Jiang, Jiancheng

UNCC

There are 2 item/s.

TitleDateViewsBrief Description
TESTING PREDICTABILITY OF ASSET RETURNS 2014 119 In this paper, a L2 type nonparametric test is developed to test a specific nonlinear parametric regression model with near-integrated regressors. The asymptotic distri- butions of the proposed test statistic under both null and alternative hypothese...
MODELING VECTOR TIME SERIES DATA 2013 411 In this dissertation, firstly, I study spatial quantile regression estimation of mul- tivariate threshold time series models. Asymptotic normality of the proposed spatial quantile regression estimator is established. Simulations and a real example ...