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Showing results 19 to 38 of 51
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Issue Date
Title
Author(s)
Relation
scopus
WOS
Fulltext/Archive link
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