Details about Ai Deng

Access statistics for papers by Ai Deng.

Last updated 2020-02-07. Update your information in the RePEc Author Service.

Short-id: pde272

Working Papers

2007

1. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (2)
   See also Journal Article in Journal of Econometrics (2008)

2006

2. Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
3. The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
   See also Journal Article in Econometric Theory (2008)

2005

4. A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
   See also Journal Article in Econometrics Journal (2006)
5. The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions*
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)

Journal Articles

2020

1. Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications
   Journal of Econometric Methods, 2020, 9, (1), 12

2017

2. TO POOL OR NOT TO POOL: A CLOSER LOOK AT THE USE OF SUB-REGRESSIONS IN ANTITRUST CLASS CERTIFICATION
   Journal of Competition Law and Economics, 2017, 13, (4), 609-636

2014

3. Understanding Spurious Regression in Financial Economics
   Journal of Financial Econometrics, 2014, 12, (1), 122-150 View citations (10)
   Also in Journal of Financial Econometrics, 2013, 12, (1), 122-150 (2013) View citations (10)

2010

4. Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
   Economics Letters, 2010, 107, (1), 22-25

2008

5. A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
   Journal of Econometrics, 2008, 142, (1), 212-240 View citations (44)
   See also Working Paper (2007)
6. THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
   Econometric Theory, 2008, 24, (3), 809-822 View citations (36)
   See also Working Paper (2006)

2006

7. A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
   Econometrics Journal, 2006, 9, (3), 423-447 View citations (15)
   See also Working Paper (2005)