Similar Search Results

International R&D spillovers : an application of estimation and inference in panel cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 691-709

Persistent link: https://www.econbiz.de/10001437550

International R&D Spillovers : An Application of Estimation and Inference in Panel Cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - 2011

In this paper, we apply the asymptotic theory of panel cointegration developed by Kao and Chiang (1997) to Coe and Helpman's (1995) international R&D spillovers regression. The OLS with bias-correction, the fully-modified (FM) and the dynamic OLS (DOLS) estimations produce different predictions...

Persistent link: https://www.econbiz.de/10014183549

A smooth transition autoregressive conditional duration model

Chiang, Min-Hsien - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009512623

A new test for ARCH effects and its finite-sample performance

Hong, Yongmiao - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 91-108

Persistent link: https://www.econbiz.de/10001253384

Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling

Sun, Yuying; Zhang, Xun; Hong, Yongmiao; Wang, Shouyang - In: Energy economics 78 (2019), pp. 165-173

Persistent link: https://www.econbiz.de/10012159915

Nonparametric specification testing for continuous-time models with application to spot interest rates

Hong, Yongmiao; Li, Haitao - 2002

Persistent link: https://www.econbiz.de/10001684716

Inference on via generalized spectrum and non-linear time series models

Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 85 (2003) 4, pp. 1048-1062

Persistent link: https://www.econbiz.de/10001832972

Nonparametric specification testing for continuous-time models with applications to term structure of interest rates

Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84

Persistent link: https://www.econbiz.de/10002646532

Penalized time-varying model averaging

Sun, Yuying; Hong, Yongmiao; Wang, Shouyang; Zhang, Xinyu - In: Journal of econometrics 235 (2023) 2, pp. 1355-1377

Persistent link: https://www.econbiz.de/10014471396

Time-varying factor selection : a sparse fused GMM approach

Cui, Liyuan; Feng, Guanhao; Hong, Yongmiao; Yang, Jiangshan - 2023

Persistent link: https://www.econbiz.de/10014371831