Yanbo Liu
CFDPs
CFDP 2323 | Yanbo Liu, Peter C. B. Phillips, Jun Yu, "A Panel Clustering Approach to Analyzing Bubble Behavior," (February 2022) [56pp, Abstract] [Supplemental material, 67 pp] | |
CFDP 2305 | Yanbo Liu, Peter C. B. Phillips, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," (October 2021) [56pp, Abstract] [Supplemental material] |