The following pages link to Chia-Shang James Chu (Q1357086):
Displaying 12 items.
- (Q547078) (redirect page) (← links)
- Market timing: recent development and a new test (Q547079) (← links)
- Testing independence of two autocorrelated binary time series (Q1044019) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- Significance test in nonstationary multinomial logit model (Q1668254) (← links)
- (Q1782380) (redirect page) (← links)
- Significance test in nonstationary logit panel model with serially correlated dependent variable (Q1782381) (← links)
- Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
- Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161) (← links)
- MOSUM tests for parameter constancy (Q4851510) (← links)
- Detecting parameter shift in garch models (Q4853099) (← links)
- Monitoring Structural Change (Q4895055) (← links)
