Details about Bin Chen

Access statistics for papers by Bin Chen.

Last updated 2024-06-15. Update your information in the RePEc Author Service.

Short-id: pch1972

Working Papers

2020

1. Time-varying Forecast Combination for High-Dimensional Data
   Papers, arXiv.org View citations (2)

2015

2. Testing for Fundamental Vector Moving Average Representations
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
   See also Journal Article Testing for fundamental vector moving average representations, Quantitative Economics, Econometric Society (2017) View citations (15) (2017)

Journal Articles

2018

1. Nonparametric testing for smooth structural changes in panel data models
   Journal of Econometrics, 2018, 202, (2), 245-267 View citations (15)

2017

2. Testing for fundamental vector moving average representations
   Quantitative Economics, 2017, 8, (1), 149-180 View citations (15)
   See also Working Paper Testing for Fundamental Vector Moving Average Representations, CAEPR Working Papers (2015) View citations (5) (2015)

2016

3. DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
   Econometric Theory, 2016, 32, (3), 740-791 View citations (14)

2015

4. Modeling and testing smooth structural changes with endogenous regressors
   Journal of Econometrics, 2015, 185, (1), 196-215 View citations (21)

2014

5. A unified approach to validating univariate and multivariate conditional distribution models in time series
   Journal of Econometrics, 2014, 178, (P1), 22-44 View citations (3)

2013

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

2012

7. TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
   Econometric Theory, 2012, 28, (1), 130-178 View citations (7)
8. Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
   Econometrica, 2012, 80, (3), 1157-1183 View citations (100)

2011

9. Generalized spectral testing for multivariate continuous-time models
   Journal of Econometrics, 2011, 164, (2), 268-293 View citations (3)

2010

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