Bin Chen
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Identifer
Contact
Affiliations
-
University of Rochester
/ Economics Department
Research profile
author of:
- Time-varying Forecast Combination for High-Dimensional Data (RePEc:arx:papers:2010.10435)
by Bin Chen & Kenwin Maung - Characteristic Function–Based Testing For Multifactor Continuous-Time Markov Models Via Nonparametric Regression (RePEc:cup:etheor:v:26:y:2010:i:04:p:1115-1179_99)
by Chen, Bin & Hong, Yongmiao - Testing For The Markov Property In Time Series (RePEc:cup:etheor:v:28:y:2012:i:01:p:130-178_00)
by Chen, Bin & Hong, Yongmiao - Detecting For Smooth Structural Changes In Garch Models (RePEc:cup:etheor:v:32:y:2016:i:03:p:740-791_00)
by Chen, Bin & Hong, Yongmiao - Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (RePEc:ecm:emetrp:v:80:y:2012:i:3:p:1157-1183)
by Bin Chen & Yongmiao Hong - Generalized spectral testing for multivariate continuous-time models (RePEc:eee:econom:v:164:y:2011:i:2:p:268-293)
by Chen, Bin & Hong, Yongmiao - Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach (RePEc:eee:econom:v:173:y:2013:i:1:p:83-107)
by Chen, Bin & Song, Zhaogang - A unified approach to validating univariate and multivariate conditional distribution models in time series (RePEc:eee:econom:v:178:y:2014:i:p1:p:22-44)
by Chen, Bin & Hong, Yongmiao - Modeling and testing smooth structural changes with endogenous regressors (RePEc:eee:econom:v:185:y:2015:i:1:p:196-215)
by Chen, Bin - Nonparametric testing for smooth structural changes in panel data models (RePEc:eee:econom:v:202:y:2018:i:2:p:245-267)
by Chen, Bin & Huang, Liquan - Testing for Fundamental Vector Moving Average Representations (RePEc:inu:caeprp:2015022)
by Bin Chen & Jinho Choi & Juan Carlos Escanciano - Testing for fundamental vector moving average representations (RePEc:wly:quante:v:8:y:2017:i:1:p:149-180)
by Bin Chen & Jinho Choi & Juan Carlos Escanciano