Access Statistics for Felix Chan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the relation between fiscal equalization and economic growth 0 0 0 15 0 0 4 47
Advantages of Non-Normality in Testing Cointegration Rank 0 0 1 56 0 0 12 274
Equivalence of optimal forecast combinations under affine constraints 0 0 0 15 0 0 10 24
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 0 0 8 194
Estimation with Pairwise Observations 0 0 1 11 0 2 10 20
Even Count Estimation 0 0 0 41 0 0 11 81
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 0 107 0 1 13 178
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 1 9 178
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 2 3 16 188
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 1 7 197
Modeling and Simulation: An Overview 0 0 0 119 1 1 13 161
Modelling and Simulation: An Overview 0 0 0 42 0 0 6 113
Modelling and Simulation: An Overview 0 0 0 51 0 0 5 98
Modelling and Simulation: An Overview 0 0 0 21 0 1 7 111
Modelling and Simulation: An Overview 0 0 0 5 0 0 10 80
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 0 0 8 305
Modelling with Discretized Ordered Choice Covariates 0 0 0 53 0 1 11 115
Modelling with Sensitive Variables 0 0 1 10 0 1 13 23
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 0 245 0 0 9 495
Optimal Forecast Combination with Mean Absolute Error Loss 0 0 1 48 0 3 16 72
Stability Tests for Heterogeneous Panel Data 0 1 1 189 0 2 16 654
Stability Tests for Heterogeneous Panel Data 0 1 1 119 0 1 28 386
Stability tests for heterogeneous panel data 0 0 0 4 2 3 10 31
Stability tests for heterogeneous panel data 0 0 0 9 0 0 7 72
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 0 0 10 735
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 1 9 101
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 1 1 12 94
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 0 11 85
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 1 1 13 0 1 14 323
Total Working Papers 0 3 7 1,858 6 24 315 5,435

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A pulse check on recent developments in time series econometrics 0 0 1 13 0 0 11 39
A review of Ride-Matching strategies for Ridesourcing and other similar services 0 0 0 4 0 1 5 12
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 0 0 12 385
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 0 0 17 1 1 9 68
Efficiency of the foreign currency options market 0 0 0 56 1 1 11 183
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 0 0 7 1 1 9 53
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 1 14 305
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 1 1 55 0 4 16 284
Event count estimation 0 0 2 6 0 0 9 15
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 88 0 1 25 309
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 0 145 0 1 19 361
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 2 12 100
Liquidation discount—a novel application of ARFIMA–GARCH 0 0 0 5 0 0 6 44
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 0 927 0 1 13 2,232
Model specification in panel data unit root tests with an unknown break 0 0 0 8 0 0 7 48
Modeling Volatility in Foreign Currency Option Pricing 0 0 0 6 0 1 6 45
Modeling the decision of ridesourcing drivers to park and wait at trip ends: a comparison between Perth, Australia and Kolkata, India 0 0 1 3 0 0 13 18
Modeling time‐varying higher‐order conditional moments: A survey 0 0 2 19 0 0 34 75
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 0 10 26
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 0 5 41
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 0 6 39
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 1 15 63
Modelling time-varying higher moments with maximum entropy density 0 0 0 12 0 0 18 65
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 0 1 3 0 2 12 48
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 0 0 6 22
Some theoretical results on forecast combinations 0 0 2 36 0 0 10 93
Spectral analysis of seasonality in tourism demand 0 0 0 14 0 0 7 53
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 1 1 10 324
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 1 13 71
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 0 1 36 0 1 14 126
The Cost of Congestion for State and Local General Government Services in Australia 0 0 0 0 0 1 6 9
The Validity of Investor Sentiment Proxies 0 0 0 25 1 1 14 123
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 0 9 1 1 10 72
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 1 9 213
Total Journal Articles 0 1 12 1,876 6 25 396 5,964
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Models and Reciprocity 0 0 0 0 0 0 7 7
Estimation of Sparse Variance-Covariance Matrix 0 0 0 0 0 0 4 12
Linear Econometric Models with Machine Learning 0 0 1 13 0 3 14 163
Models with Endogenous Regressors 0 0 0 0 0 0 7 10
Nonlinear Econometric Models with Machine Learning 0 0 0 1 1 1 13 48
Re-estimating Supply Elasticities of Selected Agricultural Commodities 0 0 0 0 0 1 16 20
When and How Much Do Fixed Effects Matter? 0 0 0 1 0 0 9 11
Total Chapters 0 0 1 15 1 5 70 271

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11