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CHARACTERISTIC FUNCTION–BASED...
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Theorie
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11
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ECONIS (ZBW)
53
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1
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
2
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
3
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
4
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
5
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
6
Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
-
2007
Persistent link: https://www.econbiz.de/10009693136
Saved in:
7
An inventory-routing problem with the objective of travel time minimazation
Li, Kunpeng
;
Chen, Bin
;
Appa Iyer Sivakumar
;
Wu, Yong
- In:
European journal of operational research : EJOR
236
(
2014
)
3
,
pp. 936-945
Persistent link: https://www.econbiz.de/10010367147
Saved in:
8
Industrial agglomeration and the pollution haven hypothesis : evidence from Chinese prefectures
Chen, Bin
- In:
Journal of the Asia Pacific economy
28
(
2023
)
2
,
pp. 664-691
Persistent link: https://www.econbiz.de/10014296381
Saved in:
9
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
10
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
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