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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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De facto currency baskets of China and East Asian economies : the rising weights
Fang, Ying; Huang, Shicheng; Niu, Linlin - 2012
Persistent link: https://www.econbiz.de/10009489576
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Is ecological protection and restoration of full-array ecosystems conducive to the carbon balance? : a case study of Hubei Province, China
Wang, Ying; Zhang, Hongwei; Zhang, Chen; Liu, Cong - In: Technological forecasting & social change : an … 166 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012693967
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On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping; Yu, Jun; Zhang, Chen - 2023
Persistent link: https://www.econbiz.de/10014320456
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Extreme temperatures, mortality, and adaptation : evidence from the county level in China
Liao, Hua; Zhang, Chen; Burke, Paul J.; Li, Ru; Wei, Yi-Ming - In: Health economics 32 (2023) 4, pp. 953-969
Persistent link: https://www.econbiz.de/10014266869
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On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu; Zhang, Chen; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542217
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Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping; Yu, Jun; Zhang, Chen - 2022
Persistent link: https://www.econbiz.de/10013542219
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Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
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A data-driven smooth test of symmetry
Fang, Ying; Li, Qi; Wu, Ximing; Zhang, Daiqiang - In: Journal of econometrics 188 (2015) 2, pp. 490-501
Persistent link: https://www.econbiz.de/10011503642
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A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Journal of econometrics 206 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012110412