Results 1-22 of 22 (Search time: 0.002 seconds).
| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
|---|---|---|---|---|---|---|---|
| 1 | 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 | |||
| 2 | 2012 | A Simple Approach to Standardized-Residuals-based Higher-Moment Tests | Chen, Y-T | Journal of Empirical Finance 19(4), 427-453 | |||
| 3 | 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 | |||
| 4 | 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 | |||
| 5 | 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 | |||
| 6 | 2003 | Discriminating between Competing STAR Models | Chen, Y-T | ECONOMICS LETTERS 79(2), 161-167 | |||
| 7 | 2016 | Exceedance Correlation Tests for Financial Returns | Chen, Y-T | Journal of Financial Econometrics 14(3), 581–616 | |||
| 8 | 2010 | Generalized Moment Tests for Autoregressive Conditional Duration Models | Chen, Y-T | JOURNAL OF FINANCIAL ECONOMETRICS 8(3), 345-391 | |||
| 9 | 2011 | Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty | Chen, Y-T | JOURNAL OF FORECASTING 30(4), 409-450 | |||
| 10 | 2007 | Moment-Based Copula Tests for Financial Returns | Chen, Y-T | JOURNALOF BUSINESS AND ECONOMIC STATISTICS 25(4), 377-397 | |||
| 11 | 2006 | Non-Nested Tests for Competing US Narrow Money Demand Functions | Chen, Y-T | ECONOMIC MODELLING 23(2), 339-363 | |||
| 12 | 2003 | On the Discrimination of Competing GARCH-Type Models for Taiwan Stock Index Returns | Chen, Y-T | ACADEMIA ECONOMIC PAPERS 31(3), 369-405 | |||
| 13 | 2015 | On the Optimal Estimating Function Method for Conditional Correlation Models | Chen, Y-T | Journal of Financial Econometrics 13(1), 83-125 | |||
| 14 | 2002 | On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study | Chen, Y-T | ECONOMICS BULLETIN 3(17), 1-10 | |||
| 15 | 2008 | On the Robustness of Symmetry Tests for Stock Returns | Chen, Y-T ; Lin, C-C | Studies in Nonlinear Dynamics & Econometrics 12(2), 2 | |||
| 16 | 2015 | Testing for Granger Causality in Moments | Chen, Y-T | Oxford Bulletin of Economics and Statistics 78(2), 265-288 | |||
| 17 | 2007 | Testing for Misspecification in Binary Response Models with Competing Distributions | Chen, Y-T | OXFORD BULLETIN OF ECONOMICS AND STATISTICS 69(6), 843-865 | |||
| 18 | 2002 | Testing Serial Independence against Time Irreversibility | Chen, Y-T | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 7(3), 1-28 | |||
| 19 | 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 | |||
| 20 | 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 | |||
| 21 | 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 | |||
| 22 | 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 |
