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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Fleisher, Belton M."
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
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Fleisher, Belton M.
Hsiao, Cheng
McAleer, Michael
Wang, Yazhen
Huang, Jikun
30
Rozelle, Scott
24
Li, Shi
18
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China economic review : an international journal
Journal of econometrics
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ECONIS (ZBW)
30
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1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
The evolution of an industrial cluster in
China
Fleisher, Belton M.
;
Hu, Dinghuan
;
McGuire, William
; …
- In:
China economic review : an international journal
21
(
2010
)
3
,
pp. 456-469
Persistent link: https://www.econbiz.de/10009302198
Saved in:
3
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
4
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Recursive
estimation
in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
9
Maternal full-time employment and overweight children : parametric, semi-parametric, and non-parametric assessment
Liu, Echu
;
Hsiao, Cheng
;
Matsumoto, Tomoya
;
Chou, Shinyi
- In:
Journal of econometrics
152
(
2009
)
1
,
pp. 61-69
Persistent link: https://www.econbiz.de/10003878757
Saved in:
10
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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