Ye Lu : Citation Profile


Are you Ye Lu?

University of Sydney

1

H index

0

i10 index

3

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 1
   Journals where Ye Lu has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (40 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu477
   Updated: 2024-01-16    RAS profile: 2021-06-22    
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Relations with other researchers


Works with:

Rahbek, Anders (3)

Cavaliere, Giuseppe (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ye Lu.

Is cited by:

Cites to:

Phillips, Peter (7)

Rahbek, Anders (5)

Sun, Yixiao (5)

Jin, Sainan (4)

Cavaliere, Giuseppe (4)

Vogelsang, Timothy (3)

Kiefer, Nicholas (3)

shin, yongcheol (3)

West, Kenneth (3)

Schmidt, Peter (3)

Newey, Whitney (3)

Main data


Where Ye Lu has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney, School of Economics3

Recent works citing Ye Lu (2024 and 2023)


YearTitle of citing document
2023Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309.

Full description at Econpapers || Download paper

Works by Ye Lu:


YearTitleTypeCited
2021Bootstrap Inference for Hawkes and General Point Processes In: Papers.
[Full Text][Citation analysis]
paper0
2021Bootstrap inference for Hawkes and general point processes.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2021BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Estimation of longrun variance of continuous time stochastic process using discrete sample In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2020Testing for Stationarity at High Frequency In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2018Testing for Stationarity at High Frequency.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Understanding Regressions with Observations Collected at High Frequency over Long Span In: CAEPR Working Papers.
[Full Text][Citation analysis]
paper1
2018Understanding Regressions with Observations Collected at High Frequency over Long Span.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper

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