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ECONIS (ZBW)
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1
Regime switching in the presence of endogeneity
Cheng, Tingting
-
2018
Persistent link: https://www.econbiz.de/10012583641
Saved in:
2
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
3
Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
Journal of empirical finance
61
(
2021
),
pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
Saved in:
4
De facto time-varying indices-based benchmarks for mutual fund returns
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
The journal of financial research : the journal of the …
46
(
2023
)
2
,
pp. 469-496
Persistent link: https://www.econbiz.de/10014302383
Saved in:
5
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
6
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
7
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
8
A frequentist approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
Saved in:
9
Nonparametric localized bandwidth selection for Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 733-762
Persistent link: https://www.econbiz.de/10012181352
Saved in:
10
Functional coefficient time series models with trending regressors
Cheng, Tingting
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 636-659
Persistent link: https://www.econbiz.de/10012181342
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