Xuewen Yu

Xuewen Yu

Fudan University - Shanghai / China
Economics & Econometrics / Economics
AD Scientific Index ID: 5186913
复旦大学
person_outline Xuewen Yu's MOST POPULAR ARTICLES
1-) Large order-invariant Bayesian VARs with stochastic volatility Journal of Business & Economic Statistics 42 (2), 825-837, 2024
2-) Fast and accurate variational inference for large Bayesian VARs with stochastic volatility Journal of Economic Dynamics and Control 143, 104505, 2022
3-) Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series Journal of Time Series Analysis 41 (5), 676-690, 2020
4-) Generalized forecast averaging in autoregressions with a near unit root The Econometrics Journal 24 (1), 83-102, 2021
5-) Multistep Forecast Averaging with Stochastic and Deterministic Trends Econometrics 11 (4), 28, 2023