Chen, Bin; Hong, Yongmiao Detecting for smooth structural changes in GARCH models. (English) Zbl 1441.62634 Econom. Theory 32, No. 3, 740-791 (2016). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{B. Chen} and \textit{Y. Hong}, Econom. Theory 32, No. 3, 740--791 (2016; Zbl 1441.62634) Full Text: DOI
Chen, Bin; Hong, Yongmiao A unified approach to validating univariate and multivariate conditional distribution models in time series. (English) Zbl 1293.62181 J. Econom. 178, Part 1, 22-44 (2014). MSC: 62M10 62G10 62G30 91B84 91G70 PDFBibTeX XMLCite \textit{B. Chen} and \textit{Y. Hong}, J. Econom. 178, Part 1, 22--44 (2014; Zbl 1293.62181) Full Text: DOI
Chen, Bin; Song, Zhaogang Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach. (English) Zbl 1443.62338 J. Econom. 173, No. 1, 83-107 (2013). MSC: 62P05 62G10 62M02 62M10 62P20 PDFBibTeX XMLCite \textit{B. Chen} and \textit{Z. Song}, J. Econom. 173, No. 1, 83--107 (2013; Zbl 1443.62338) Full Text: DOI Link