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Wavelet-Based Testing for Seri...
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30
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561
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
Hong, Yongmiao
;
Lee, Tae-Hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1122
Persistent link: https://www.econbiz.de/10006966501
Saved in:
562
Articles - Testing for Serial Correlation of Unknown Form Using Wavelet Methods
Lee, Jin
;
Hong, Yongmiao
- In:
Econometric theory
17
(
2001
)
2
,
pp. 386-423
Persistent link: https://www.econbiz.de/10006979813
Saved in:
563
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. 1157-1184
Persistent link: https://www.econbiz.de/10009977093
Saved in:
564
Are corporate bond market returns predictable?
Hong, Yongmiao
;
Lin, Hai
;
Wu, Chunchi
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2216-2233
Persistent link: https://www.econbiz.de/10009983746
Saved in:
565
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2011
)
1
,
pp. 130-179
Persistent link: https://www.econbiz.de/10009832943
Saved in:
566
How smooth is price discovery? Evidence from cross-listed stock trading
Chen, Haiqiang
;
Choi, Paul Moon Sub
;
Hong, Yongmiao
- In:
Journal of international money and finance
32
(
2013
),
pp. 668-699
Persistent link: https://www.econbiz.de/10010054445
Saved in:
567
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-294
Persistent link: https://www.econbiz.de/10009291425
Saved in:
568
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10008890753
Saved in:
569
Guest editors’ introduction
Kuan, Chung-Ming
;
Hong, Yongmiao
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 117-119
Persistent link: https://www.econbiz.de/10008890765
Saved in:
570
Modeling the dynamics of Chinese spot interest rates
Hong, Yongmiao
;
Lin, Hai
;
Wang, Shouyang
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1047-1062
Persistent link: https://www.econbiz.de/10008390011
Saved in:
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