Publications

Results 1-51 of 51 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12020A Stochastic Frontier Model with Endogenous Treatment Status and MediatorChen, Y-T ; Hsu, Y-C ; Wang, H-JJOURNAL OF BUSINESS & ECONOMIC STATISTICS 38(2), 243-256
22019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
32018A Unified Approach to Estimating and Testing Income Distributions with Grouped DataChen, Y-T Journal of Business & Economic Statistics 36(3), 438-455
42017A Mixed-Frequency Smooth Measurement for the Evolution of Business ConditionsChen, Y-T 
52017Quantile Time-Series Regressions for Distribution EvolutionChen, Y-T 
62016A Unified Approach to Estimating and Testing Income Distributions with Grouped DataChen, Y-T 
72016A Unified Approach to Estimating and Testing Income Distributions with Grouped DataChen, Y-T 
82016A Mixed-Frequency Smooth Measurement for the Evolution of Business ConditionsChen, Y-T 
92016The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock MarketChen, Y-T ; Vincent, KJournal of Forecasting 35(6), 504-527
102016Exceedance Correlation Tests for Financial ReturnsChen, Y-T Journal of Financial Econometrics 14(3), 581–616
112015A Mixed-frequency Smooth Measurement for the Evolution of Business Conditions陳宜廷 
122015A Stochastic Frontier Model with Endogenous Treatment Status and Mediator陳宜廷 ; 許育進 ; 王泓仁
132015A Stochastic Frontier Model with Endogenous Treatment Status and MediatorChen, Y-T ; Hsu, Y-C ; Wang, H-J
142015A Unified Approach to Estimating and Testing Income Distributions with Grouped DataChen, Y-T 
152015On the Optimal Estimating Function Method for Conditional Correlation ModelsChen, Y-T Journal of Financial Econometrics 13(1), 83-125
162015Testing for Granger Causality in MomentsChen, Y-T Oxford Bulletin of Economics and Statistics 78(2), 265-288
172013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
182012A Simple Approach to Standardized-Residuals-based Higher-Moment TestsChen, Y-T Journal of Empirical Finance 19(4), 427-453
192012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
202012Optimal Robust Conditional Moment Tests: An Estimating Function ApproachChen, Y-T ; Kuan, C-MCausality, Prediction, and Specification Analysis: Recent Advances and Future Directions-Essays in Honour of Halbert L. White Jr. (USA : Springer)
212011On the Optimal Estimating Function Method for Conditional Correlation ModelsChen, Y-T 
222011Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation UncertaintyChen, Y-T JOURNAL OF FORECASTING 30(4), 409-450
232010M Tests with a New Normalization MatrixChen, Y-T ; Qu, Z
242010Generalized Moment Tests for Autoregressive Conditional Duration ModelsChen, Y-T JOURNAL OF FINANCIAL ECONOMETRICS 8(3), 345-391
252010A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series ModelsChen, Y-T ACADEMIA ECONOMIC PAPERS 38(2), 157-210
262009On the Optimization of a Generalized Robust Conditional Moment TestChen, Y-T 
272009A Method-of-Moments-Based Synthesis of Estimation and Testing Methods  for Financial Time Series ModelsChen, Y-T 
282009經濟成長率預測之評估與更新陳宜廷 ; 徐士勛; 莊額嘉submitted
292008On the Robustness of Symmetry Tests for Stock ReturnsChen, Y-T ; Lin, C-C Studies in Nonlinear Dynamics & Econometrics 12(2), 2
302008A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-Type ModelsChen, Y-T JOURNAL OF APPLIED ECONOMETRICS 23(1), 111-133
312008Density Forecast Evaluation in the Presence of Estimation UncertaintyChen, Y-T submitted
322008A Generalized Moment Test for Autoregressive Conditional Duration ModelsChen, Y-T ; Hsieh, C-Ssubmitted
332008Moment Tests for Standard Error Distributions:  A Simple Robust ApproachChen, Y-T submitted
342008A New Random Normalizing Approach to the M Test without Recursive EstimationsChen, Y-T 
352007Testing for Misspecification in Binary Response Models with Competing DistributionsChen, Y-T OXFORD BULLETIN OF ECONOMICS AND STATISTICS 69(6), 843-865
362007Moment-Based Copula Tests for Financial ReturnsChen, Y-T JOURNALOF BUSINESS AND ECONOMIC STATISTICS 25(4), 377-397
372007Moment Test for Standardized Error Distributions: A Simple Robust ApproachChen, Y-T 
382007Moment Test for Standardized Error Distributions: A Simple Robust ApproachChen, Y-T 
392006Non-Nested Tests for Competing US Narrow Money Demand FunctionsChen, Y-T ECONOMIC MODELLING 23(2), 339-363
402006Higher-Order Conditional Moment Tests: A Simple Robust ApproachChen, Y-T 
412006Testing for Non-Nested Cox ModelsChen, Y-T 
422005Standardized-Residuals-Based Tests for SymmetryChen, Y-T submitted
432004GENERALIZED STANDARDIZED-RESIDUALS-BASED CORRELATION TESTS FOR TIME SERIES ANALYSISChen, Y-T 
442003On the Discrimination of Competing GARCH-Type Models for Taiwan Stock Index ReturnsChen, Y-T ACADEMIA ECONOMIC PAPERS 31(3), 369-405
452003Discriminating between Competing STAR ModelsChen, Y-T ECONOMICS LETTERS 79(2), 161-167
462003Testing Serial Independence against Time IrreversibilityChen, Y-T 
472002On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation StudyChen, Y-T ECONOMICS BULLETIN 3(17), 1-10
482002Testing Serial Independence against Time IrreversibilityChen, Y-T STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 7(3), 1-28
492002A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH ModelChen, Y-T 
502002A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH ModelChen, Y-T 
511998Essays in Specification Tests for Econometrics ModelsChen, Y-T National Taiwan University, Department of Economics