Yukai Yang
Universitetslektor vid Statistiska institutionen
- Telefon:
- 018-471 10 65
- E-post:
- yukai.yang@statistik.uu.se
- Besöksadress:
- Ekonomikum (plan 3)
Kyrkogårdsgatan 10 - Postadress:
- Box 513
751 20 UPPSALA
Ladda ned kontaktuppgifter för Yukai Yang vid Statistiska institutionen
- ORCID:
- 0000-0002-2623-8549
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Kort presentation
Denna text finns inte på svenska, därför visas den engelska versionen.
My research is focused on (keywords) smooth transition models, state-space models, macroeconometrics, financial econometrics, high-dimensional analysis, cointegration, long memory, panel data analysis, directional statistics, Bayesian, MCMC and related computational methods.
Biografi
Denna text finns inte på svenska, därför visas den engelska versionen.
I obtained my PhD degree in 2012 at CREATES, Department of Economics and Business, Aarhus University, Denmark, with the thesis "Modelling Nonlinear Vector Economic Time Series". I also hold a Cand. Polit. from Department of Economics, University of Copenhagen, Denmark, and a B.Eng from Shanghai Jiao Tong University, China.
Publikationer
Urval av publikationer
- State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering (2018)
- Panel Smooth Transition Regression Models (2017)
- Linearity and Misspecification Tests for Vector Smooth Transition Regression Models (2014)
- Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications (2014)
Senaste publikationer
- Predicting Return to Work after Head and Neck Cancer Treatment Is Challenging Due to Factors That Affect Work Ability (2023)
- A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior (2020)
- DMPR-PS (2019)
- Revisit Surround-view Camera System Calibration (2019)
- Pay By Showing Your Palm (2019)
Alla publikationer
Artiklar
- Predicting Return to Work after Head and Neck Cancer Treatment Is Challenging Due to Factors That Affect Work Ability (2023)
- A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior (2020)
- State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering (2018)
- Mixed-Frequency Bayesian VAR Models in R: The mfbvar Package
Böcker
Konferenser
- DMPR-PS (2019)
- Revisit Surround-view Camera System Calibration (2019)
- Pay By Showing Your Palm (2019)
- Evaluation of Defogging (2019)
Rapporter
- A mixed-frequency Bayesian vector autoregression with a steady-state prior (2018)
- State-space models on the Stiefel manifold with a new approach to nonlinear filtering (2018)
- Panel Smooth Transition Regression Models (2017)
- Linearity and Misspecification Tests for Vector Smooth Transition Regression Models (2014)
- Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications (2014)
- Testing Constancy of the Error Covariance Matrix using a Spectral Decomposition and a Parametric Alternative in Vector Models (2014)