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Number of items: 4.


Bu, Ruijun ORCID: 0000-0002-3947-3038, McCabe, Brendan and Hadri, Kaddour
(2008) Maximum likelihood estimation of higher-order integer-valued autoregressive processes. Journal of Time Series Analysis, 29 (6). 973 - 994.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Hadri, Kaddour
(2016) Reducible diffusions with time-varying transformations with application to short-term interest rates. ECONOMIC MODELLING, 52. 266 - 277.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Hadri, Kaddour
(2017) Specification analysis in regime-switching continuous-time diffusion models for market volatility. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 21 (1). 65 - 80.


Rao, Yao, Hadri, Kaddour and Bu, Ruijun ORCID: 0000-0002-3947-3038
(2010) TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION. Bulletin of Economic Research, 62 (3). 209 - 225.

This list was generated on Fri Nov 1 13:54:38 2019 GMT.