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subject:"Structural break"
~accessRights:"restricted"
~person:"Chen, Sanpan"
~person:"Tsay, Ruey S."
~subject:"Korrelation"
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Chen, Sanpan
Tsay, Ruey S.
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Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
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2
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
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On testing for structural break of coefficients in factor-augmented regression models
Chen, Sanpan
;
Cui, Guowei
;
Zhang, Jianhua
- In:
Economics letters
161
(
2017
),
pp. 141-145
Persistent link: https://www.econbiz.de/10011904543
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