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Contact

• workRoom B11 Sir Clive Granger Building
  University Park
  Nottingham
  NG7 2RD
  UK
• work0115 95 15480
• yang.zu@nottingham.ac.uk

Biography

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ORCID:

Recent Publications

• PETER BOSWIJK and YANG ZU, 2022. Journal of Business & Economic Statistics. 40(2), 744-755
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2022. Journal of Time Series Analysis.
• ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., TAYLOR, A.R. and ZU, Y., 2021. Journal of Financial Econometrics.
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Econometric Reviews. 38, 1131-1151

• View all publications

Estimating of the variance function in structural break autoregressive models with nonstationary and explosive segments, with Dave Harvey and Steve Leybourne

Tests for equal forecast accuracy under unconditional heteroskedasticity, with Dave Harvey and Steve Leybourne

• PETER BOSWIJK and YANG ZU, 2022. Journal of Business & Economic Statistics. 40(2), 744-755
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2022. Journal of Time Series Analysis.
• ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., TAYLOR, A.R. and ZU, Y., 2021. Journal of Financial Econometrics.
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Econometric Reviews. 38, 1131-1151
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Econometric Theory. 36, 122-169
• H. PETER BOSWIJK and YANG ZU, 2018. Econometrics Journal. 2, 87-113
• ZU, YANG and BOSWIJK, H. PETER, 2017. Journal of Empirical Finance. 41, 53–75
• ZU, YANG, 2015. Journal of Econometrics. 187(1), 323-344
• ZU, YANG, 2015. Econometrics. 3(3), 561-576
• ZU, YANG and BOSWIJK, H. PETER, 2014. Journal of Econometrics. 181(2), 117-135
• YANG ZU, 2012. Essays on nonparametric econometrics of stochastic volatility Thela Thesis.