Hai-Qiang Chen

Available identifiers

Publication	Date of Publication	Type
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules	2023-04-17	Paper
A new robust inference for predictive quantile regression	2023-04-14	Paper
Estimation and inference of threshold regression models with measurement errors	2023-03-30	Paper
Theory and Applications of TAR Model with Two Threshold Variables	2022-05-31	Paper
The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets	2021-09-03	Paper
An empirical study on the threshold cointegration of Chinese A and H cross-listed shares	2020-11-04	Paper
An investigation of duration dependence in the American stock market cycle	2020-09-29	Paper
A perspective on recent methods on testing predictability of asset returns	2018-06-14	Paper
ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES	2015-11-03	Paper
ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS	2015-11-03	Paper
Generic consistency of the break-point estimators under specification errors in a multiple-break model	2008-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q3730945	1984-01-01	Paper

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