Ai Deng : Citation Profile


Are you Ai Deng?

4

H index

4

i10 index

122

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 8
   Journals where Ai Deng has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (3.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde272
   Updated: 2024-01-16    RAS profile: 2020-02-07    
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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 Ai Deng.

Is cited by:

Perron, Pierre (39)

Yamamoto, Yohei (16)

Pitarakis, Jean-Yves (8)

Gómez-Loscos, Ana (5)

Gadea, María (5)

Chang, Seong Yeon (4)

Gonzalo, Jesus (4)

Oka, Tatsushi (4)

Casini, Alessandro (4)

Perez Quiros, Gabriel (3)

Demetrescu, Matei (3)

Cites to:

Perron, Pierre (18)

Ploberger, Werner (13)

Krämer, Walter (11)

Phillips, Peter (10)

Watson, Mark (6)

Andrews, Donald (6)

Campbell, John (5)

Stock, James (5)

Nelson, Charles (5)

King, Robert (4)

Ng, Serena (4)

Main data


Where Ai Deng has published?


Journals with more than one article published# docs
The Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6

Recent works citing Ai Deng (2024 and 2023)


YearTitle of citing document
2023Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

Full description at Econpapers || Download paper

2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

Full description at Econpapers || Download paper

2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

Full description at Econpapers || Download paper

2023Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916.

Full description at Econpapers || Download paper

2023Estimating damages from bidding rings in first-price auctions. (2023). Willington, Manuel ; Gabrielli, Florencia M. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300216x.

Full description at Econpapers || Download paper

Works by Ai Deng:


YearTitleTypeCited
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper16
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper1
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper45
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
article
2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper41
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
article
2006Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper0
2020Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications In: Journal of Econometric Methods.
[Full Text][Citation analysis]
article1
2010Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process In: Economics Letters.
[Full Text][Citation analysis]
article0
2017TO POOL OR NOT TO POOL: A CLOSER LOOK AT THE USE OF SUB-REGRESSIONS IN ANTITRUST CLASS CERTIFICATION In: Journal of Competition Law and Economics.
[Full Text][Citation analysis]
article0
2013Understanding Spurious Regression in Financial Economics In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article18
2014Understanding Spurious Regression in Financial Economics.(2014) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article

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