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Detecting for smooth structural changes in GARCH models
Chen, Bin; Hong, Yongmiao - In: Econometric theory 32 (2016) 3, pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
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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
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Generalized spectral testing for multivariate continuous-time models
Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 164 (2011) 2, pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
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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
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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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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
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Testing for independence between two stationary time series via the empirical characteristic function
Hong, Yongmiao - In: Annals of economics and finance 2 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10001732263
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Nonparametric testing for smooth structural changes in panel data models
Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
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Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin - 2007
Persistent link: https://www.econbiz.de/10009693136
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Consistent specification testing via nonparametric series regression
Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381