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]

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