Yang, Yaxing
Professional Title: Associate professor
Administrative Position:
Alma Mater: Hong Kong University of Science and Technology
Contact Information:
E-Mail:
Business Address: 经济楼D127
Office Hours：Tue 9:30-11:30
External Homepage：
Research Papers
Li D., Tao Y.,
Yang Y. and Zhang R. (2023). Maximum likelihood estimation for alpha-stable double autoregressive models. Journal of Econometrics, Accepted.
Yang Y., Ling S. and Wang Q. (2022). Consistency of global LSE for MA(1) models. Statistics & Probability Letters.182, 1-8.
Ling S., Tsay R. and
Yang Y. (2021). Testing serial correlation and ARCH effect of high-dimensional time series data. Journal of Business & Economic Statistics. 39,136-147.
Yang Y
. and Li D. (2020). Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models. Journal of Time Series Analysis. 41,163-172.
Yang Y. and Ling S. (2018). A note on the LSE of three regime TAR model with an infinite variance. Annals of Financial Economics. 13(02), 1-13.
Yang Y. and Ling S. (2017). Inference for heavy-tailed and multiple-threshold double autoregressive models. Journal of Business & Economic Statistics. 35, 318-333.
Yang Y. and Ling S. (2017). Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models. Journal of Econometrics. 197(2),368-381.
Tai M.,
Yang Y. and Ling S. (2016). Diagnostic checking of partially nonstationary multivariate AR and ARMA models. Advances in Time Series Methods and Application （Part of the Fields Institute Communications book series,78,115-130.