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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10003571369
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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10007859765
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Nonparametric estimation for a class of Lévy processes
Chen, Song Xi; Delaigle, Aurore; Hall, Peter - In: Journal of econometrics 157 (2010) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10008663024
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Parameter estimation and bias correction for diffusion processes
Tang, Cheng Yong; Chen, Song Xi - In: Journal of econometrics 149 (2009) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10003833732
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On the second-order properties of empirical likelihood with moment restrictions
Chen, Song Xi; Cui, Hengjian - In: Journal of econometrics 141 (2007) 2, pp. 492-516
Persistent link: https://www.econbiz.de/10003571315
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High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan; Chen, Song Xi; Chen, Xiaohong - In: Journal of econometrics 185 (2015) 1, pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
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Testing super-diagonal structure in high dimensional covariance matrices
He, Jing; Chen, Song Xi - In: Journal of econometrics 194 (2016) 2, pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
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Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi; Guo, Bin; Qiu, Yumou - In: Journal of econometrics 235 (2023) 2, pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti; Phillips, Peter C.B. - In: Journal of econometrics 176 (2013) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10010131794