Browsing All of EconStor by Author Xu, Yongdeng

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2013 Weak exogeneity in the financial point processesXu, Yongdeng
2013 The dynamics of trading duration, volume and price volatility: A vector MEM modelXu, Yongdeng
2014 How good are out of sample forecasting Tests on DSGE models?Minford, Patrick; Xu, Yongdeng; Zhou, Peng
2015 Testing macro models by indirect inference: A survey for usersLe, Vo Phuong Mai; Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2015 Comparing Indirect Inference and likelihood testing: Asymptotic and small sample resultsMeenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2016 Almost unbiased variance estimation in simultaneous equation modelsPhillips, Garry D. A.; Xu, Yongdeng
2016 Testing part of a DSGE model by indirect inferenceMinford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016 What is the truth about DSGE models? Testing by indirect inferenceMeenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016 Comparing different data descriptors in indirect inference tests on DSGE modelsMinford, 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) formulationsKaranasos, Menelaos; Xu, Yongdeng
2018 Testing DSGE models by indirect inference: A survey of recent findingsMeenagh, 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 approachXu, Yongdeng; Taylor, Nicholas; Lu, Wenna
2018 The small sample properties of indirect inference in testing and estimating DSGE modelsMeenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2019 DCC-HEAVY: A multivariate GARCH model with realized measures of variance and correlationXu, Yongdeng