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On calculating the edgewoth approximate distribution of an econometric estimator or test statistic
Tse, Y. K. - In: Economics letters 12 (1983) 1, pp. 37-41
Persistent link: https://www.econbiz.de/10002920325
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Testing for linear and log-linear regressions with heteroscedasticity
Tse, Y. K. - In: Economics letters 16 (1984) 1/2, pp. 63-69
Persistent link: https://www.econbiz.de/10002920380
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Testing linear and log-linear regressions with autocorrelated errors
Tse, Y. K. - In: Economics letters 14 (1984) 4, pp. 333-337
Persistent link: https://www.econbiz.de/10002920390
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Functional form and spatial dependence in dynamic panels
Yang, Zhenlin; Li, Chenwei; Tse, Yiu Kuen - In: Economics letters 91 (2006) 1, pp. 138-145
Persistent link: https://www.econbiz.de/10003315129
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On estimating market microstructure noise variance
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 150 (2017), pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995