Yiu Lim LUI (Allen) Associate Professor Institute for Advanced Economic Research, Dongbei University of Finance and Economics, Dalian, China Email: [email protected] Research …

Dr. Lui is currently an associate professor in Institute for Advanced Economic Research, Dongbei University of Finance and Economics. He received his PhD degree from Singapore …

“Mild-explosive Autoregression with Anti-persistent Errors” with Weilin Xiao and Jun Yu (R&R at Oxford Bulletin of Economics and Statistics) Abstract: This paper develops a sequential limit …

Hosted by Prof. Jun Yu. July 2024, The Chinese University of Hong Kong. Hosted by Prof. Terence Tai-Leung Chong.

Author(s) Yiu Lim Lui, Peter C. B. Phillips & Jun Yu Abstract A heteroskedasticity-autocorrelation robust (HAR) test statistic is proposed to test for the presence of explosive roots in financial or …

Simulations and an empirical application to the S&P 500 data highlight the usefulness of the sample-splitting method. "Testing Predictability in the Presence of Mildly Stationary Errors" …

Organization Dongbei University of Finance and Economics Institute for Advanced Economic Research Assistant Professor

Yiu Lim Lui. Unknown affiliation. No verified email. Title. Sort. Sort by citations Sort by year Sort by title. Cited by. Cited by. Year; Legal system, entrepreneurship and economic growth: …

2020年8月30日 · Yiu Lim Lui. The Institute for Advanced Economic Research, Dongbei University of Finance and Economics, Dalian, Liaoning, China. Search for more papers by this author