4
H index
4
i10 index
131
Citations
Ai Deng : Citation Profile
| RESEARCH PRODUCTION: 9 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). 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:
| Cites to:
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Main data
Where Ai Deng has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Econometrics | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 6 |
Recent works citing Ai Deng (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper |
| 2024 | Theory 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. Full description at Econpapers || Download paper |
| 2024 | Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235. Full description at Econpapers || Download paper |
| 2024 | Theory 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. Full description at Econpapers || Download paper |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper |
| 2024 | Prewhitened 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. Full description at Econpapers || Download paper |
| 2025 | Long-run risk in stationary vector autoregressive models. (2025). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002562. Full description at Econpapers || Download paper |
| 2024 | Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700. Full description at Econpapers || Download paper |
| 2024 | Out-of-sample predictability in predictive regressions with many predictor candidates. (2024). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1166-1178. Full description at Econpapers || Download paper |
| 2024 | How does incorporating ChatGPT within a firm reinforce agility-mediated performance? The moderating role of innovation infusion and firms’ ethical identity. (2024). Masialeti, Masialeti ; Talaei-Khoei, Amir ; Yang, Alan T. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s0166497224000257. Full description at Econpapers || Download paper |
| 2025 | Regional Youth Population Prediction Using LSTM. (2025). Kim, Jiwoo ; Kwon, Kyusang ; Seo, Jaejun ; Yoon, Sunwoong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:6905-:d:1712949. Full description at Econpapers || Download paper |
| 2024 | Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04595355. Full description at Econpapers || Download paper |
| 2025 | On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series. (2025). Lab, N ; Ghoudi, K. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:5:d:10.1007_s00362-025-01728-4. Full description at Econpapers || Download paper |
Works by Ai Deng:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 17 |
| 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: 17 | 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 | 46 |
| 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: 46 | 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: 46 | 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 | 44 |
| 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: 44 | 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 |
| 2023 | Time series cross validation: A theoretical result and finite sample performance In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 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 | 21 |
| 2014 | Understanding Spurious Regression in Financial Economics.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team