Peer-reviewed articles

Ankargren, S., Unosson, M. and Yang, Y.: 2020, “A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior”, Journal of Time Series Econometrics 12(2), pp.20180034

• Article DOI

• R code mfbvar

Zhao, S., Zhang, L., Huang, S., Shen, Y., Zhao, S., Yang, Y.: 2019, “Evaluation of defogging: A real-world benchmark dataset, a new criterion and baselines”, 2019 IEEE International Conference on Multimedia and Expo (ICME) IEEE, pp.1840-1845

• Article DOI

Shao, X., Liu, X., Zhang, L., Zhao, S., Shen, Y., Yang, Y.: 2019, “Revisit surround-view camera system calibration”, 2019 IEEE International Conference on Multimedia and Expo (ICME) IEEE, pp.1486-1491

• Article DOI

Zhang, Y., Zhang, L., Liu, X., Zhao, S., Shen, Y., Yang, Y.: 2019, “Pay by showing your palm: A study of palmprint verification on mobile platforms”, 2019 IEEE International Conference on Multimedia and Expo (ICME) IEEE, pp.862-867

• Article DOI

Huang, J., Zhang, L., Shen, Y., Zhang, H., Zhao, S., Yang, Y.: 2019, “DMPR-PS: A novel approach for parking-slot detection using directional marking-point regression”, 2019 IEEE International Conference on Multimedia and Expo (ICME) IEEE, pp.212-217

• Article DOI

Yang, Y. and Bauwens, L.: 2018, “State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering”, Econometrics 6(4), 48

• Article DOI

• R code DOI

Working papers

Ankargren, S. and Yang, Y.: 2019, “Mixed-Frequency Bayesian VAR Models in R: The mfbvar Package”

• Department of Statistics, Uppsala University, working paper 2019-08-23

• R code mfbvar

Yang, Y. and Bauwens, L.: 2018, “State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering”

• CREATES research paper 2018-30; Department of Statistics, Uppsala University, working paper 2018:5

• R code DOI

Ankargren, S., Unosson, M. and Yang, Y.: 2018, “A Mixed-Frequency Bayesian Vector Autoregression with a Steady-State Prior”

• CREATES research paper 2018-32; Department of Statistics, Uppsala University, working paper 2018:3

González, A., Van Dijk, D., Teräsvirta, T. and Yang, Y.: 2017, “Panel Smooth Transition Regression Models”

• Revised and updated version of the working paper No. 604 (2005) in the Working Paper Series of Economics and Finance, SSE

• No. 604 in the Working Paper Series of Economics and Finance, SSE 2017

• R code DOI

Yang, Y.: 2014, “Testing Constancy of the Error Covariance Matrix using a Spectral Decomposition and a Parametric Alternative in Vector Models”

• CREATES research paper 2014-11; CORE discussion paper 2014-17

Teräsvirta, T. and Yang, Y.: 2014, “Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications”

• CREATES research paper 2014-08; CORE discussion paper 2014-62

Teräsvirta, T. and Yang, Y.: 2014, “Linearity and Misspecification Tests for Vector Smooth Transition Regression Models”

• CREATES research paper 2014-04; CORE discussion paper 2014-61

Theses

Yang, Y.: 2012, “Modelling Nonlinear Vector Economic Time Series”

• PhD thesis supervised by Timo Teräsvirta and Christian Møller Dahl
• Committee members: Dick van Dijk and Rickard Sandberg
• Department of Economics and Business, Business and Social Sciences, Aarhus University, ISBN 978-87-90117-89-4

Yang, Y.: 2008, “Bayesian Analysis of the Cointegrated VAR Model”

• Master thesis supervised by Søren Johansen
• Committee member: Tom Engsted
• Cand.Polit., Department of Economics, University of Copenhagen