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Y

Yayi Yan

Shanghai University of Finance and Economics

7H指数
65论文数
131被引数
收录论文 9
发表时间
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Generalized impulse response analysis for time-varying VAR models时变VAR模型的广义脉冲响应分析
errEconomic Modelling
IF4.7
err2025-12-18
err0
PREAI
errLi Tan; Shibo Bian; Yayi Yan; Zhiming Hu
err分享
err收藏
An Adaptive Residual-Based Test for Factor Structure基于残差的适应性因子结构检验
errJournal of Business & Economic Statistics
IF2.5
err2025-12-05
err0
PREAI
errYufeng Mao; Yayi Yan
err分享
err收藏
A robust residual-based test for structural changes in factor models基于残差的稳健因子模型结构变化检验
errJournal of Econometrics
IF4
err2025-06-12
err0
errOAAI
errBin Peng; Liangjun Su; Yayi Yan
err分享
err收藏
Time-varying vector error-correction models: Estimation and inference时变向量误差修正模型：估计与推断
errJournal of Econometrics
IF4
err2025-06-05
err0
errOAAI
errJiti Gao; Bin Peng; Yayi Yan
err分享
err收藏
Examining Chinese volume-volatility nexus: A regime-switching perspective
errECONOMIC MODELLING
IF4.7
err2025-03-01
err0
PREAI
errWang, Zhenxin; Wang, Shaoping; Yan, Yayi; Xia, Yingcun
err分享
err收藏
Time-varying multivariate causal processes
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err1
errOAAI
errGao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi
err分享
err收藏
Higher-Order Expansions and Inference for Panel Data Models
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2023-12-22
err0
errOAAI
errGao, Jiti; Peng, Bin; Yan, Yayi
err分享
err收藏
Binary response models for heterogeneous panel data with interactive fixed effects
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err1
errOAAI
errGao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi
err分享
err收藏
Factor-augmented forecasting regressions with threshold effects
errECONOMETRICS JOURNAL
IF7
err2021-04-06
err3
PREAI
errYan, Yayi; Cheng, Tingting
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
S
Shaoping Wang
H 指数: 40 · 论文数: 639
W
Wei Biao Wu
H 指数: 36 · 论文数: 256
苏良军 封面图
苏良军 (Liangjun Su)
H 指数: 35 · 论文数: 237
J
Jiti Gao
H 指数: 32 · 论文数: 420
Y
Yingcun Xia
H 指数: 30 · 论文数: 122
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