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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~person:"Liao, Zhipeng"
~person:"Tsao, Chueh-Yung"
~subject:"Capital income"
~subject:"Theory"
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2
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Agent-based artificial stock markets
1
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Auto-correlation robust inference
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Liao, Zhipeng
Tsao, Chueh-Yung
Phillips, Peter C. B.
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Cowles Foundation discussion paper
Applied financial economics
Computational economics
Cowles Foundation Discussion Paper
2
Journal of econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
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2
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
3
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10009501898
Saved in:
4
Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.
;
Liao, Zhipeng
-
2012
Persistent link: https://www.econbiz.de/10009615049
Saved in:
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