Browsing All of EconStor by Author Xu, Yongdeng

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Year of Publication	Title	Author(s)
2013	The dynamics of trading duration, volume and price volatility: A vector MEM model	Xu, Yongdeng
2013	Weak exogeneity in the financial point processes	Xu, Yongdeng
2014	How good are out of sample forecasting Tests on DSGE models?	Minford, Patrick; Xu, Yongdeng; Zhou, Peng
2015	Comparing Indirect Inference and likelihood testing: Asymptotic and small sample results	Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2015	Testing macro models by indirect inference: A survey for users	Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2016	Testing part of a DSGE model by indirect inference	Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016	Almost unbiased variance estimation in simultaneous equation models	Phillips, Garry D. A.; Xu, Yongdeng
2016	What is the truth about DSGE models? Testing by indirect inference	Meenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016	Comparing different data descriptors in indirect inference tests on DSGE models	Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2017	Classical or gravity? Which trade model best matches the UK facts?	Minford, Patrick; Xu, Yongdeng
2017	Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers: Some new (mixture) formulations	Karanasos, Menelaos; Xu, Yongdeng
2018	Testing DSGE models by indirect inference: A survey of recent findings	Meenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2018	Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach	Xu, Yongdeng; Taylor, Nicholas; Lu, Wenna
2018	The small sample properties of indirect inference in testing and estimating DSGE models	Meenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2019	DCC-HEAVY: A multivariate GARCH model with realized measures of variance and correlation	Xu, Yongdeng
2021	Testing competing world trade models against the facts of world trade	Minford, Patrick; Xu, Yongdeng; Dong, Xue
2021	The pricing of unexpected volatility in the currency market	Lu, Wenna; Copeland, Laurence S.; Xu, Yongdeng
2021	Computable general equilibrium models of trade in the modern trade policy debate	Chen, Gang; Dong, Xue; Minford, Patrick; Qiua, Guanhua; Xu, Yongdeng; Xu, Zequn
2022	Exponential high-frequency-based-volatility (EHEAVY) models	Xu, Yongdeng
2022	Targeting moments for calibration compared with indirect inference	Meenagh, David; Minford, Patrick; Xu, Yongdeng

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