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Details about Bin Chen

Workplace:Economics Department, University of Rochester, (more information at EDIRC)

Access statistics for papers by Bin Chen.

Last updated 2020-11-04. Update your information in the RePEc Author Service.

Short-id: pch1972


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Working Papers

2020

  1. Time-varying Forecast Combination for High-Dimensional Data
    Papers, arXiv.org Downloads

2015

  1. Testing for Fundamental Vector Moving Average Representations
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (4)
    See also Journal Article in Quantitative Economics (2017)

Journal Articles

2018

  1. Nonparametric testing for smooth structural changes in panel data models
    Journal of Econometrics, 2018, 202, (2), 245-267 Downloads View citations (4)

2017

  1. Testing for fundamental vector moving average representations
    Quantitative Economics, 2017, 8, (1), 149-180 Downloads View citations (13)
    See also Working Paper (2015)

2016

  1. DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
    Econometric Theory, 2016, 32, (3), 740-791 Downloads View citations (4)

2015

  1. Modeling and testing smooth structural changes with endogenous regressors
    Journal of Econometrics, 2015, 185, (1), 196-215 Downloads View citations (8)

2014

  1. A unified approach to validating univariate and multivariate conditional distribution models in time series
    Journal of Econometrics, 2014, 178, (P1), 22-44 Downloads View citations (2)

2013

  1. Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
    Journal of Econometrics, 2013, 173, (1), 83-107 Downloads View citations (2)

2012

  1. TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
    Econometric Theory, 2012, 28, (1), 130-178 Downloads View citations (6)
  2. Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
    Econometrica, 2012, 80, (3), 1157-1183 Downloads View citations (50)

2011

  1. Generalized spectral testing for multivariate continuous-time models
    Journal of Econometrics, 2011, 164, (2), 268-293 Downloads View citations (2)

2010

  1. CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION
    Econometric Theory, 2010, 26, (4), 1115-1179 Downloads View citations (12)
 
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