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Modelling demand systems with demographic effects based on the modifying function approach
Chung, Ching-fan - In: Economics letters 73 (2001) 3, pp. 269-274
Persistent link: https://www.econbiz.de/10001635076
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A note on calculating the autocovariances of the fractionally integrated ARMA models
Chung, Ching-fan - In: Economics letters 45 (1994) 3, pp. 293-297
Persistent link: https://www.econbiz.de/10001165788
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The measurement unit problem in estimating demand systems
Chung, Ching-fan - In: Economics letters 41 (1993) 4, pp. 373-377
Persistent link: https://www.econbiz.de/10001144896
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Calculating and analyzing impulse responses for the vector ARFIMA model
Chung, Ching-fan - In: Economics letters 71 (2001) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10001564051
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Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan - In: Econometric theory 18 (2002) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
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Semiparametric estimation in censored regression models
Lin, Hui-lin - 1991
Persistent link: https://www.econbiz.de/10000851452
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International evidence on consumption patterns
Theil, Henri; Chung, Ching-fan; Seale, James Lawrence - 1989
Persistent link: https://www.econbiz.de/10000761686
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The spurious regression of fractionally integrated processes
Tsay, Wen-jen; Chung, Ching-fan - In: Journal of econometrics 96 (2000) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
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Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard - In: Journal of applied econometrics 11 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
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Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 791-806
Persistent link: https://www.econbiz.de/10001331519