4
H index
4
i10 index
127
Citations
Ai Deng : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2005 - 2020). 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:
|
Main data
Where Ai Deng has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Econometrics | 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2024 | Theory 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 |
| 2024 | Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). 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. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. 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 |
| 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 ; Yang, Alan T ; Talaei-Khoei, Amir. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s0166497224000257. 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 | 42 |
| 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: 42 | 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 | 20 |
| 2014 | Understanding Spurious Regression in Financial Economics.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team