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Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-902
Persistent link: https://www.econbiz.de/10006752875
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Consistent Specification Testing via Nonparametric Series Regression
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 6, pp. 1133
Persistent link: https://www.econbiz.de/10006797329
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Consistent Specification Testing via Nonparametric Series Regression
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1133-1160
Persistent link: https://www.econbiz.de/10006797597
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Theory and Methods - Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
Hong, Yongmiao - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1201-1220
Persistent link: https://www.econbiz.de/10006625904
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Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Hong, Yongmiao; Kao, Chihwa - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1519-1564
Persistent link: https://www.econbiz.de/10006755900
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Consistent Testing for Serial Correlation of Unknown Form
Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 837-864
Persistent link: https://www.econbiz.de/10006796985
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INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS
Hong, Yongmiao; Lee, Tae-Hwy - In: The review of economics and statistics 85 (2003) 4, pp. 1048-1062
Persistent link: https://www.econbiz.de/10006367803
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TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH*
McCloud, Nadine; Hong, Yongmiao - In: International economic review 52 (2011) 4, pp. 991-1038
Persistent link: https://www.econbiz.de/10009803303
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A New Test for ARCH Effects and Its Finite-Sample Performance
Hong, Yongmiao; Shehadeh, Ramsey D. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10008218710
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Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10008223230