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

Working Papers

2015

1. Estimation and Inference of Threshold Regression Models with Measurement Errors
   MPRA Paper, University Library of Munich, Germany View citations (3)

2013

2. 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)
3. 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)
4. 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

5. Theory and Applications of TAR Model with Two Threshold Variables
   MPRA Paper, University Library of Munich, Germany View citations (22)

2005

6. Threshold Autoregressive Model with Multiple Threshold Variables
   Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (4)

2004

7. 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

1. 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)
2. 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

3. 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)
4. Recent macroeconomic stability in China
   China Economic Review, 2014, 30, (C), 505-519 View citations (4)

2013

5. 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)
6. 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

7. 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

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

2010

9. A principal-component approach to measuring investor sentiment
   Quantitative Finance, 2010, 10, (4), 339-347 View citations (47)
10. An investigation of duration dependence in the American stock market cycle
    Journal of Applied Statistics, 2010, 37, (8), 1407-1416 View citations (5)

2008

11. American depositary receipts: Asia-Pacific evidence on convergence and dynamics
    Journal of Multinational Financial Management, 2008, 18, (4), 346-368 View citations (7)
12. 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

13. Ant colony optimization for solving an industrial layout problem
    European Journal of Operational Research, 2007, 183, (2), 633-642 View citations (5)