C. Chung
Econometric Theory · with Tsay · 2000–2002
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom C. Chung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts C. Chung overall
Papers from C. Chung's perspective
Ordered by how strongly the researchers C. Chung trusts endorse each paper. Same corpus, a different order for every researcher.
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Convergence of Probability Measures
- The Econometric Modelling of Financial Time Series
- The impact of terms of trade and real exchange rate volatility on investment and growth in sub-Saharan Africa
- Testing for Linear Trend with Application to Relative Primary Commodity Prices
- Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
- Time series analysis, forecasting and control
- recursive Mean Adjustment for Unit Root Tests
- Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis
Their papers
- SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES (2002) — 62 citations
- The spurious regression of fractionally integrated processes (2000) — 138 citations