学术论著 | 代表论文(AI) [5]Liu, X., Long, W., Peng, L. and Yang, B.* (2024). A unified inference for predictive quantile regression, Journal of the American Statistical Association, 119(546)，1526-1540. [4] Yang, B., Liu, X.*, Cai, Z. and Peng, L. (2021). Unified tests for a dynamic predictive regression, Journal of Business & Economic Statistics, 39(3):684-699. [3] Yang, B.*, Long, W., Peng, L. and Cai, Z. (2020). Testing predictability of U.S. housing price index returns based on an IVX-AR model, Journal of the American Statistical Association, 115(532):1598-1619. [2] Liu, X., Yang, B.*, Cai, Z. and Peng, L. (2019). A unified test for predictability of asset returns regardless of properties of predicting variables, Journal of Econometrics, 208:141-159. [1] Cai, Z., Juhl, T. and Yang, B.* (2015).Functional index coefficient models with variable selection, Journal of Econometrics, 189(2):272-284. 代表论文(AII) [11] Long, W., Peng, L. and Yang, B.* (2025). Correlated errors challenge vulnerable growth. Journal of Applied Econometrics, 40(6):715-721. [10] Jiang, L. Peng, L. Qin, Z. and Yang, B.* (2025). Endogeneity and moments in time series momentum's predictability test, Annals of Applied Statistics, 19(1): 701-719. [9] Yang, B., Long, W., Peng, L. and Liu, X.* (2025).A unified predictability test using weighted inference and random weighted bootstrap, Journal of Financial Econometrics, 23(2), nbaf003. [8] Yang, B., Long, W., Peng, L. and Liu, X.* (2023).A unified unit root test regardless of intercept, Econometric Reviews, 42(6): 540-555. [7]杨炳铎，杨子晖，陈海强. (2023). 带有泡沫与崩盘的可预测模型检验, 管理科学学报, 26(9):110-124. [6]Yang, B., Long, W. and Yang, Z. (2022). Testing predictability of stock returns under possible bubbles, Journal of Empirical Finance, 68: 246-260. [5] Yang, B., Cai, Z., Hafner, C. M. and Liu, G. (2022). Time varying mixture copula models with copula selection, Statistica Sinica, 32:1-29. [4] Yang, B., Hafner, C.M. Liu, G. and Long, W. (2021). Semiparametric estimation and variable selection for single-index copula models, Journal of Applied Econometrics,36(7):962-988. [3]杨炳铎，汤教泉. (2019). 中国债券收益率的可预测性检验，系统工程理论与实践, 39(4): 970-985. [2] Cai, Z, Ren, Y.* and Yang, B. (2015). A semiparametric conditional capital asset pricing model. Journal of Banking & Finance, 61:117-126. [1] Yang, B.*, Wang, S. and Bao Y. (2014). New efficient regression method for local AADT estimation via SCAD variable selection, IEEE Transactions on Intelligent Transportation Systems, 15(6):2726-2731.
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