Keywords in Publications
keywordsNo. of Authors
climate change 4
europe 4
arx modeling 3
autoregression 3
buffered threshold model 3
conditional least squares 3
economic well-being 3
epidemics 3
garch model 3
geometric ergodicity 3
grain market 3
hysteresis 3
ming and qing china 3
population pressure 3
pre-industrial era 3
qmle 3
threshold model 3
absolute residual autocorrelation 2
arch() 2
arfima 2
asymptotic distribution 2
asymptotic distributions 2
asymptotic normality 2
asymptotic properties 2
auto-regressive integrated moving average 2
autoregressive conditional duration model 2
autoregressive moving average model 2
bootstrap method 2
conditional heteroscedastic model 2
conditional heteroscedasticity 2
conditional means 2
conditional quantile estimation 2
covariance stationarity 2
cultural dynamics 2
diagnostic checking 2
double autoregressive model 2
em algorithm 2
garch 2
gaussian process 2
goodness-of-fit test 2
heavy tail 2
heteroscedasticity. 2
human ecological-socio-economic conditions 2
hyperbolic decay 2
hyperbolic garch 2
hyperbolic garch model 2
hysteretic model 2
lasso 2
least absolute deviation 2
likelihood ratio test 2
local least absolute deviation estimator 2
long memory 2
long memory in volatility 2
long-range dependence 2
ma-garch model 2
mixture arch(∞) 2
mixture model 2
model diagnostic checking 2
oracle property 2
quantile regression 2
quasilikelihood ratio test 2
residual autocorrelation 2
residual empirical process 2
resilience 2
robustness 2
squared residual autocorrelation 2
stationarity 2
threshold ma-garch model 2
time series analysis. 2
volatility 2
weibull distribution 2
acd models 1
arch 1
autocorrelation function 1
autoregression with exogenous variables 1
bilinear model 1
bootstrap 1
box-jenkins method 1
brownian motion 1
chinese history 1
conditional quantile 1
convolutional neural networks 1
decreased rainfall 1
densenet 1
efficiency 1
estimation of moment 1
exchangeable weights 1
extreme values 1
fréchet distribution 1
garch models 1
generalized auto-regressive conditional heteroscedasticity 1
generalized bootstrap 1
hausman-type test 1
heavy tails 1
high dimensional data 1
historical china 1
homogeneity pursuit 1
hypothesis test 1
ideal free distribution 1
individual effect 1
lack of fit 1
lad 1
lad estimator 1
lad-lasso 1
layer aggregation 1
local polynomial regression 1
longitudinal data 1
m-estimation 1
matrix factorization 1
matrix recovery 1
maximum likelihood estimation 1
modified cholesky decomposition 1
moment estimation 1
multivariate time series 1
non-linear time series 1
nonlinear time series model 1
nonparametric approach 1
northwesterly migration of agriculturalists 1
one belt and one road initiative 1
oracle estimator 1
ordinary least squares 1
paleoclimate archive 1
panel data 1
panel data model 1
quantile partial correlation 1
random effects 1
recurrent structures 1
redistribution 1
regression model with autoregressive errors 1
resnet 1
social network 1
stationary solution 1
statistical foundation 1
test for random effects 1
time effect 1
two-sample test 1
two-way error component model 1
unbalanced panels 1
unit root test 1
varying-coefficient 1
vector autoregression 1
within-subject correlation 1
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Co-Investigators
InvestigatorsNo. of Grants
li, wai keung 1
yu, philip leung ho 1
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