Terence Tai-Leung Chong

Available identifiers

zbMath Open chong.terence-tai-leungMaRDI QIDQ167658

List of research outcomes

Publication	Date of Publication	Type
A new recognition algorithm for ``head-and-shoulders price patterns	2023-03-30	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
Non identification of structural change in non stationary AR(1) models	2022-05-25	Paper
Market Reaction to iPhone Rumors	2022-03-04	Paper
Estimating multiple breaks in nonstationary autoregressive models	2021-02-04	Paper
An investigation of duration dependence in the American stock market cycle	2020-09-29	Paper
Frequentist model averaging for threshold models	2019-05-17	Paper
Factor pricing in commodity futures and the role of liquidity	2018-11-19	Paper
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS	2018-09-06	Paper
The stock-bond comovements and cross-market trading	2018-08-10	Paper
Dirichlet process hidden Markov multiple change-point model	2016-04-22	Paper
ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES	2014-12-10	Paper
Time series test of nonlinear convergence and transitional dynamics	2013-01-29	Paper
Are Asian real exchange rates stationary?	2013-01-01	Paper
On the sample variance of explosive random coefficient autoregressive processes	2011-12-28	Paper
The empirical quest for \(\pi \)	2009-07-17	Paper
An Omnibus Test for Time Series ModelI(d)	2009-03-24	Paper
Generic consistency of the break-point estimators under specification errors in a multiple-break model	2008-08-21	Paper
A Class Test for Fractional Integration	2008-04-04	Paper
The polynomial aggregated AR(1) model*	2006-05-26	Paper
Generic consistency of the break‐point estimator under specification errors	2003-01-01	Paper
Time series properties of aggregated AR(2) processes	2002-03-03	Paper
Estimating the differencing parameter via the partial autocorrelation function	2001-09-17	Paper
Estimating the locations and number of change points by the sample-splitting method	2001-07-19	Paper
STRUCTURAL CHANGE IN AR(1) MODELS	2001-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4935655	2000-09-10	Paper
Estimating the fractionally integrated process in the presence of measurement errors	1999-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4224561	1999-06-13	Paper
Partial parameter consistency in a misspecified structural change model	1997-02-27	Paper

Research outcomes over time

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