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Details about Haiqiang Chen

Workplace:Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, (more information at EDIRC)

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Short-id: pch1534


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Working Papers

2015

  1. Estimation and Inference of Threshold Regression Models with Measurement Errors
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. A Principal Component Approach to Measuring Investor Sentiment in China
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Quantitative Finance (2014)
  2. Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
    See also Journal Article in Econometric Theory (2015)
  3. Robust Estimation and Inference for Threshold Models with Integrated Regressors
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
    Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads

    See also Journal Article in Econometric Theory (2015)

2012

  1. Theory and Applications of TAR Model with Two Threshold Variables
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)

2005

  1. Threshold Autoregressive Model with Multiple Threshold Variables
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (3)

2004

  1. Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (2)
    See also Journal Article in Econometrics Journal (2008)

Journal Articles

2015

  1. ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES
    Econometric Theory, 2015, 31, (04), 753-777 Downloads
    See also Working Paper (2013)
  2. ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS
    Econometric Theory, 2015, 31, (04), 778-810 Downloads
    See also Working Paper (2013)

2014

  1. A principal component approach to measuring investor sentiment in China
    Quantitative Finance, 2014, 14, (4), 573-579 Downloads View citations (7)
    See also Working Paper (2013)
  2. Recent macroeconomic stability in China
    China Economic Review, 2014, 30, (C), 505-519 Downloads

2013

  1. Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach
    Journal of Futures Markets, 2013, 33, (12), 1167-1190 Downloads View citations (9)
  2. How smooth is price discovery? Evidence from cross-listed stock trading
    Journal of International Money and Finance, 2013, 32, (C), 668-699 Downloads View citations (11)

2012

  1. Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
    Journal of Empirical Finance, 2012, 19, (2), 175-199 Downloads View citations (17)

2011

  1. Are Chinese Stock Market Cycles Duration Independent?
    The Financial Review, 2011, 46, (1), 151-164 View citations (8)

2010

  1. A principal-component approach to measuring investor sentiment
    Quantitative Finance, 2010, 10, (4), 339-347 Downloads View citations (17)
  2. An investigation of duration dependence in the American stock market cycle
    Journal of Applied Statistics, 2010, 37, (8), 1407-1416 Downloads View citations (3)

2008

  1. American depositary receipts: Asia-Pacific evidence on convergence and dynamics
    Journal of Multinational Financial Management, 2008, 18, (4), 346-368 Downloads View citations (7)
  2. Generic consistency of the break-point estimators under specification errors in a multiple-break model
    Econometrics Journal, 2008, 11, (2), 287-307 Downloads View citations (19)
    See also Working Paper (2004)

2007

  1. Ant colony optimization for solving an industrial layout problem
    European Journal of Operational Research, 2007, 183, (2), 633-642 Downloads View citations (4)
 
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