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Ye CHEN
Ye CHEN
Capital University of Economics and Business
Dirección de correo verificada de cueb.edu.cn - Página principal
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Inference in continuous systems with mildly explosive regressors
Y Chen, PCB Phillips, J Yu
Journal of Econometrics 201 (2), 400-416, 2017
182017
Common bubble detection in large dimensional financial systems
Y Chen, PCB Phillips, S Shi
Journal of Financial Econometrics 21 (4), 989-1063, 2023
122023
Is stock price correlated with oil price? Spurious regressions with moderately explosive processes
Y Chen, Y Tu
Oxford Bulletin of Economics and Statistics 81 (5), 1012-1044, 2019
112019
Optimal jackknife for unit root models
Y Chen, J Yu
Statistics & Probability Letters 99, 135-142, 2015
92015
Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots
QL Ye Chen, Jian Li
Oxford Bulletin of Economics and Statistics 85 (4), 910-937, 2023
12023
Online Supplement to “Common Bubble Detection in Large Dimensional Financial Systems
Y Chen, PCB Phillips, S Shi
Journal of Financial Econometrics, 2021
12021
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Artículos 1–6