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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
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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
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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
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa - In: Journal of econometrics 90 (1999) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10001353772
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An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao; Lee, Yoon-jin - In: Econometric theory 23 (2007) 1, pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
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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
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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
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Recent development in financial econometrics
Kuan, Chung-ming (contributor); Hong, Yongmiao (contributor) - 2009
Persistent link: https://www.econbiz.de/10003858949
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308