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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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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
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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/10001203921
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Testing for serial correlation of unknown form using wavelet methods
Lee, Jin; Hong, Yongmiao - In: Econometric theory 17 (2001) 2, pp. 386-423
Persistent link: https://www.econbiz.de/10001568402
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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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One-sided testing for ARCH effects using wavelets
Hong, Yongmiao; Lee, Jin - In: Econometric theory 17 (2001) 6, pp. 1051-1081
Persistent link: https://www.econbiz.de/10001638375
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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. 1519-1563
Persistent link: https://www.econbiz.de/10002197493
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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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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532