Browsing All of EconStor by Author Wu, Wei Biao
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2009 | Efficient estimation of copula-based semiparametric Markov models | Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping |
2017 | Dynamic semiparametric factor model with a common break | Chen, Likai; Wang, Weining; Wu, Wei Biao |
2019 | Inference of Break-Points in High-Dimensional Time Series | Chen, Likai; Wang, Weining; Wu, Wei Biao |
2019 | Portmanteau Test and Simultaneous Inference for Serial Covariances | Xiao, Han; Wu, Wei Biao |
2020 | Inference of breakpoints in high-dimensional time series | Chen, Likai; Wang, Weining; Wu, Wei Biao |
2020 | A supreme test for periodic explosive GARCH | Richter, Stefan; Wang, Weining; Wu, Wei Biao |