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Testing for smooth structural changes in time series models via nonparametric regression

Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183

Persistent link: https://www.econbiz.de/10009629017

Solving Euler equations via two-stage nonparametric penalized splines

Cui, Liyuan; Hong, Yongmiao; Li, Yingxing - In: Journal of econometrics 222 (2021) 2, pp. 1024-1056

Persistent link: https://www.econbiz.de/10012619815

A model-free consistent test for structural change in regression possibly with endogeneity

Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242

Persistent link: https://www.econbiz.de/10012303616

Characteristic function based testing for conditional independence : a nonparametric regression approach

Wang, Xia; Hong, Yongmiao - In: Econometric theory 34 (2018) 4, pp. 815-849

Persistent link: https://www.econbiz.de/10011951432

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 forecast combination for factor-augmented regressions with smooth structural changes

Chen, Qitong; Hong, Yongmiao; Li, Haiqi - In: Journal of econometrics 240 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015075077

The estimation and testing of a linear regression with near unit root in the spatial autoregressive error term

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270

Persistent link: https://www.econbiz.de/10010202741

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572

Persistent link: https://www.econbiz.de/10003802390

On the estimation and inference of a cointegrated regression in panel data

Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000

Persistent link: https://www.econbiz.de/10001583122

Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic

Li, Xinba; Kao, Chihwa - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25

COVID-19 has affected almost all sectors of the economy, including the real estate markets across different countries in the world. A rich body of literature has emerged in analyzing real estate market trends and revealing important information. However, few studies have used a spatial...

Persistent link: https://www.econbiz.de/10013165267