| 公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
| 1 | 2020 | A Stochastic Frontier Model with Endogenous Treatment Status and Mediator | Chen, Y-T ; Hsu, Y-C ; Wang, H-J | JOURNAL OF BUSINESS & ECONOMIC STATISTICS 38(2), 243-256 | | | |
| 2 | 2019 | 臺灣與南韓之經濟成長比較：合成控制法下的反事實分析 | Chen, Y-T | 台灣經濟預測與政策 第50卷第1期，1-41頁 | | | |
| 3 | 2018 | A Unified Approach to Estimating and Testing Income Distributions with Grouped Data | Chen, Y-T | Journal of Business & Economic Statistics 36(3), 438-455 | | | |
| 4 | 2017 | A Mixed-Frequency Smooth Measurement for the Evolution of Business Conditions | Chen, Y-T | | | | |
| 5 | 2017 | Quantile Time-Series Regressions for Distribution Evolution | Chen, Y-T | | | | |
| 6 | 2016 | A Unified Approach to Estimating and Testing Income Distributions with Grouped Data | Chen, Y-T | | | | |
| 7 | 2016 | A Unified Approach to Estimating and Testing Income Distributions with Grouped Data | Chen, Y-T | | | | |
| 8 | 2016 | A Mixed-Frequency Smooth Measurement for the Evolution of Business Conditions | Chen, Y-T | | | | |
| 9 | 2016 | The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market | Chen, Y-T ; Vincent, K | Journal of Forecasting 35(6), 504-527 | | | |
| 10 | 2016 | Exceedance Correlation Tests for Financial Returns | Chen, Y-T | Journal of Financial Econometrics 14(3), 581–616 | | | |
| 11 | 2015 | A Mixed-frequency Smooth Measurement for the Evolution of Business Conditions | 陳宜廷 | | | | |
| 12 | 2015 | A Stochastic Frontier Model with Endogenous Treatment Status and Mediator | 陳宜廷 ; 許育進 ; 王泓仁 | | | | |
| 13 | 2015 | A Stochastic Frontier Model with Endogenous Treatment Status and Mediator | Chen, Y-T ; Hsu, Y-C ; Wang, H-J | | | | |
| 14 | 2015 | A Unified Approach to Estimating and Testing Income Distributions with Grouped Data | Chen, Y-T | | | | |
| 15 | 2015 | On the Optimal Estimating Function Method for Conditional Correlation Models | Chen, Y-T | Journal of Financial Econometrics 13(1), 83-125 | | | |
| 16 | 2015 | Testing for Granger Causality in Moments | Chen, Y-T | Oxford Bulletin of Economics and Statistics 78(2), 265-288 | | | |
| 17 | 2013 | 經濟學門學術期刊評比更新 | 陳宜廷 ; 曹添旺; 王泓仁; 林明仁; 張俊仁 ; 黃粲堯 | 經濟論文 第41卷第3期，頁327-361 | | | |
| 18 | 2012 | A Simple Approach to Standardized-Residuals-based Higher-Moment Tests | Chen, Y-T | Journal of Empirical Finance 19(4), 427-453 | | | |
| 19 | 2012 | 臺灣經濟最近情勢 | 陳宜廷 ; 簡錦漢 ; 張靜貞 ; 蔡文禎 ; 林常青 ; 周雨田 | 臺灣經濟預測與政策 第42卷第2期，頁157-179 | | | |
| 20 | 2012 | Optimal Robust Conditional Moment Tests: An Estimating Function Approach | Chen, Y-T ; Kuan, C-M | Causality, Prediction, and Specification Analysis: Recent Advances and Future Directions-Essays in Honour of Halbert L. White Jr. (USA : Springer) | | | |
| 21 | 2011 | On the Optimal Estimating Function Method for Conditional Correlation Models | Chen, Y-T | | | | |
| 22 | 2011 | Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty | Chen, Y-T | JOURNAL OF FORECASTING 30(4), 409-450 | | | |
| 23 | 2010 | M Tests with a New Normalization Matrix | Chen, Y-T ; Qu, Z | | | | |
| 24 | 2010 | Generalized Moment Tests for Autoregressive Conditional Duration Models | Chen, Y-T | JOURNAL OF FINANCIAL ECONOMETRICS 8(3), 345-391 | | | |
