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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

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

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

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

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

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

Estimating the fractionally integrated process in the presence of measurement errors

Chong, Terence Tai-Leung; Lui, Gilbert Chiu-sing - In: Economics letters 63 (1999) 3, pp. 285-294

Persistent link: https://www.econbiz.de/10001398937

Metlzer's [Metzler's] paradox and the optimum tariff in a monetary economy

Palybos, Theodōros - In: Journal of economic integration 13 (1998) 2, pp. 216-231

Persistent link: https://www.econbiz.de/10001337843

The nexus between social capital and bank risk taking

Xie, Wenjing; Ding, Haoyuan; Chong, Terence Tai-Leung - In: Journal of risk and financial management : JRFM 9 (2016) 3, pp. 1-19

This study explores social capital and its relevance to bank risk taking across countries. Our empirical results show that the levels of bank risk taking are lower in countries with higher levels of social capital, and that the impact of social capital is mainly reflected by the reduced value of...

Persistent link: https://www.econbiz.de/10011543159

Do speculative bubbles migrate in the Chinese stock market?

He, Qing; Qian, Zongxin; Fei, Zhe; Chong, Terence Tai-Leung - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 735-754

Persistent link: https://www.econbiz.de/10012041660