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Structural change in AR(1) models
Chong, Terence Tai-Leung - In: Econometric theory 17 (2001) 1, pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
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Partial parameter consistency in a misspecified structural change model
Chong, Terence Tai-Leung - In: Economics letters 49 (1995) 4, pp. 351-357
Persistent link: https://www.econbiz.de/10001190462
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Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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How to make a profitable trading strategy more profitable?
Chong, Terence Tai-Leung; Lam, Tau-hing - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10010199695
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
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Long range dependence and structural breaks in the gold markets
Chong, Terence Tai-Leung; Lu, Chenxi; Chan, Wing Hong - In: The Singapore economic review : journal of the Economic … 65 (2020) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10012497160
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Structural change in nonstationary AR(1) models
Pang, Tianxiao; Chong, Terence Tai-Leung; Zhang, Danna; … - In: Econometric theory 34 (2018) 5, pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449