已发表成果:
WOK 论文 7 篇;
Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
AN ASYMPTOTIC F TEST FOR UNCORRELATEDNESS IN THE PRESENCE OF TIME SERIES DEPENDENCE
A new class of tests for overidentifying restrictions in moment condition models
Asymptotic F tests under possibly weak identification
A general approach to conditional moment specification testing with projections