequency over Long Span
   Working Papers, University of Sydney, School of Economics View citations (2)
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2018) View citations (2)

Journal Articles

2020

1. Testing for Stationarity at High Frequency
   Journal of Econometrics, 2020, 215, (2), 341-374
   See also Working Paper Testing for Stationarity at High Frequency, Working Papers (2018) (2018)

2019

2. Estimation of longrun variance of continuous time stochastic process using discrete sample
   Journal of Econometrics, 2019, 210, (2), 236-267 View citations (3)