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 5 45
Advantages of Non-Normality in Testing Cointegration Rank 0 0 1 55 1 7 8 269
Equivalence of optimal forecast combinations under affine constraints 0 0 0 15 2 6 8 21
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 1 5 6 192
Estimation with Pairwise Observations 0 0 0 10 1 4 5 14
Even Count Estimation 0 0 0 41 1 8 10 78
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 1 107 2 7 8 172
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 2 2 2 192
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 2 6 7 175
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 7 8 179
Modeling and Simulation: An Overview 0 0 0 119 2 5 8 155
Modelling and Simulation: An Overview 0 0 0 21 0 4 5 109
Modelling and Simulation: An Overview 0 0 0 5 0 5 8 76
Modelling and Simulation: An Overview 0 0 0 42 0 4 5 112
Modelling and Simulation: An Overview 0 0 0 51 1 3 5 97
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 1 5 6 303
Modelling with Discretized Ordered Choice Covariates 0 0 0 53 3 6 8 111
Modelling with Sensitive Variables 0 0 1 10 0 5 10 18
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 2 245 0 6 9 493
Optimal Forecast Combination with Mean Absolute Error Loss 0 0 7 48 1 4 32 62
Stability Tests for Heterogeneous Panel Data 0 0 0 118 3 15 20 377
Stability Tests for Heterogeneous Panel Data 0 0 0 188 0 6 10 648
Stability tests for heterogeneous panel data 0 0 0 9 0 3 5 70
Stability tests for heterogeneous panel data 0 0 0 4 1 4 5 25
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 0 5 6 731
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 4 8 9 100
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 4 8 88
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 7 7 81
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 12 1 7 8 316
Total Working Papers 0 0 12 1,853 29 158 241 5,309

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 12 1 5 10 35
A review of Ride-Matching strategies for Ridesourcing and other similar services 0 0 1 4 1 2 6 10
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 4 8 9 381
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 0 0 17 1 3 5 64
Efficiency of the foreign currency options market 0 0 0 56 0 2 5 177
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 0 0 7 2 5 7 50
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 6 9 300
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 1 7 10 278
Event count estimation 0 1 3 6 1 6 8 13
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 87 4 12 18 297
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 1 145 1 14 20 360
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 1 4 10 96
Liquidation discount—a novel application of ARFIMA–GARCH 0 0 0 5 2 4 6 43
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 0 927 3 7 14 2,230
Model specification in panel data unit root tests with an unknown break 0 0 0 8 1 3 4 45
Modeling Volatility in Foreign Currency Option Pricing 0 0 0 6 0 2 4 42
Modeling the decision of ridesourcing drivers to park and wait at trip ends: a comparison between Perth, Australia and Kolkata, India 0 0 2 3 1 9 12 16
Modeling time‐varying higher‐order conditional moments: A survey 0 1 2 18 5 22 34 68
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 1 6 9 25
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 2 2 38
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 3 6 38
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 4 8 10 58
Modelling time-varying higher moments with maximum entropy density 0 0 1 12 3 14 19 64
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 0 0 2 0 3 6 42
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 1 3 3 19
Some theoretical results on forecast combinations 0 0 1 35 2 5 8 90
Spectral analysis of seasonality in tourism demand 0 0 0 14 0 4 7 52
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 1 2 7 318
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 6 9 66
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 0 0 35 0 6 10 120
The Cost of Congestion for State and Local General Government Services in Australia 0 0 0 0 2 3 5 6
The Validity of Investor Sentiment Proxies 0 0 0 25 0 6 8 117
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 0 9 1 3 5 67
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 5 8 210
Total Journal Articles 0 2 13 1,869 44 200 313 5,835
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 5 6 6
Estimation of Sparse Variance-Covariance Matrix 0 0 0 0 0 0 1 8
Linear Econometric Models with Machine Learning 0 0 2 13 2 5 21 157
Models with Endogenous Regressors 0 0 0 0 0 2 3 6
Nonlinear Econometric Models with Machine Learning 0 0 0 1 1 6 11 43
Re-estimating Supply Elasticities of Selected Agricultural Commodities 0 0 0 0 0 4 15 15
When and How Much Do Fixed Effects Matter? 0 0 0 1 2 7 8 10
Total Chapters 0 0 2 15 5 29 65 245

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Statistics updated 2026-03-04