Bingduo Yang
Biographic Data
| ID | 8921357 |
|---|---|
| NAME | Bingduo Yang |
| GIVEN NAMES | Bingduo |
| FAMILY NAME | Yang |
| SIGNATURE | YANG B |
| AFFILIATIONS | Lingnan (University) College, Sun Yat-sen University, Guangzhou, Guangdong, China |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Correlated Errors Challenge Vulnerable Growth
We examine the impact of correlated errors on findings regarding fluctuations in US GDP growth, which are primarily driven by the lower quantiles of the distribution as predicted by financial conditions. A proposed zero‐correlation test reveals the presence of correlated residuals in the quantile regression, introducing endogeneity and raising concerns about the validity of the previous analysis. In response, we extend the model by including two …
Semiparametric estimation and variable selection for single‐index copula models
A copula with a flexibly dependence structure can capture complexity and heterogeneity in economic and financial time series. Based on the recently proposed single‐index copula, we propose a simultaneous variable selection and estimation procedure. This method allows for choosing the most relevant state variables by using a penalized estimation with large sample properties derived. Simulation results demonstrate the good performance of the method…
Unified Tests for a Dynamic Predictive Regression
Testing for predictability of asset returns has been a long history in economics and finance. Recently, based on a simple predictive regression, Kostakis, Magdalinos, and Stamatogiannis derived a Wald type test based on the context of the extended instrumental variable (IVX) methodology for testing predictability of stock returns, and Demetrescu showed that the local power of the standard IVX-based test could be improved for some range of alterna…
No prominent works on this page.
Semiparametric estimation and variable selection for single‐index copula models
A copula with a flexibly dependence structure can capture complexity and heterogeneity in economic and financial time series. Based on the recently proposed single‐index copula, we propose a simultaneous variable selection and estimation procedure. This method allows for choosing the most relevant state variables by using a penalized estimation with large sample properties derived. Simulation results demonstrate the good performance of the method…
Unified Tests for a Dynamic Predictive Regression
Testing for predictability of asset returns has been a long history in economics and finance. Recently, based on a simple predictive regression, Kostakis, Magdalinos, and Stamatogiannis derived a Wald type test based on the context of the extended instrumental variable (IVX) methodology for testing predictability of stock returns, and Demetrescu showed that the local power of the standard IVX-based test could be improved for some range of alterna…
Correlated Errors Challenge Vulnerable Growth
We examine the impact of correlated errors on findings regarding fluctuations in US GDP growth, which are primarily driven by the lower quantiles of the distribution as predicted by financial conditions. A proposed zero‐correlation test reveals the presence of correlated residuals in the quantile regression, introducing endogeneity and raising concerns about the validity of the previous analysis. In response, we extend the model by including two …
Econometrics (3 works) · Computer Science (2 works) · Financial Risk and Volatility Modeling (2 works) · Mathematics (2 works) · Monetary Policy and Economic Impact (2 works) · Statistics (2 works) · Advanced Statistical Methods and Models (1 work) · Economics (1 work) · Forecasting Techniques and Applications (1 work) · Market Dynamics and Volatility (1 work)