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Adjusted-range self-normalized confidence interval construction for censored dependent data 期刊论文
ECONOMICS LETTERS, 2022, 卷号: 220, 页码: 5
作者:  Sun, Jiajing;  Hong, Yongmiao;  Linton, Oliver;  Zhao, Xiaolu
收藏  |  浏览/下载：65/0  |  提交时间：2023/02/07
Adjusted-range  Censored dependent data  Empirical likelihood  Self-normalization  Survival analysis  
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 期刊论文
APPLIED ENERGY, 2022, 卷号: 306, 页码: 13
作者:  Heng, Jiani;  Hong, Yongmiao;  Hu, Jianming;  Wang, Shouyang
收藏  |  浏览/下载：98/0  |  提交时间：2022/04/02
Probabilistic and deterministic wind speed  forecasting  Wind characteristic information  Probability density functions  Generalized Gaussian process  Pseudo-Likelihood  
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：120/0  |  提交时间：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载：154/0  |  提交时间：2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 期刊论文
NATURE COMMUNICATIONS, 2021, 卷号: 12, 期号: 1, 页码: 10
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Hong, Yongmiao;  Guan, Dabo;  Xiong, Yu;  Wang, Shouyang
收藏  |  浏览/下载：128/0  |  提交时间：2021/10/26
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：194/0  |  提交时间：2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
大数据时代下计量经济学若干重要发展方向 期刊论文
中国科学基金, 2019, 卷号: 33, 期号: 4, 页码: 386
作者:  汪寿阳;  洪永淼;  霍红;  方颖;  陈海强
收藏  |  浏览/下载：167/0  |  提交时间：2020/01/10
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：190/0  |  提交时间：2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 期刊论文
INTERNATIONAL ECONOMIC REVIEW, 2017, 卷号: 58, 期号: 4, 页码: 1227-1277
作者:  Hong, Yongmiao;  Wang, Xia;  Wang, Shouyang
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
An efficient integrated nonparametric entropy estimator of serial dependence 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 728-780
作者:  Hong, Yongmiao;  Wang, Xia;  Zhang, Wenjie;  Wang, Shouyang
收藏  |  浏览/下载：108/0  |  提交时间：2018/07/30
Entropy  naive bootstrap  nonlinear time series  numerical Integration  sample averaging  serial dependence  smoothed bootstrap