Details about Yukai Yang

Access statistics for papers by Yukai Yang.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pya333

Working Papers

2019

1. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
   Papers, arXiv.org View citations (1)
   See also Journal Article A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior, Journal of Time Series Econometrics, De Gruyter (2020) View citations (7) (2020)

2018

2. A mixed-frequency Bayesian vector autoregression with a steady-state prior
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
3. State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018) View citations (2)
   See also Journal Article State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering, Econometrics, MDPI (2018) View citations (1) (2018)

2017

4. Panel Smooth Transition Regression Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (106)
   Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2017) View citations (243)

2014

5. Linearity and Misspecification Tests for Vector Smooth Transition Regression Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (48)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014) View citations (33)
6. Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (42)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014) View citations (32)
7. Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (10)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014) View citations (8)

Journal Articles

2020

1. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
   Journal of Time Series Econometrics, 2020, 12, (2), 41 View citations (7)
   Also in Journal of Time Series Econometrics, 2020, 12, (2), 41 (2020) View citations (7)
   See also Working Paper A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior, Papers (2019) View citations (1) (2019)

2018

2. State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering
   Econometrics, 2018, 6, (4), 1-22 View citations (1)
   See also Working Paper State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering, CREATES Research Papers (2018) View citations (1) (2018)