Bin Chen : Citation Profile

University of Rochester

7

H index

6

i10 index

208

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 20
   Journals where Bin Chen has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 5 (2.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1972
   Updated: 2026-01-10    RAS profile: 2024-06-15    
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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:

Hong, Yongmiao (16)

Marcellino, Massimiliano (9)

Kapetanios, George (9)

Su, Liangjun (9)

Shafiullah, Muhammad (7)

GAO, Jiti (6)

Shahbaz, Muhammad (5)

gourieroux, christian (4)

Lee, Tae Hwy (4)

Phillips, Peter (4)

Uctum, Merih (4)

Cites to:

Hong, Yongmiao (14)

Singleton, Kenneth (12)

Ait-Sahalia, Yacine (10)

Phillips, Peter (9)

Diebold, Francis (9)

LINTON, OLIVER (8)

Swanson, Norman (8)

Su, Liangjun (8)

Shephard, Neil (7)

Bollerslev, Tim (7)

Hansen, Bruce (7)

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 (2025 and 2024)

YearTitle of citing document
2025Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2023). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2025(In)stability in the Dynamics of the Cross-Country Distribution of Income Per Capita. (2025). Johnson, Paul ; Fiaschi, Davide. In: Papers. RePEc:arx:papers:2506.06755.

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2025Testing parametric additive time-varying GARCH models. (2025). Teräsvirta, Timo ; Ahlgren, Niklas ; Back, Alexander ; Terasvirta, Timo. In: Papers. RePEc:arx:papers:2506.23821.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2024Does diversified environmental regulation effect the foreign direct investment inflows and technological innovation? A three‐stage least square approach. (2024). Fahad, Shah ; Liu, Lingcai ; Ozturk, Ilhan ; Bai, Dongbei. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:2:n:e12715.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2025A Hodrick–Prescott filter with automatically selected breaks. (2025). Pelagatti, Matteo ; Maranzano, Paolo. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001270.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2025Testing stationarity and change point detection in reinforcement learning. (2025). Li, Mengbing ; Shi, Chengchun ; Wu, Zhenke ; Fryzlewicz, Piotr. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127507.

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2024Grouped Change-Points Detection and Estimation in Panel Data. (2024). Lu, Haoran ; Wang, Dianpeng. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:750-:d:1349815.

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2024A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network. (2024). Su, Liangjun ; Cai, Zongwu ; Liu, Xiyuan. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202406.

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2025Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? An application of the varying coefficient model. (2025). Chen, Wan-Jiun ; Wang, Chien-Ho ; Chu, Chi-Yang. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02655-3.

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2024The effect of financial stress on renewable energy consumption: evidence from US data. (2024). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03747-3.

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2024Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown. (2024). Deng, Yingchun ; Liu, Yakun ; Zhou, Jieming. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:3:d:10.1007_s11009-024-10096-9.

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2024REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING. (2024). Hong, Yongmiao ; Feng, Guanhao ; Cui, Liyuan. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:851-883.

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Works by Bin Chen:

YearTitleTypeCited
2020Time-varying Forecast Combination for High-Dimensional Data In: Papers.
[Full Text][Citation analysis]		paper2
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article12
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article8
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article17
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
[Full Text][Citation analysis]		article106
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2013Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2015Modeling and testing smooth structural changes with endogenous regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2018Nonparametric testing for smooth structural changes in panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
2015Testing for Fundamental Vector Moving Average Representations In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper16
2017Testing for fundamental vector moving average representations.(2017) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article

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