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The polynomial aggregated AR (1) model
Chong, Terence Tai-Leung - In: The econometrics journal 9 (2006) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10003320205
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Asymptotic distribution of the sup-Wald statistic under specification errors
Chong, Terence Tai-Leung - In: Structural change and economic dynamics : SC+ED 10 (1999) 3/4, pp. 421-430
Persistent link: https://www.econbiz.de/10001645452
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Generic consistency of the break-point estimator under specification errors
Chong, Terence Tai-Leung - In: The econometrics journal 6 (2003) 1, pp. 167-192
Persistent link: https://www.econbiz.de/10001781054
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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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Estimating the differencing parameter via the partial autocorrelation function
Chong, Terence Tai-Leung - In: Journal of econometrics 97 (2000) 2, pp. 365-381
Persistent link: https://www.econbiz.de/10001496598
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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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Coase theorem in two-sided matching marriage games
Chong, Terence Tai-Leung - In: Seoul journal of economics 11 (1998) 3, pp. 283-293
Persistent link: https://www.econbiz.de/10001255702
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Estimating the locations and number of change points by the sample-splitting method
Chong, Terence Tai-Leung - In: Statistical papers 42 (2001) 1, pp. 53-79
Persistent link: https://www.econbiz.de/10001567564
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Time series test of nonlinear convergence and transitional dynamics
Chong, Terence Tai-Leung; Hinich, Melvin J.; Liew, … - In: Economics letters 100 (2008) 3, pp. 337-339
Persistent link: https://www.econbiz.de/10003768768
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International linkages of the Japanese stock market
Chong, Terence Tai-Leung; Wong, Ying-chiu; Yan, Isabel K. M. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 601-621
Persistent link: https://www.econbiz.de/10003778518