Hai-Qiang Chen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
A new robust inference for predictive quantile regression Journal of Econometrics	2023-04-14	Paper
Estimation and inference of threshold regression models with measurement errors Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
Theory and applications of TAR model with two threshold variables Econometric Reviews	2022-05-31	Paper
The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets Quantitative Finance	2021-09-03	Paper
An empirical study on the threshold cointegration of Chinese A and H cross-listed shares Journal of Applied Statistics	2020-11-04	Paper
An investigation of duration dependence in the American stock market cycle Journal of Applied Statistics	2020-09-29	Paper
A perspective on recent methods on testing predictability of asset returns Applied Mathematics. Series B (English Edition)	2018-06-14	Paper
Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines Econometric Theory	2015-11-03	Paper
Robust estimation and inference for threshold models with integrated regressors Econometric Theory	2015-11-03	Paper
Generic consistency of the break-point estimators under specification errors in a multiple-break model Econometrics Journal	2008-08-21	Paper
scientific article; zbMATH DE number 3963090 (Why is no real title available?)	1984-01-01	Paper

Research outcomes over time

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