- Wang, L. and Yang, L. (2007) Spline-backfitted kernel smoothing of nonlinear
additive autoregression model. Annals
of Statistics 35 (6), 2474-2503 or (pdf-file).
- Yang,
L., Park, B. U., Xue, L. and Härdle, W. (2006)
Estimation and testing for varying coefficients in additive models with
marginal integration. Journal
of the American Statistical Association 101
(475), 1212-1227
or (pdf-file).
- Yang,
L. (2006) A semiparametric
GARCH model for foreign exchange volatility. Journal
of Econometrics 130 (2), 365-384 or (pdf
file).
- Huang,
J. and Yang, L. (2004) Identification of nonlinear additive autoregressive
models. Journal
of the Royal Statistical Society Series B 66
(2), 463-477 or
(pdf-file).
- Simons,
G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional
skipping. Annals
of Probability 30 (4), 1933-1958 or (pdf-file).
- Sperlich, S., Tjøstheim, D.
and Yang, L. (2002) Nonparametric estimation and testing of interaction in
additive models. Econometric
Theory 18 (2), 197-251 or (pdf-file), Tjalling C. Koopmans Econometric Theory Prize
for 2000-2002.
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