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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
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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
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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
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Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 68-73
Persistent link: https://www.econbiz.de/10001214306
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Common predictable components in regional stock markets
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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Purchasing power parity under the European Monetary System
Cheung, Yin-Wong (contributor) - In: Journal of international money and finance 14 (1995) 2, pp. 179-189
Persistent link: https://www.econbiz.de/10001181122
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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A search for long memory in international stock market returns
Cheung, Yin-Wong - In: Journal of international money and finance 14 (1995) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10001187507
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A comparison of learning and replicator dynamics using experimental data
Cheung, Yin-Wong - In: Journal of economic behavior & organization : JEBO 35 (1998) 3, pp. 263-280
Persistent link: https://www.econbiz.de/10001244060
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031