公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
2008 | Density Forecast Evaluation in the Presence of Estimation Uncertainty | Chen, Y-T | submitted | | | |
2003 | Discriminating between Competing STAR Models | Chen, Y-T | ECONOMICS LETTERS 79(2), 161-167 | | | |
1998 | Essays in Specification Tests for Econometrics Models | Chen, Y-T | National Taiwan University, Department of Economics | | | |
2016 | Exceedance Correlation Tests for Financial Returns | Chen, Y-T | Journal of Financial Econometrics 14(3), 581–616 | | | |
2010 | Generalized Moment Tests for Autoregressive Conditional Duration Models | Chen, Y-T | JOURNAL OF FINANCIAL ECONOMETRICS 8(3), 345-391 | | | |
2004 | GENERALIZED STANDARDIZED-RESIDUALS-BASED CORRELATION TESTS FOR TIME SERIES ANALYSIS | Chen, Y-T | | | | |
2006 | Higher-Order Conditional Moment Tests: A Simple Robust Approach | Chen, Y-T | | | | |
2010 | M Tests with a New Normalization Matrix | Chen, Y-T ; Qu, Z | | | | |
2007 | Moment Test for Standardized Error Distributions: A Simple Robust Approach | Chen, Y-T | | | | |
2007 | Moment Test for Standardized Error Distributions: A Simple Robust Approach | Chen, Y-T | | | | |
2011 | Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty | Chen, Y-T | JOURNAL OF FORECASTING 30(4), 409-450 | | | |
2008 | Moment Tests for Standard Error Distributions: A Simple Robust Approach | Chen, Y-T | submitted | | | |
2007 | Moment-Based Copula Tests for Financial Returns | Chen, Y-T | JOURNALOF BUSINESS AND ECONOMIC STATISTICS 25(4), 377-397 | | | |
2006 | Non-Nested Tests for Competing US Narrow Money Demand Functions | Chen, Y-T | ECONOMIC MODELLING 23(2), 339-363 | | | |
2003 | On the Discrimination of Competing GARCH-Type Models for Taiwan Stock Index Returns | Chen, Y-T | ACADEMIA ECONOMIC PAPERS 31(3), 369-405 | | | |
2011 | On the Optimal Estimating Function Method for Conditional Correlation Models | Chen, Y-T | | | | |
2015 | On the Optimal Estimating Function Method for Conditional Correlation Models | Chen, Y-T | Journal of Financial Econometrics 13(1), 83-125 | | | |
2009 | On the Optimization of a Generalized Robust Conditional Moment Test | Chen, Y-T | | | | |
2002 | On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study | Chen, Y-T | ECONOMICS BULLETIN 3(17), 1-10 | | | |
2008 | On the Robustness of Symmetry Tests for Stock Returns | Chen, Y-T ; Lin, C-C | Studies in Nonlinear Dynamics & Econometrics 12(2), 2 | | | |