5
H index
3
i10 index
99
Citations
University of Rochester | 5 H index 3 i10 index 99 Citations RESEARCH PRODUCTION: 10 Articles 2 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bin Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Econometric Theory | 3 |
Year | Title of citing document |
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2020 | Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147. Full description at Econpapers || Download paper |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2020 | Measures of Model Risk in Continuous-time Finance Models. (2020). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113. Full description at Econpapers || Download paper |
2020 | Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604. Full description at Econpapers || Download paper |
2020 | A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172. Full description at Econpapers || Download paper |
2020 | Kernel-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. Full description at Econpapers || Download paper |
2020 | Testing distributional assumptions using a continuum of moments. (2020). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:655-689. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Ratings 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. Full description at Econpapers || Download paper |
2020 | A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model. (2020). Kumar, Jitendra ; Agiwal, Varun ; Shangodoyin, Dahud Kehinde. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:5:p:133-149. Full description at Econpapers || Download paper |
2020 | Towards 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Dynamic 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Time-Varying Instrumental Variable Estimation. (2020). Marcellino, Massimiliano ; Kapetanios, George ; Giraitis, Luidas. In: Working Papers. RePEc:qmw:qmwecw:911. Full description at Econpapers || Download paper |
2020 | Bahadur 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. Full description at Econpapers || Download paper |
2020 | Trend 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. Full description at Econpapers || Download paper |
2020 | Equity 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Time-varying Forecast Combination for High-Dimensional Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
2012 | TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2016 | DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2012 | Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica. [Full Text][Citation analysis] | article | 47 |
2011 | Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2013 | Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2014 | A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2015 | Modeling and testing smooth structural changes with endogenous regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2018 | Nonparametric testing for smooth structural changes in panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2015 | Testing for Fundamental Vector Moving Average Representations In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 14 |
2017 | Testing for fundamental vector moving average representations.(2017) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article |
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