Details about Haiqiang Chen
Access statistics for papers by Haiqiang Chen.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pch1534
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Working Papers
2015
- Estimation and Inference of Threshold Regression Models with Measurement Errors
MPRA Paper, University Library of Munich, Germany View citations (3)
2013
- A Principal Component Approach to Measuring Investor Sentiment in China
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article A principal component approach to measuring investor sentiment in China, Quantitative Finance, Taylor & Francis Journals (2014) View citations (33) (2014)
- Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk 
See also Journal Article ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES, Econometric Theory, Cambridge University Press (2015) View citations (2) (2015)
- Robust estimation and inference for threshold models with integrated regressors
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk 
Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University 
See also Journal Article ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS, Econometric Theory, Cambridge University Press (2015) View citations (7) (2015)
2012
- Theory and Applications of TAR Model with Two Threshold Variables
MPRA Paper, University Library of Munich, Germany View citations (22)
2005
- Threshold Autoregressive Model with Multiple Threshold Variables
Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (4)
2004
- 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 Generic consistency of the break-point estimators under specification errors in a multiple-break model, Econometrics Journal, Royal Economic Society (2008) View citations (25) (2008)
Journal Articles
2015
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES
Econometric Theory, 2015, 31, (4), 753-777 View citations (2)
See also Working Paper Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines, SFB 649 Discussion Papers (2013) (2013)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS
Econometric Theory, 2015, 31, (4), 778-810 View citations (7)
See also Working Paper Robust estimation and inference for threshold models with integrated regressors, SFB 649 Discussion Papers (2013) (2013)
2014
- A principal component approach to measuring investor sentiment in China
Quantitative Finance, 2014, 14, (4), 573-579 View citations (33)
See also Working Paper A Principal Component Approach to Measuring Investor Sentiment in China, MPRA Paper (2013) View citations (1) (2013)
- Recent macroeconomic stability in China
China Economic Review, 2014, 30, (C), 505-519 View citations (4)
2013
- 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 View citations (26)
- How smooth is price discovery? Evidence from cross-listed stock trading
Journal of International Money and Finance, 2013, 32, (C), 668-699 View citations (23)
2012
- Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
Journal of Empirical Finance, 2012, 19, (2), 175-199 View citations (27)
2011
- Are Chinese Stock Market Cycles Duration Independent?
The Financial Review, 2011, 46, (1), 151-164 View citations (8)
2010
- A principal-component approach to measuring investor sentiment
Quantitative Finance, 2010, 10, (4), 339-347 View citations (46)
- An investigation of duration dependence in the American stock market cycle
Journal of Applied Statistics, 2010, 37, (8), 1407-1416 View citations (5)
2008
- American depositary receipts: Asia-Pacific evidence on convergence and dynamics
Journal of Multinational Financial Management, 2008, 18, (4), 346-368 View citations (7)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model
Econometrics Journal, 2008, 11, (2), 287-307 View citations (25)
See also Working Paper Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model, Departmental Working Papers (2004) View citations (2) (2004)
2007
- Ant colony optimization for solving an industrial layout problem
European Journal of Operational Research, 2007, 183, (2), 633-642 View citations (5)
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