Items where Author is "Tu, Yundong"

Tu, Yundong, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30 (3). 1463 - 1484. ISSN 1017-0405

Lin, Yingqian, Tu, Yundong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2020) Estimation for double-nonlinear cointegration. Journal of Econometrics, 216 (1). 175 - 191. ISSN 0304-4076