Ping Yu
CFDPs
| CFDP 2209 | Ping Yu, Qin Liao, Peter C. B. Phillips, "Inference and Specification Testing in Threshold Regression with Endogeneity," (December 2019) [87pp, Abstract] | |
| CFDP 1966 | Ping Yu, Peter C. B. Phillips, "Threshold Regression with Endogeneity," (December 2014) [84pp, Abstract] (See: CFP1612) |
CFPs
| CFP 1612 | Ping Yu, Peter C. B. Phillips, "Threshold Regression with Endogeneity," Journal of Econometrics, (March 2018), 203(1): 50-68 (See CFDP 1966) | |
| CFP 1609 | Ping Yu, Peter C. B. Phillips, "Threshold Regression Asymptotics: From the Compound Poisson Process to Two-sided Brownian motion," Economics Letters, (November 2018), 172: 123-126 |