AcademicsJournal

• Jason Shachat, J. Todd Swarthout Auctioning the Right to Play Ultimatum Games and the Impact on Equilibrium Selection Games 20131205
• Angelos Dassios, Hongbiao Zhao Exact Simulation of Hawkes Process with Exponentially Decaying Intensity Electron. Commun. Probab. 20131205
• Jingyuan Liu, Runze Li, Rongling Wu Feature Selection for Varying Coefficient Models with Ultrahigh Dimensional Covariates Journal of the American Statistical Association 20131205
• Cindy Shin-Huei Wang, Luc Bauwens, Cheng Hsiao Forecasting A Long Memory Process Subject to Structural Breaks Journal of Econometrics 20131205
• Qian Han, Biao Guo, Bin Zhao The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components Journal of Futures Markets 20131205
• Yun Wang The result of world powers in WTO: A cheap-talk game under different communication protocols China Economic Review 20131201
• Cheng Hsiao, Qi Li, Jeffrey S. Racine A Consistent Model Specification Test with Mixed Discrete and Continuous Data Journal of Econometrics 20131014
• Georges Bresson, Cheng Hsiao A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris Advances in Statistical Analysis 20131014
• Yongmiao Hong, Yoon-Jin Lee A Loss Function Approach to Model Specification Testing and Its Relative Efficiency Annals of Statistics 20131014
• Zongwu Cai, Linna Chen, Ying Fang A New Forecasting Model for USD/CNY Exchange Rate Studies in Nonlinear Dynamics & Econometrics 20131014
• Cheng Hsiao, H. Steve Ching, Shui Ki Wan A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China Journal of Applied Econometrics 20131014
• Biao Guo, Qian Han, Maonan Liu, Doojin Ryu A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the S Emerging Markets Finance and Trade 20131014
• Sung Y. Park, Guochang Zhao An Estimation of U.S. Gasoline Demand: A Smooth Time-Varying Cointegration Approach Energy Economics 20131014
• Yongmiao Hong, Yoon-Jin Lee An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With ... Econometric Theory 20131014
• Yongmiao Hong, Hai Lin, Chunchi Wu Are Corporate Bond Market Returns Predictable? Journal of Banking and Finance 20131014
• Daniel Berkowitz, Mehmet Caner, Ying Fang Are “Nearly Exogenous Instruments” reliable? 20131014
• Qian Han, Biao Guo, Doojin Ryu, Robert I. Webb* Asymmetric and Negative Return-Volatility Relationship: The Case of the VKOSPI Investment Analyst Journal 20131014
• Yongmiao Hong, Jun Tu, Guofu Zhou Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation Review of Financial Studies 20131014
• Kent Wang, Jiawei Li, Shicheng Huang Bad Beta Good Beta, State-space News Decomposition and the Cross-section of Stock Returns Accounting & Finance 20131014
• Tingguo Zheng, Yujuan Teng, Tao Song Business Cycle Asymmetry in China: Evidence from Friedman’s Plucking Model China & World Economy 20131014