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USA
Schätztheorie
71
Estimation theory
70
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67
Theory
66
Time series analysis
55
Zeitreihenanalyse
55
Panel
46
Panel study
46
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32
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Nichtparametrisches Verfahren
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United States
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Statistical theory
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Statistische Methodenlehre
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Kao, Chihwa
8
Hong, Yongmiao
4
Wu, Chunchi
4
Chiang, Min-hsien
2
Baltagi, Badi H.
1
Chiang, Min-Hsien
1
Chou, Ray Yeutien
1
Feng, Qu
1
Hall, Homer K.
1
Huang, Hueng-Ming
1
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1
Li, Xinba
1
Lin, Yun
1
McCloud, Nadine
1
Nelson, Douglas R.
1
Shehadeh, Ramsey D.
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Tu, Jun
1
Urga, Giovanni
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
CEA_372Cass working paper series
1
Economic inquiry : journal of the Western Economic Association International
1
Global finance journal
1
International economic review
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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ECONIS (ZBW)
15
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1
Price discovery and changes in regimes for stock index futures
Chiang, Min-hsien
- In:
Global finance journal
14
(
2003
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10001977487
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
Saved in:
5
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
6
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
7
Investigating bid-ask spread components between the NYSE and the CBOE
Chiang, Min-hsien
;
Lin, Yun
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 85-110
Persistent link: https://www.econbiz.de/10002225824
Saved in:
8
Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming
(
contributor
);
Kao, Chihwa
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806837
Saved in:
9
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
10
Rational expectations, information signalling and dividend adjustment to permanent earnings
Kao, Chihwa
- In:
The review of economics and statistics
76
(
1994
)
3
,
pp. 490-502
Persistent link: https://www.econbiz.de/10001176033
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