Wei-Ming Lee

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #9,398 of 23,481 by trust here, #20,730 by citations
• Finance — 5 citations into it; #4,355 of 10,518 by trust here, #9,027 by citations

Whom Wei-Ming Lee trusts overall

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

1. Yoon-Jae Whang
2. Ignacio N. Lobato
3. Yi-Ting Chen

Who trusts Wei-Ming Lee overall

1. Victor Troster
2. Markus Pauly
3. Juan-Carlos Escanciano
4. Carlos Velasco

Papers from Wei-Ming Lee's perspective

Ordered by how strongly the researchers Wei-Ming Lee trusts endorse each paper. Same corpus, a different order for every researcher.

1. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
2. Consistent bootstrap tests of parametric regression functions
3. The Empirical Characteristic Function and Its Applications
4. Testing time reversibility without moment restrictions
5. Testing for Autocorrelation Using a Modified Box-Pierce Q Test
6. Least absolute deviation estimation for all-pass time series models
7. The stationary bootstrap
8. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
9. Simple Robust Testing of Regression Hypotheses
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• A New Test of the Martingale Difference Hypothesis (2004) — 47 citations