SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION von Dong, Chaohua, Tu, Yundong

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Penetrating sporadic return predictability von Tu, Yundong, Xie, Xinling

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Shrinkage estimation of multiple threshold factor models von Ma, Chenchen, Tu, Yundong

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Group fused Lasso for large factor models with multiple structural breaks von Ma, Chenchen, Tu, Yundong

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Spurious functional-coefficient regression models and robust inference with marginal integration von Tu, Yundong, Wang, Ying

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Selection inconsistency for factor-augmented regressions von Tu, Yundong, Wang, Siwei

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Forecasting using supervised factor models von Tu, Yundong, Lee, Tae-Hwy

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Functional coefficient cointegration models with Box–Cox transformation von Lin, Yingqian, Tu, Yundong

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Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root von Lin, Yingqian, Tu, Yundong

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The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach von Li, Li, Tu, Yundong

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Jackknife model averaging for expectile regressions in increasing dimension von Tu, Yundong, Wang, Siwei

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On spurious regressions with partial unit root processes von Tu, Yundong

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On transformed linear cointegration models von Lin, Yingqian, Tu, Yundong

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Is Stock Price Correlated with Oil Price? Spurious Regressions with Moderately Explosive Processes von Chen, Ye, Tu, Yundong

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Sieve extremum estimation of a semiparametric transformation model von Lin, Yingqian, Tu, Yundong

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Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity von Tu, Yundong, Wang, Ying

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Forecasting cointegrated nonstationary time series with time-varying variance von Tu, Yundong, Yi, Yanping

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Variable Screening and Model Averaging for Expectile Regressions von Tu, Yundong, Wang, Siwei

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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets von Tu, Yundong, Wang, Ying

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A joint test for parametric specification and independence in nonlinear regression models von Li, Shuo, Tu, Yundong

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