Bin Chen : Citation Profile


Are you Bin Chen?

University of Rochester

5

H index

2

i10 index

85

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 8
   Journals where Bin Chen has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 5 (5.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1972
   Updated: 2020-11-21    RAS profile: 2020-11-04    
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Relations with other researchers


Works with:

Choi, Jinho (2)

Escanciano, Juan Carlos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bin Chen.

Is cited by:

Shahbaz, Muhammad (4)

Phillips, Peter (4)

gourieroux, christian (4)

Li, Degui (3)

GAO, Jiti (3)

Shafiullah, Muhammad (3)

Forni, Mario (3)

Gambetti, Luca (3)

Zakoian, Jean-Michel (2)

Chen, Liang (2)

Ng, Serena (2)

Cites to:

Hong, Yongmiao (11)

Singleton, Kenneth (11)

White, Halbert (10)

Ait-Sahalia, Yacine (9)

Phillips, Peter (9)

Diebold, Francis (9)

Su, Liangjun (8)

Swanson, Norman (8)

Hansen, Bruce (7)

Bollerslev, Tim (7)

Andersen, Torben (6)

Main data


Where Bin Chen has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory3

Recent works citing Bin Chen (2020 and 2019)


YearTitle of citing document
2019Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2019). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020Measures of Model Risk in Continuous-time Finance Models. (2020). Tunaru, Radu ; Qi, Shuyuan ; Lazar, Emese. In: Papers. RePEc:arx:papers:2010.08113.

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2019Functional Ross recovery: Theoretical results and empirical tests. (2019). Maurer, Raimond ; Dillschneider, Yannick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301496.

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2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. (2020). Phillips, Peter ; GAO, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:607-632.

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2020A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Khalid, Usman ; Shafiullah, Muhammad ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301547.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2020Towards Assessing the Electricity Demand in Brazil: Data-Driven Analysis and Ensemble Learning Models. (2020). Colnago, Marilaine ; Casaca, Wallace ; Leme, Joo Vitor ; Dias, Mauricio Araujo. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1407-:d:333831.

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2019An Agent-Based Model of a Pricing Process with Power Law, Volatility Clustering, and Jumps. (2019). Luo, Qixuan ; Shi, YU ; Li, Han Dong . In: Complexity. RePEc:hin:complx:3429412.

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2019Ratings matter: announcements in times of crisis and the dynamics of stock markets. (2019). Rosati, Nicoletta ; Bellia, Mario ; Oliviera, Vasco ; Matos, Pedro Verga. In: Working Papers. RePEc:jrs:wpaper:201908.

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2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

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2020Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2019Interest rates forecasting and stress testing in India: a PCA-ARIMA approach. (2019). Mallick, Aswani Kumar ; Mishra, Alok Kumar. In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0236-7.

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2020A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Song, Malin. In: MPRA Paper. RePEc:pra:mprapa:100769.

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2019Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds. (2019). Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:97353.

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2020Time-Varying Instrumental Variable Estimation. (2020). Marcellino, Massimiliano ; Kapetanios, George ; Giraitis, Luidas. In: Working Papers. RePEc:qmw:qmwecw:911.

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2019When is Nonfundamentalness in SVARs a Real Problem?. (). Portier, Franck ; Guay, Alain ; Fève, Patrick ; Beaudry, Paul. In: Review of Economic Dynamics. RePEc:red:issued:18-478.

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2019Modelling and analysis of healthcare inventory management systems. (2019). Ray, Pradip Kumar ; Saha, Esha. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00415-x.

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2020Bahadur intercept with applications to one-sided testing. (2020). Lu, Zeng-Hua . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0955-z.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2020Equity premium prediction and structural breaks. (2020). Smith, Simon C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.

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Works by Bin Chen:


YearTitleTypeCited
2020Time-varying Forecast Combination for High-Dimensional Data In: Papers.
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paper0
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
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article8
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
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article5
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
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article4
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
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article42
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
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article1
2013Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach In: Journal of Econometrics.
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article2
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
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article2
2015Modeling and testing smooth structural changes with endogenous regressors In: Journal of Econometrics.
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article7
2018Nonparametric testing for smooth structural changes in panel data models In: Journal of Econometrics.
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article0
2015Testing for Fundamental Vector Moving Average Representations In: CAEPR Working Papers.
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paper14
2017Testing for fundamental vector moving average representations.(2017) In: Quantitative Economics.
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