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Wavelet-based testing for serial correlation of unknown form in panel models

Hong, Yongmiao; Kao, Chihwa - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1519-1563

Persistent link: https://www.econbiz.de/10002197493

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Hong, Yongmiao - 2011

Wavelet analysis is a new mathematical tool developed as a unified field of science over the last decade. As spatially adaptive analytic tools, wavelets are useful for capturing serial correlation where the spectrum has peaks or kinks, as can arise from persistent/strong dependence, seasonality...

Persistent link: https://www.econbiz.de/10013127204

Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression

Chen, Bin; Hong, Yongmiao - In: Econometric theory 26 (2010) 4, pp. 1115-1179

Persistent link: https://www.econbiz.de/10003993831

Asymmetries in stock returns : statistical tests and economic evaluation

Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2007) 5, pp. 1547-1581

Persistent link: https://www.econbiz.de/10003621186

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

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10010254990

Misspecification test methods in econometrics : editoral

Cai, Zongwu; Hong, Yongmiao; Li, Qi - In: Journal of econometrics 178 (2014) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10010254997

Testing for the Markov property in time series

Chen, Bin; Hong, Yongmiao - In: Econometric theory 28 (2012) 1, pp. 130-178

Persistent link: https://www.econbiz.de/10009520968

Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach

McCloud, Nadine; Hong, Yongmiao - In: International economic review 52 (2011) 4, pp. 991-1037

Persistent link: https://www.econbiz.de/10009385429

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

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