4
H index
4
i10 index
122
Citations
| 4 H index 4 i10 index 122 Citations RESEARCH PRODUCTION: 8 Articles 6 Papers RESEARCH ACTIVITY: 15 years (2005 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde272 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 6 |
Year | Title of citing document |
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2023 | Change-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 |
2023 | A 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 |
2023 | Out 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 |
2023 | Asymmetric 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 |
2023 | Estimating 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 |
Year | Title | Type | Cited |
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2005 | A 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] | paper | 16 |
2006 | A 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 | |
2005 | The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
2005 | A 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] | paper | 45 |
2007 | A 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 | |
2008 | A 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 | |
2006 | The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 41 |
2008 | THE 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 | |
2006 | Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
2020 | Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 1 |
2010 | Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | TO 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] | article | 0 |
2013 | Understanding Spurious Regression in Financial Economics In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 18 |
2014 | Understanding Spurious Regression in Financial Economics.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article |
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