公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
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 | | | |
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) | | | |
2017 | Quantile Time-Series Regressions for Distribution Evolution | Chen, Y-T | | | | |
2005 | Standardized-Residuals-Based Tests for Symmetry | Chen, Y-T | submitted | | | |
2015 | Testing for Granger Causality in Moments | Chen, Y-T | Oxford Bulletin of Economics and Statistics 78(2), 265-288 | | | |
2007 | Testing for Misspecification in Binary Response Models with Competing Distributions | Chen, Y-T | OXFORD BULLETIN OF ECONOMICS AND STATISTICS 69(6), 843-865 | | | |
2006 | Testing for Non-Nested Cox Models | Chen, Y-T | | | | |
2002 | Testing Serial Independence against Time Irreversibility | Chen, Y-T | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 7(3), 1-28 | | | |
2003 | Testing Serial Independence against Time Irreversibility | Chen, Y-T | | | | |
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 | | | |