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~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~person:"Chen, Bin"
~subject:"Statistical test"
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Chen, Bin
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
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2
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
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