Li-Hsueh Chen

2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Li-Hsueh Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. W. Enders

Papers from Li-Hsueh Chen's perspective

Ordered by how strongly the researchers Li-Hsueh Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Cointegration and Threshold Adjustment
  2. Prices Rise Faster than They Fall (Journal of Political Economy)
  3. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
  4. Estimating non-linear ARMA models using Fourier coefficients
  5. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  6. Testing for the Constancy of Parameters over Time
  7. Testing for stationarity with a break
  8. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
  9. On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process
  10. A general test for time dependence in parameters

Their papers