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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
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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
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Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
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What are the global sources of rational variation in international equity returns?
Cheung, Yin-Wong - In: Journal of international money and finance 16 (1997) 6, pp. 821-836
Persistent link: https://www.econbiz.de/10001235362
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Are macroeconomic forecasts informative? : Cointegration evidence from the ASA-NBER surveys
Cheung, Yin-Wong; Chinn, Menzie David - 1999
Persistent link: https://www.econbiz.de/10001366340
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A comparison of learning and replicator dynamics using experimental data
Cheung, Yin-Wong - In: Journal of economic behavior & organization : JEBO 35 (1998) 3, pp. 263-280
Persistent link: https://www.econbiz.de/10001244060
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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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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 5, pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
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Pacific-Basin stock markets and real activity
Cheung, Yin-Wong - In: Pacific-Basin finance journal 2 (1994) 2, pp. 349-373
Persistent link: https://www.econbiz.de/10001332082
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Purchasing power parity under the European Monetary System
Cheung, Yin-Wong (contributor) - In: Journal of international money and finance 14 (1995) 2, pp. 179-189
Persistent link: https://www.econbiz.de/10001181122