| Panel smooth transition regression models A Gonzalez, T Teräsvirta, D Van Dijk, Y Yang https://swopec.hhs.se/hastef/papers/hastef0604.pdf, 2017 | 1135* | 2017 |
| Linearity and misspecification tests for vector smooth transition regression models T Teräsvirta, Y Yang | 66 | 2014 |
| DMPR-PS: A novel approach for parking-slot detection using directional marking-point regression J Huang, L Zhang, Y Shen, H Zhang, S Zhao, Y Yang 2019 IEEE International Conference on Multimedia and Expo (ICME), 212-217, 2019 | 64 | 2019 |
| Panel smooth transition regression models (SSE/EFI Working Paper Series in Economics and Finance No 604) A González, T Teräsvirta, D Dijk, Y Yang Rotterdam: Econometric Institute, Erasmus University Rotterdam, 2005 | 35 | 2005 |
| A flexible mixed-frequency vector autoregression with a steady-state prior S Ankargren, M Unosson, Y Yang Journal of Time Series Econometrics 12 (2), 20180034, 2020 | 24 | 2020 |
| Pay by showing your palm: A study of palmprint verification on mobile platforms Y Zhang, L Zhang, X Liu, S Zhao, Y Shen, Y Yang 2019 IEEE International Conference on Multimedia and Expo (ICME), 862-867, 2019 | 19 | 2019 |
| Evaluation of defogging: A real-world benchmark dataset, a new criterion and baselines S Zhao, L Zhang, S Huang, Y Shen, S Zhao, Y Yang 2019 IEEE international conference on multimedia and expo (ICME), 1840-1845, 2019 | 19 | 2019 |
| Specification, estimation and evaluation of vector smooth transition autoregressive models with applications T Terasvirta, Y Yang LIDAM Discussion Papers CORE, 2014 | 13 | 2014 |
| Panel smooth transition regression A Gonzalez, T Terasvirta, DV Dijk, Y Yang Diva 3, 1-47, 2005 | 12 | 2005 |
| Revisit surround-view camera system calibration X Shao, X Liu, L Zhang, S Zhao, Y Shen, Y Yang 2019 IEEE International Conference on Multimedia and Expo (ICME), 1486-1491, 2019 | 11 | 2019 |
| Mixed-Frequency Bayesian VAR Models in R: the mfbvar package S Ankargren, Y Yang | 11 | 2019 |
| Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition Y Yang | 11 | 2014 |
| A mixed-frequency Bayesian vector autoregression with a steady-state prior S Ankargren, M Unosson, Y Yang | 7 | 2018 |
| Modelling nonlinear vector economic time series Y Yang Department of Economics and Business, Business and Social Sciences, Aarhus …, 2012 | 7 | 2012 |
| State-space models on the Stiefel manifold with a new approach to nonlinear filtering Y Yang, L Bauwens Econometrics 6 (4), 48, 2018 | 5 | 2018 |
| Package “mfbvar.” S Ankargren, Y Yang, G Kastner | 3 | 2021 |
| Predicting return to work after head and neck cancer treatment is challenging due to factors that affect work ability Y Tiblom Ehrsson, MA Kisiel, Y Yang, G Laurell Cancers 15 (19), 4705, 2023 | 1 | 2023 |
| Testing constancy of the error covariance matrix using a spectral decomposition and a parametric alternative in vector models Y Yang | 1 | 2014 |
| Bayesian Analysis of the Cointegrated VAR model Y Yang | | |
Timo TerasvirtaAarhus UniversityDirección de correo verificada de econ.au.dk
