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818
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125
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123
Chinn, Menzie David
113
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69
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59
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52
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50
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47
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34
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33
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394
CESifo Working Paper Series
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53
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47
Journal of international money and finance
40
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RePEc
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81
Are macroeconomic forecasts informative? : Cointegration evidence from the ASA-NBER surveys
Cheung, Yin-Wong
;
Chinn, Menzie David
-
1999
Persistent link: https://www.econbiz.de/10001366340
Saved in:
82
A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
Saved in:
83
Stock price dynamics and firm size : an empirical investigation
Cheung, Yin-Wong
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1985-1997
Persistent link: https://www.econbiz.de/10001138518
Saved in:
84
Long-run purchasing power parity during the recent float
Cheung, Yin-Wong
- In:
Journal of international economics
34
(
1993
)
1
,
pp. 181-192
Persistent link: https://www.econbiz.de/10001139783
Saved in:
85
Do gold market returns have long memory?
Cheung, Yin-Wong
- In:
The financial review : the official publication of the …
28
(
1993
)
2
,
pp. 181-202
Persistent link: https://www.econbiz.de/10001146308
Saved in:
86
The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong
- In:
Review of futures markets
9
(
1990
)
2
,
pp. 458-486
Persistent link: https://www.econbiz.de/10001124321
Saved in:
87
International evidence on output persistence from postwar data
Cheung, Yin-Wong
- In:
Economics letters
38
(
1992
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10001125457
Saved in:
88
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
Saved in:
89
Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
3
,
pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
Saved in:
90
Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong
- In:
Econometric theory
13
(
1997
)
5
,
pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
Saved in:
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