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
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Working Papers
2007
- 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
- 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
- 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
- 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)
- 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
- Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications
Journal of Econometric Methods, 2020, 9, (1), 12
2017
- 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
- 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
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
Economics Letters, 2010, 107, (1), 22-25
2008
- 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)
- 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
- 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)
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