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Hong, Yongmiao
35
Li, Haitao
4
Chen, Bin
3
Wang, Shouyang
3
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2
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Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
4
The review of financial studies
4
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Asian development review
1
China economic review : an international journal
1
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1
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1
Journal of international money and finance
1
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1
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1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
125
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1
Market Integration in the People's Republic of China
Chen, Qingqing
;
Goh, Chor-Ching
;
Sun, Bo
;
Xu, Lixin Colin
- In:
Asian development review
28
(
2011
)
1
,
pp. 72-94
Persistent link: https://www.econbiz.de/10009186505
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2
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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3
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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4
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
Saved in:
5
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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6
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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7
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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8
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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9
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
Saved in:
10
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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