Bin Chen : Citation Profile


Are you Bin Chen?

University of Rochester

5

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 9
   Journals where Bin Chen has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (4.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1972
   Updated: 2021-01-23    RAS profile: 2020-11-04    
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Relations with other researchers


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:

Phillips, Peter (4)

gourieroux, christian (4)

GAO, Jiti (4)

Shahbaz, Muhammad (4)

Li, Degui (3)

Gonzalo, Jesus (3)

Dolado, Juan (3)

Rossi, Barbara (3)

Gambetti, Luca (3)

Forni, Mario (3)

Chen, Liang (3)

Cites to:

Singleton, Kenneth (11)

Hong, Yongmiao (11)

White, Halbert (10)

Phillips, Peter (9)

Diebold, Francis (9)

Ait-Sahalia, Yacine (9)

Swanson, Norman (8)

Su, Liangjun (8)

Hansen, Bruce (7)

Bollerslev, Tim (7)

Duffie, Darrell (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 (2021 and 2020)


YearTitle of citing document
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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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). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113.

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2020Trend 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.

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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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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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2020Testing 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.

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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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2020A 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.

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

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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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article11
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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article47
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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article8
2018Nonparametric testing for smooth structural changes in panel data models In: Journal of Econometrics.
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article5
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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This paper has another version. Agregated cites: 14
article

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