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Chung, Ching-fan
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ECONIS (ZBW)
10
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1
Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan
- In:
Econometric theory
18
(
2002
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
Saved in:
2
Modelling demand systems with demographic effects based on the modifying function approach
Chung, Ching-fan
- In:
Economics letters
73
(
2001
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10001635076
Saved in:
3
Calculating and analyzing impulse responses for the vector ARFIMA model
Chung, Ching-fan
- In:
Economics letters
71
(
2001
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10001564051
Saved in:
4
The spurious regression of fractionally integrated processes
Tsay, Wen-jen
;
Chung, Ching-fan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
Saved in:
5
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
6
A note on calculating the autocovariances of the fractionally integrated ARMA models
Chung, Ching-fan
- In:
Economics letters
45
(
1994
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10001165788
Saved in:
7
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
8
The measurement unit problem in estimating demand systems
Chung, Ching-fan
- In:
Economics letters
41
(
1993
)
4
,
pp. 373-377
Persistent link: https://www.econbiz.de/10001144896
Saved in:
9
The long memory and variability of inflation : a reappraisal of the Friedman hypothesis
Baillie, Richard
;
Chung, Ching-fan
;
Tieslau, Margie A.
-
1992
Persistent link: https://www.econbiz.de/10000848785
Saved in:
10
International evidence on consumption patterns
Theil, Henri
;
Chung, Ching-fan
;
Seale, James Lawrence
-
1989
Persistent link: https://www.econbiz.de/10000761686
Saved in:
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