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]

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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