5 citations · 11 across the 3 of their papers we have counts for
5 papers
Panel Local Projections with Missing Data
Yubo Tao
A panel local projection can remain identified even when missing data leave no complete regression case. We recover the projection over specified dates by combining factor-based co…
Vine Copula VAR:From Recursive Margins to Joint Forecast Inference
Hunter Ng, Yubo Tao
Joint-event forecasts combine an estimated dependence model with current marginal forecasts. Retaining historical transforms at the marginal fits available when each outcome arrive…
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
Liang Jiang, Peter C. B. Phillips, Yubo Tao +1
Datasets from field experiments with covariate-adaptive randomizations (CARs) usually contain extra covariates in addition to the strata indicators. We propose to incorporate these…
Model Selection for Explosive Models
Yubo Tao, Jun Yu
This paper examines the limit properties of information criteria (such as AIC, BIC, HQIC) for distinguishing between the unit root model and the various kinds of explosive models.…
Joint News, Attention Spillover,and Stock Returns
Li Guo, Lin Peng, Yubo Tao +1
Analyzing a comprehensive news dataset, we document that joint news coverage triggers attention contagion, causing temporarily inflated valuations for affected stocks. Tracing SEC…