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~subject:"Time series analysis"
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Time series analysis
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Cheung, Yin-Wong
24
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6
Lai, Kon S.
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
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2
Long memory in foreign exchange rates and sampling properties of some statistical procedures related to long memory series
Cheung, Yin-Wong
-
1990
Persistent link: https://www.econbiz.de/10000841901
Saved in:
3
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong
;
Diebold, Francis X.
-
1990
Persistent link: https://www.econbiz.de/10000807109
Saved in:
4
Deterministic, stochastic, and segmented trends in aggregate output : a cross-country analysis
Cheung, Yin-Wong
- In:
Oxford economic papers
48
(
1996
)
1
,
pp. 134-162
Persistent link: https://www.econbiz.de/10001195517
Saved in:
5
International evidence on output persistence from postwar data
Cheung, Yin-Wong
- In:
Economics letters
38
(
1992
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10001125457
Saved in:
6
Do gold market returns have long memory?
Cheung, Yin-Wong
- In:
The financial review : the official publication of the …
28
(
1993
)
2
,
pp. 181-202
Persistent link: https://www.econbiz.de/10001146308
Saved in:
7
Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong
;
Chinn, Menzie David
-
1996
Persistent link: https://www.econbiz.de/10001590483
Saved in:
8
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong
;
Diebold, Francis X.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000854431
Saved in:
9
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Saved in:
10
Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
4
,
pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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