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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
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Structural change in AR(1) models
Chong, Terence Tai-Leung - In: Econometric theory 17 (2001) 1, pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
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Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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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
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Structural change in nonstationary AR(1) models
Pang, Tianxiao; Chong, Terence Tai-Leung; Zhang, Danna; … - In: Econometric theory 34 (2018) 5, pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449
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Predictive models for disaggregate stock market volatility
Chong, Terence Tai-Leung; Ling, Shiyun - In: Financial markets and portfolio management 31 (2017) 3, pp. 261-288
Persistent link: https://www.econbiz.de/10011951759
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Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
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Long range dependence and structural breaks in the gold markets
Chong, Terence Tai-Leung; Lu, Chenxi; Chan, Wing Hong - In: The Singapore economic review : journal of the Economic … 65 (2020) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10012497160
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The random walk behaviour of Malaysian second board stocks
Lim, Kian-Ping; Liew, Venus Khim-sen - In: Borneo review : journal of the Institute for … 14 (2003/04) 1/2, pp. 1-30
Persistent link: https://www.econbiz.de/10003370703