杨炳铎

学术论著

u  代表论文(AI Top)

[5] (2023).  A   unified inference for predictive quantile regression, Journal of the American Statistical Association, DOI: 10.1080/01621459.2023.2203354

[4] Yang, B., Liu, X.*, Cai, Z. and Peng, L. (2021). Unified tests   for a dynamic predictive regression, Journal of Business & Economic   Statistics, 39:684-699.

[3] Yang, B.*, Long, W., Peng, L. and Cai, Z. (2020). Testing   predictability of U.S. housing price index returns based on an IVX-AR   model, Journal of the American Statistical   Association, 115:1598-1619.  

[2] Liu, X., Yang,   B.*, Cai, Z. and Peng, L. (2019). A unified   test for predictability of asset returns regardless of properties of   predicting variables, Journal   of Econometrics, 208:141-159.

[1] Cai, Z., Juhl, T. and Yang,   B.* (2015).Functional index coefficient models with variable   selection, Journal of Econometrics, 189:272-284.

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u  代表论文(AII)

[8] Yang, B., Long,   W., Peng, L. and Liu, X.* (2023).  A unified unit   root test regardless of intercept,  Econometric Reviews, DOI: 10.1080/07474938.2023.2217077.

[7]杨炳铎，杨子晖，陈海强. (2023). 带有泡沫与崩盘的可预测模型检验  管理科学学报.   已接收

[6]Yang, B., Long, W. and Yang, Z.  (2022).Testing predictability of stock returns under   possible bubbles, Journal of Empirical Finance, 68:   246-260.

[5] Yang, B.,   Cai, Z., Hafner, C. M. and Liu, G. (2022). Time varying mixture copula models   with copula selection, Statistica Sinica, 32:1-29.

[4] Yang, B., Hafner,   C.M. Liu, G. and Long, W.  (2021). Semiparametric Estimation and   Variable Selection for Single-Index Copula Models, Journal of   Applied Econometrics, 36:962-988.

[3]杨炳铎，汤教泉. (2019). 中国债券收益率的可预测性检验，系统工程理论与实践,  39(4): 970-985. 

[2] Cai, Z, Ren, Y.*   and Yang,   B. (2015). A semiparametric conditional capital asset pricing   model. Journal   of Banking & Finance. 61:117-126.

[1] Yang, B.*, Wang, S. and Bao Y. (2014). New efficient   regression method for local AADT estimation via SCAD variable selection, IEEE   Transactions on Intelligent Transportation Systems. 15(6):2726-2731.

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