Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution &; Logistics Management 40 (2010) 847–866.
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

Sources of competitiveness for logistics service providers: a UK industry perspective
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

A simple bootstrap bandwidth selector for local polynomial fitting
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
LibreCat: /record/4608
DOI: 10.1080/00949650802352019

Modifying the double smoothing bandwidth selector in nonparametric regression
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.
LibreCat: /record/4622
DOI: 10.1016/j.stamet.2009.04.001

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.
LibreCat: /record/4609
DOI: 10.1016/j.econmod.2007.11.007

Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat: /record/3470
DOI: 10.2307/3318539

On the asymptotic variance in nonparametric regression with fractional time-series errors
Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.
LibreCat: /record/4613
DOI: 10.1080/10485250701381737

Modelling financial time series with SEMIFAR GARCH model
Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.
LibreCat: /record/4614
DOI: 10.1093/imaman/dpm024

Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.
LibreCat: /record/4616
DOI: 10.1007/3-540-44832-2_13

Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat: /record/4624
DOI: 10.2307/3318539

Special Issue: Quantile Regression
P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.
LibreCat: /record/4652

SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
Y. Feng, Econometric Theory 20 (2004).
LibreCat: /record/4615
DOI: 10.1017/s0266466604203061

Non- and Semiparametric Regression with Fractional Time Series Errors
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.
LibreCat: /record/4630

A robust data-driven version of the Berlin Method
S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, Lucius &; Lucius, Stuttgart, 2004, pp. 67–81.
LibreCat: /record/4634

SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity
J. Beran, Y. Feng, Computational Statistics &; Data Analysis 40 (2002) 393–419.
LibreCat: /record/4617
DOI: 10.1016/s0167-9473(02)00007-5

Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties
J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.
LibreCat: /record/4620
DOI: 10.1198/106186002420

Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.
LibreCat: /record/4621
DOI: 10.1016/s0378-3758(00)00187-7

On robust local polynomial estimation with long-memory errors
J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241.
LibreCat: /record/4623
DOI: 10.1016/s0169-2070(01)00155-8

Local polynomial fitting with long-memory, short-memory and antipersistent errors
J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics 54 (2002) 291–311.
LibreCat: /record/4635

Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.
LibreCat: /record/4637
DOI: 10.1016/s0378-3758(00)00187-7

Recent developments in non- and semiparametric models with fractional time series errors
J. Beran, Y. Feng, Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors, 2002.
LibreCat: /record/4661

A semiparametric fractional autoregressive model
J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128.
LibreCat: /record/4653

Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results
J. Beran, Y. Feng, Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results, 2001.
LibreCat: /record/4662

Eine robuste datengesteuerte Version des Berliner-Verfahrens
Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.
LibreCat: /record/4636

Locally weighted autoregression
Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration, 2000, pp. 371--388.
LibreCat: /record/4651

Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition
Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.
LibreCat: /record/4629

Nonparametric Smoothing and Quantile Estimation in Time Series
K. Abberger, Y. Feng, S. Heiler, in: G. Bol,  Gholamreza Nakhaeizadeh , K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , Physica-Verlag HD, Heidelberg, 1998, pp. 1–16.
LibreCat: /record/4604

A simple root n bandwidth selector for nonparametric regression
S. Heiler, Y. Feng, Journal of Nonparametric Statistics 9 (1998) 1–21.
LibreCat: /record/4626

Locally Weighted Autoregression
Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 101–117.
LibreCat: /record/4632