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A smooth transition autoregressive conditional duration model
Chiang, Min-Hsien - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009512623
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Testing for independence between two stationary time series via the empirical characteristic function
Hong, Yongmiao - In: Annals of economics and finance 2 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10001732263
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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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Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: Econometric theory 19 (2003) 6, pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
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Inference on via generalized spectrum and non-linear 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/10001832972
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Consistent specification testing via nonparametric series regression
Hong, Yongmiao; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892194
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Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Hong, Yongmiao; Lee, Yoon-jin - In: The review of economic studies 72 (2005) 2, pp. 499-541
Persistent link: https://www.econbiz.de/10002692476
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Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 86 (2004) 3, pp. 840
Persistent link: https://www.econbiz.de/10002223498
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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. 837-901
Persistent link: https://www.econbiz.de/10002876743
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Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921