3. A new class of bivariate threshold cointegration models, Journal of Business and Economic Statistics, 2017, 35(2), 288-305, with Jiti Gao and Dag Tjostheim
发布时间：2019-11-12 点击次数：
上一条：4. Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds, Journal of Empirical Finance, 2018, 49, 81-106, with Tingting Cheng and Cheng Yan.
下一条：2. Nonparametric regression estimation for multivariate null recurrent processes, Econometrics, 2015, 3, 265-288, with Dag Tjostheim
