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Identification and Estimation of Structural-Change Models with Misclassification

Chong, Terence Tai-Leung; Wong, Kwan-To; Hinich, Melvin - In: Economics Bulletin 3 (2007) 36, pp. 1-19

Consider a simple change-point model with a binary regressor. We examine the consistency of the change-point estimator when the regressor is subject to misclassification. It is found that the time of change can always be identified. Further, special cases where the structural parameters can also...

Persistent link: https://www.econbiz.de/10005417010

Time series properties of aggregated AR (2) processes

Chong, Terence Tai-Leung; Wong, Kwan-to - In: Economics letters 73 (2001) 3, pp. 325-332

Persistent link: https://www.econbiz.de/10001635091

A class test for fractional integration

Hinich, Melvin J.; Chong, Terence Tai-Leung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10009513027

The nonlinear dynamics of foreign reserves and currency crises

Chong, Terence Tai-Leung; He, Qing; Hinich, Melvin J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10009513620

Time series test of nonlinear convergence and transitional dynamics

Chong, Terence Tai-Leung; Hinich, Melvin J.; Liew, … - In: Economics letters 100 (2008) 3, pp. 337-339

Persistent link: https://www.econbiz.de/10003768768

Introduction to the special issue on nonlinear time series

Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 1-2

Persistent link: https://www.econbiz.de/10003981168

Estimating the differencing parameter via the partial autocorrelation function

Chong, Terence Tai-Leung - In: Journal of econometrics 97 (2000) 2, pp. 365-381

Persistent link: https://www.econbiz.de/10001496598

Coase theorem in two-sided matching marriage games

Chong, Terence Tai-Leung - In: Seoul journal of economics 11 (1998) 3, pp. 283-293

Persistent link: https://www.econbiz.de/10001255702

Partial parameter consistency in a misspecified structural change model

Chong, Terence Tai-Leung - In: Economics letters 49 (1995) 4, pp. 351-357

Persistent link: https://www.econbiz.de/10001190462

Estimating the locations and number of change points by the sample-splitting method

Chong, Terence Tai-Leung - In: Statistical papers 42 (2001) 1, pp. 53-79

Persistent link: https://www.econbiz.de/10001567564

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