| 25 | 2010 | A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series Models | Chen, Y-T | ACADEMIA ECONOMIC PAPERS 38(2), 157-210 | | | |
| 26 | 2009 | On the Optimization of a Generalized Robust Conditional Moment Test | Chen, Y-T | | | | |
| 27 | 2009 | A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series Models | Chen, Y-T | | | | |
| 28 | 2009 | 經濟成長率預測之評估與更新 | 陳宜廷 ; 徐士勛; 莊額嘉 | submitted | | | |
| 29 | 2008 | On the Robustness of Symmetry Tests for Stock Returns | Chen, Y-T ; Lin, C-C | Studies in Nonlinear Dynamics & Econometrics 12(2), 2 | | | |
| 30 | 2008 | A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-Type Models | Chen, Y-T | JOURNAL OF APPLIED ECONOMETRICS 23(1), 111-133 | | | |
| 31 | 2008 | Density Forecast Evaluation in the Presence of Estimation Uncertainty | Chen, Y-T | submitted | | | |
| 32 | 2008 | A Generalized Moment Test for Autoregressive Conditional Duration Models | Chen, Y-T ; Hsieh, C-S | submitted | | | |
| 33 | 2008 | Moment Tests for Standard Error Distributions: A Simple Robust Approach | Chen, Y-T | submitted | | | |
| 34 | 2008 | A New Random Normalizing Approach to the M Test without Recursive Estimations | Chen, Y-T | | | | |
| 35 | 2007 | Testing for Misspecification in Binary Response Models with Competing Distributions | Chen, Y-T | OXFORD BULLETIN OF ECONOMICS AND STATISTICS 69(6), 843-865 | | | |
| 36 | 2007 | Moment-Based Copula Tests for Financial Returns | Chen, Y-T | JOURNALOF BUSINESS AND ECONOMIC STATISTICS 25(4), 377-397 | | | |
| 37 | 2007 | Moment Test for Standardized Error Distributions: A Simple Robust Approach | Chen, Y-T | | | | |
| 38 | 2007 | Moment Test for Standardized Error Distributions: A Simple Robust Approach | Chen, Y-T | | | | |
| 39 | 2006 | Non-Nested Tests for Competing US Narrow Money Demand Functions | Chen, Y-T | ECONOMIC MODELLING 23(2), 339-363 | | | |
| 40 | 2006 | Higher-Order Conditional Moment Tests: A Simple Robust Approach | Chen, Y-T | | | | |
| 41 | 2006 | Testing for Non-Nested Cox Models | Chen, Y-T | | | | |
| 42 | 2005 | Standardized-Residuals-Based Tests for Symmetry | Chen, Y-T | submitted | | | |
| 43 | 2004 | GENERALIZED STANDARDIZED-RESIDUALS-BASED CORRELATION TESTS FOR TIME SERIES ANALYSIS | Chen, Y-T | | | | |
| 44 | 2003 | On the Discrimination of Competing GARCH-Type Models for Taiwan Stock Index Returns | Chen, Y-T | ACADEMIA ECONOMIC PAPERS 31(3), 369-405 | | | |
| 45 | 2003 | Discriminating between Competing STAR Models | Chen, Y-T | ECONOMICS LETTERS 79(2), 161-167 | | | |
| 46 | 2003 | Testing Serial Independence against Time Irreversibility | Chen, Y-T | | | | |
| 47 | 2002 | On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study | Chen, Y-T | ECONOMICS BULLETIN 3(17), 1-10 | | | |
| 48 | 2002 | Testing Serial Independence against Time Irreversibility | Chen, Y-T | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 7(3), 1-28 | | | |
| 49 | 2002 | A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH Model | Chen, Y-T | | | | |
| 50 | 2002 | A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH Model | Chen, Y-T | | | | |
| 51 | 1998 | Essays in Specification Tests for Econometrics Models | Chen, Y-T | National Taiwan University, Department of Economics | | | |
