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Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang - In: Econometric theory 40 (2024) 2, pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
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Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometric theory 26 (2010) 4, pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
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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
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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
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TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
Chen, Bin; Hong, Yongmiao - In: Econometric theory 28 (2011) 1, pp. 130-179
Persistent link: https://www.econbiz.de/10009832943