Bin Chen : Citation Profile

Are you Bin Chen?

University of Rochester

6

H index

6

i10 index

185

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 18
   Journals where Bin Chen has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 5 (2.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1972
   Updated: 2024-11-04    RAS profile: 2024-06-15    
   Missing citations? Add them    Incorrect content? Let us know

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 (13)

Marcellino, Massimiliano (9)

Kapetanios, George (9)

GAO, Jiti (6)

Shafiullah, Muhammad (6)

Su, Liangjun (5)

Lee, Tae Hwy (4)

gourieroux, christian (4)

Shahbaz, Muhammad (4)

Uctum, Merih (4)

Ng, Serena (4)

Cites to:

Hong, Yongmiao (14)

Singleton, Kenneth (12)

Ait-Sahalia, Yacine (10)

Phillips, Peter (9)

Diebold, Francis (9)

Swanson, Norman (8)

LINTON, OLIVER (8)

Su, Liangjun (8)

Shephard, Neil (7)

Bollerslev, Tim (7)

Duffie, Darrell (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 (2024 and 2023)

YearTitle of citing document
2023Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2019). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

Full description at Econpapers || Download paper

2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

Full description at Econpapers || Download paper

2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

Full description at Econpapers || Download paper

2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

Full description at Econpapers || Download paper

2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

Full description at Econpapers || Download paper

2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

Full description at Econpapers || Download paper

2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

Full description at Econpapers || Download paper

2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

Full description at Econpapers || Download paper

2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

Full description at Econpapers || Download paper

2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

Full description at Econpapers || Download paper

2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

Full description at Econpapers || Download paper

2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

Full description at Econpapers || Download paper

2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

Full description at Econpapers || Download paper

2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

Full description at Econpapers || Download paper

2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

Full description at Econpapers || Download paper

2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

Full description at Econpapers || Download paper

2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

Full description at Econpapers || Download paper

2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

Full description at Econpapers || Download paper

2023Nonparametric testing for the specification of spatial trend functions. (2023). Chan, Ngai Hang ; Zhang, Rongmao ; Chi, Changxiong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x2300026x.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

Full description at Econpapers || Download paper

2023Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors. (2023). Kapetanios, George ; Marcellino, Massimiliano ; Bai, YU. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-13.

Full description at Econpapers || Download paper

2023Testing for parameter change epochs in GARCH time series. (2023). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:467-491..

Full description at Econpapers || Download paper

2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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]		article11
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article6
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
[Full Text][Citation analysis]		article94
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]		article21
2018Nonparametric testing for smooth structural changes in panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2015Testing for Fundamental Vector Moving Average Representations In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper15
2017Testing for fundamental vector moving average representations.(2017) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team