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subject:"Time series analysis"
~person:"Hong, Yongmiao"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Hong, Yongmiao
Phillips, Peter C. B.
53
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
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29
Taylor, Robert
28
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24
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17
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16
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15
Chan, Joshua
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14
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14
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ECONIS (ZBW)
19
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19
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1
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
2
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
5
Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao
;
Wang, Xia
;
Wang, Shouyang
- In:
International economic review
58
(
2017
)
4
,
pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
Saved in:
6
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
7
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
Saved in:
8
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. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
9
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
10
Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan
;
Hong, Yongmiao
- In:
Finance research letters
8
(
2011
)
2
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
Saved in:
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