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Ai Deng

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This is information that was supplied by Ai Deng in registering through RePEc. If you are Ai Deng , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ai
Middle Name:
Last Name: Deng
Suffix:

RePEc Short-ID: pde272

Email:
Homepage: http://sites.google.com/site/dengai929
Postal Address: 1300 Eye Street, Suite 600, Washington DC, 20006
Phone:

Affiliation

Works

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Working papers

  1. Ai Deng Author-X-Name-First: Ai, 2006. "Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process," Boston University - Department of Economics - Working Papers Series WP2006-027, Boston University - Department of Economics.
  2. Ai Deng & Pierre Perron, 2006. "The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions," Boston University - Department of Economics - Working Papers Series wp2006-004, Boston University - Department of Economics.
  3. Ai Deng & Pierre Perron, 2005. "A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend," Boston University - Department of Economics - Working Papers Series WP2005-030, Boston University - Department of Economics.
  4. Ai Deng & Pierre Perron, 2005. "The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions," Boston University - Department of Economics - Working Papers Series WP2005-046, Boston University - Department of Economics.
  5. Ai Deng & Pierre Perron, 2005. "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series WP2005-047, Boston University - Department of Economics.

Articles

  1. Ai Deng, 2013. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 122-150, December.
  2. Deng, Ai, 2010. "Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process," Economics Letters, Elsevier, vol. 107(1), pages 22-25, April.
  3. Deng, Ai & Perron, Pierre, 2008. "The Limit Distribution Of The Cusum Of Squares Test Under General Mixing Conditions," Econometric Theory, Cambridge University Press, vol. 24(03), pages 809-822, June.
  4. Deng, Ai & Perron, Pierre, 2008. "A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January.
  5. Ai Deng & Pierre Perron, 2006. "A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 423-447, November.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-04-22 2006-10-28. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-03-18. Author is listed
  3. NEP-FIN: Finance (1) 2006-10-28. Author is listed
  4. NEP-MAC: Macroeconomics (2) 2006-03-18 2006-10-28. Author is listed

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