IDEAS home Printed from https://ideas.repec.org/f/pch1972.html
   My authors  Follow this author

Bin Chen

Not to be confused with: Bin R. Chen

Personal Details

First Name:Bin
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch1972
[This author has chosen not to make the email address public]

Affiliation

Economics Department
University of Rochester

Rochester, New York (United States)
http://www.econ.rochester.edu/
RePEc:edi:edrocus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bin Chen & Kenwin Maung, 2020. "Time-varying Forecast Combination for High-Dimensional Data," Papers 2010.10435, arXiv.org.
  2. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2015. "Testing for Fundamental Vector Moving Average Representations," CAEPR Working Papers 2015-022, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

Articles

  1. Chen, Bin & Huang, Liquan, 2018. "Nonparametric testing for smooth structural changes in panel data models," Journal of Econometrics, Elsevier, vol. 202(2), pages 245-267.
  2. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
  3. Chen, Bin & Hong, Yongmiao, 2016. "Detecting For Smooth Structural Changes In Garch Models," Econometric Theory, Cambridge University Press, vol. 32(3), pages 740-791, June.
  4. Chen, Bin, 2015. "Modeling and testing smooth structural changes with endogenous regressors," Journal of Econometrics, Elsevier, vol. 185(1), pages 196-215.
  5. Chen, Bin & Hong, Yongmiao, 2014. "A unified approach to validating univariate and multivariate conditional distribution models in time series," Journal of Econometrics, Elsevier, vol. 178(P1), pages 22-44.
  6. Chen, Bin & Song, Zhaogang, 2013. "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, vol. 173(1), pages 83-107.
  7. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
  8. Bin Chen & Yongmiao Hong, 2012. "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression," Econometrica, Econometric Society, vol. 80(3), pages 1157-1183, May.
  9. Chen, Bin & Hong, Yongmiao, 2011. "Generalized spectral testing for multivariate continuous-time models," Journal of Econometrics, Elsevier, vol. 164(2), pages 268-293, October.
  10. Chen, Bin & Hong, Yongmiao, 2010. "Characteristic Function–Based Testing For Multifactor Continuous-Time Markov Models Via Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 26(4), pages 1115-1179, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2015-12-28 2020-11-09
  2. NEP-ETS: Econometric Time Series (2) 2015-12-28 2020-11-09
  3. NEP-FOR: Forecasting (1) 2020-11-09
  4. NEP-ORE: Operations Research (1) 2020-11-09

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Bin Chen should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.