Browsing All of EconStor by Author Xu, Yongdeng


Showing results 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2013The dynamics of trading duration, volume and price volatility: A vector MEM modelXu, Yongdeng
2013Weak exogeneity in the financial point processesXu, Yongdeng
2014How good are out of sample forecasting Tests on DSGE models?Minford, Patrick; Xu, Yongdeng; Zhou, Peng
2015Comparing Indirect Inference and likelihood testing: Asymptotic and small sample resultsMeenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2015Testing macro models by indirect inference: A survey for usersLe, Vo Phuong Mai; Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng
2016Testing part of a DSGE model by indirect inferenceMinford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016What is the truth about DSGE models? Testing by indirect inferenceMeenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2016Almost unbiased variance estimation in simultaneous equation modelsPhillips, Garry D. A.; Xu, Yongdeng
2016Comparing different data descriptors in indirect inference tests on DSGE modelsMinford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2017Classical or gravity? Which trade model best matches the UK facts?Minford, Patrick; Xu, Yongdeng
2017Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers: Some new (mixture) formulationsKaranasos, Menelaos; Xu, Yongdeng
2018Testing DSGE models by indirect inference: A survey of recent findingsMeenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2018The small sample properties of indirect inference in testing and estimating DSGE modelsMeenagh, David; Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng
2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approachXu, Yongdeng; Taylor, Nicholas; Lu, Wenna
2019DCC-HEAVY: A multivariate GARCH model with realized measures of variance and correlationXu, Yongdeng
2021Testing competing world trade models against the facts of world tradeMinford, Patrick; Xu, Yongdeng; Dong, Xue
2021The pricing of unexpected volatility in the currency marketLu, Wenna; Copeland, Laurence S.; Xu, Yongdeng
2021Computable general equilibrium models of trade in the modern trade policy debateChen, Gang; Dong, Xue; Minford, Patrick; Qiua, Guanhua; Xu, Yongdeng; Xu, Zequn
2022Exponential high-frequency-based-volatility (EHEAVY) modelsXu, Yongdeng