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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

Stock market momentum, business conditions, and GARCH option pricing models

Chiang, Min-Hsien; Huang, Hsin-yi - In: Journal of empirical finance 18 (2011) 3, pp. 488-505

Persistent link: https://www.econbiz.de/10009302078

Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices

Chiang, Min-Hsien; Wang, Jo-Yu - In: Applied economics 40 (2008) 1/3, pp. 285-293

Persistent link: https://www.econbiz.de/10003721960

Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets

Chiang, Min-Hsien; Huang, Ching-mann; Lin, Tsai-yin; … - In: Journal of financial management and analysis : … 19 (2006) 2, pp. 32-45

Persistent link: https://www.econbiz.de/10003528647

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