Jun Yu

CFDPs

CFDP 2114 Yubo Tao, Peter C. B. Phillips, Jun Yu, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," (December 2017) [55pp, Abstract] (See: CFP1627)
CFDP 1969 Liang Jiang, Peter C. B. Phillips, Jun Yu, "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," (December 2014) [22pp, Abstract] (See: 1503)
CFDP 1915 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," (September 2013) [75pp, Abstract] (See: 1499)
CFDP 1914 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," (September 2013) [45pp, Abstract] (See: 1498)
CFDP 1843 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles," (January 2012) [68pp, Abstract]
CFDP 1842 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," (January 2012) [31pp, Abstract] (See: 1425)
CFDP 1778 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," (January 2011) [37pp, Abstract] (See: 1343)
CFDP 1770 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," (September 2010) [40pp, Abstract] (See: 1348)
CFDP 1699 Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," (June 2009) [36pp, Abstract]
CFDP 1598 Peter C. B. Phillips, Jun Yu, "Information Loss in Volatility Measurement with Flat Price Trading," (January 2007) [27pp, Abstract]

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CFPs

CFP 1627 Yubo Tao, Peter C. B. Phillips, Jun Yu, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, (April 2019), 209(2): 208-237 (See CFDP 2114)
CFP 1503 Liang Jiang, Peter C. B. Phillips, Jun Yu, "New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market," Journal of Banking and Finance, (December 2015), 61(2): S121-S131 (See CFDP 1969)
CFP 1499 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 (See CFDP 1915)
CFP 1498 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 (See CFDP 1914)
CFP 1425 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, (June 2014), 76(3): 315-333 (See CFDP 1842)
CFP 1351 Peter C. B. Phillips, Jun Yu, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory, (February 2012), 28(1): 207-217
CFP 1349 Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," International Economic Review, (February 2011), 52(1): 201–226 (See CFDP 1699)
CFP 1348 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 (See CFDP 1770)
CFP 1347 Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 (See CFDP 1309)
CFP 1343 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 (See CFDP 1778)