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Details about Ai Deng

E-mail:
Homepage:http://sites.google.com/site/dengai929
Postal address:1300 Eye Street, Suite 600, Washington DC, 20006

Access statistics for papers by Ai Deng.

Last updated 2017-11-19. Update your information in the RePEc Author Service.

Short-id: pde272


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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 (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (1)

    See also Journal Article in Journal of Econometrics (2008)

2006

  1. 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
  2. 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 (2)
    See also Journal Article in Econometric Theory (2008)

2005

  1. 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)
  2. 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

2014

  1. Understanding Spurious Regression in Financial Economics
    Journal of Financial Econometrics, 2014, 12, (1), 122-150 Downloads
    Also in Journal of Financial Econometrics, 2013, 12, (1), 122-150 (2013) Downloads View citations (5)

2010

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

2008

  1. 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 Downloads View citations (23)
    See also Working Paper (2007)
  2. THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
    Econometric Theory, 2008, 24, (03), 809-822 Downloads View citations (26)
    See also Working Paper (2006)

2006

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