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Xuewen Yu
Xuewen Yu
Assistant Professor, Fudan University
Verified email at fudan.edu.cn - Homepage
Title
Cited by
Cited by
Year
Large order-invariant Bayesian VARs with stochastic volatility
JCC Chan, G Koop, X Yu
Journal of Business & Economic Statistics, 1-13, 2023
352023
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
JCC Chan, X Yu
Journal of Economic Dynamics and Control 143, 104505, 2022
202022
Large Bayesian VARs with factor stochastic volatility: Identification, order invariance and structural analysis
J Chan, E Eisenstat, X Yu
arXiv preprint arXiv:2207.03988, 2022
62022
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
M Kejriwal, X Yu, P Perron
Journal of Time Series Analysis 41 (5), 676-690, 2020
62020
Indirect Inference Estimation of Dynamic Panel Data Models
Y Bao, X Yu
Journal of Econometrics, 2022
32022
Generalized forecast averaging in autoregressions with a near unit root
M Kejriwal, X Yu
The Econometrics Journal 24 (1), 83-102, 2021
32021
A two step procedure for testing partial parameter stability in cointegrated regression models
M Kejriwal, P Perron, X Yu
Journal of Time Series Analysis, 2020
22020
Multistep Forecast Averaging with Stochastic and Deterministic Trends
M Kejriwal, L Nguyen, X Yu
Econometrics 11 (4), 28, 2023
12023
Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity
X Yu, M Kejriwal
Available at SSRN 4081663, 2021
12021
Large Structural VARs with Multiple Sign and Ranking Restrictions
JCC Chan, C Matthes, X Yu
2023
Essays in Nonstationary Time Series Econometrics
X Yu
Purdue University, 2022
2022
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