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北大光华统计系06年英文论文
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楼主 发表于  2012/3/23 23:14:51    编 辑   


Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation, (with P.C. B. Phillips and Y. Sun), International Economic Review, Vol. 47, Issue 3, 837-894, 2006.

 
 Nonstationary Discrete Choice: A Corrigendum and Addendum,(with P. C. B. Phillips and L. Hu), forthcoming in Journal of Econometrics.

 
A New Approach to Robust Inference in Cointegration, (with P.C. B. Phillips and Y. Sun), Economics Letters 91, 2006. 


 
Nonparametric Analysis and Prediction of CPR in China,(with L. Su), forthcoming in Applied Economics.

 
 “A Consistent Characteristic Function-Based Test for Conditional Independence”, Joint with Halbert White, 2006, Forthcoming in Journal of Econometrics.

“A Simple Test for Multivariate Conditional Symmetry,” Forthcoming in Economics Letters, 2006.

  “Nonparametric Analysis and Prediction of CPR in China”, Joint with Sainan Jin, Forthcoming in Applied Economics, 2006.

“Business Output and Business Experience -- Evidence from China's Non-governmental Businesses”, Forthcoming in Applied Economics Letters, 2006.

“Profile Likelihood Estimation of Partially Linear Panel Data Models with Fixed Effects,” (with Aman Ullah), Economics Letters 92, 75-81, 2006. 

“The Rise in House Prices in China: Bubbles or Fundamentals?” (With Jianying Hu, Sainan Jin and Wangjun Jiang) Economics Bulletin 3(7), 1-8, 2006.

“More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors,” (with Aman Ullah), Econometric Theory 22, 98-126, 2006.

“A Bootstrap Test for Conditional Symmetry”, (with Sainan Jin), Annals of Economics and Finance 6, 251-261, 2005.

Liu, J.M, Liu, L-M and Chen, R. (2006) ‘Modeling hourly electricity loads using a semiparametric time series approach’, Journal of Forecasting, in press

Chen, C.T., Chen, R. and Basset, G. (2006) ‘Properties of the cross-sectional distribution of daily equity returns’, Finance Letters, in press.

Zhang, J., Chen, R. and Liang, J. (2006) ’Empirical potential function for simplified protein models: combining contact and local sequence structure descriptors’, PROTEINS: Structure, Function, and Bioinformatics, in press.

Wu, S, and Chen, R. (2006) ‘Threshold variable selection and threshold variable driven switching autoregressive models’, Statistica Sinica, in press 





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