Wei Long

Tulane University - Department of Economics

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

4

DOWNLOADS

304

TOTAL CITATIONS

0

Scholarly Papers (4)

Bootstrapping the Double-Weighted Predictability Test for Predictive Quantile Regression

Number of pages: 50 Posted: 27 Mar 2024
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics and Tulane University - Department of Economics
Downloads 62 (779,340)

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Predictive quantile regression; double-weighted method; random weighted bootstrap; unified test

Bootstrapping the Double-Weighted Predictability Test for Predictive Quantile Regression

Number of pages: 61 Posted: 14 May 2024
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics and Tulane University - Department of Economics
Downloads 24 (1,145,771)

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Predictive quantile regression, double-weighted method, random weighted bootstrap, unified test

2.

A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap

Number of pages: 42 Posted: 17 Jun 2022
Sun Yat-sen University (SYSU), Tulane University - Department of Economics, Jiangxi University of Finance and Economics and Georgia State University - Risk Management & Insurance Department
Downloads 77 (680,202)

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Predictive regressions; random weighted bootstrap; test

3.

Silence Breaking: The Role of Sexism on Sexual Crime Reporting in the Metoo Era

Number of pages: 58 Posted: 19 Jul 2022
Feng Chen and Wei Long
Liaoning University and Tulane University - Department of Economics
Downloads 76 (685,284)

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Sexism, sexual crime, MeToo movement

4.

A Unified Unit Root Test Regardless of Intercept

Number of pages: 31 Posted: 17 Jun 2022
Sun Yat-sen University (SYSU), Jiangxi University of Finance and Economics, Tulane University - Department of Economics and Georgia State University - Risk Management & Insurance Department
Downloads 65 (746,479)

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Autoregressive model, heteroscedasticity, interval estimation, random weighted bootstrap, unit root test