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 2 5 47
Advantages of Non-Normality in Testing Cointegration Rank 1 1 2 56 1 5 13 274
Equivalence of optimal forecast combinations under affine constraints 0 0 0 15 0 3 11 24
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 0 2 8 194
Estimation with Pairwise Observations 0 1 1 11 0 4 8 18
Even Count Estimation 0 0 0 41 0 2 11 80
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 0 107 0 5 12 177
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 3 3 5 195
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 2 8 177
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 6 14 185
Modeling and Simulation: An Overview 0 0 0 119 0 4 12 159
Modelling and Simulation: An Overview 0 0 0 42 1 1 6 113
Modelling and Simulation: An Overview 0 0 0 21 1 1 6 110
Modelling and Simulation: An Overview 0 0 0 5 0 4 12 80
Modelling and Simulation: An Overview 0 0 0 51 0 1 6 98
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 1 2 8 305
Modelling with Discretized Ordered Choice Covariates 0 0 0 53 0 2 10 113
Modelling with Sensitive Variables 0 0 1 10 0 4 13 22
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 1 245 0 2 10 495
Optimal Forecast Combination with Mean Absolute Error Loss 0 0 3 48 1 6 25 68
Stability Tests for Heterogeneous Panel Data 0 0 0 188 0 4 14 652
Stability Tests for Heterogeneous Panel Data 0 0 0 118 3 7 26 384
Stability tests for heterogeneous panel data 0 0 0 4 0 2 7 27
Stability tests for heterogeneous panel data 0 0 0 9 0 2 7 72
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 1 4 10 735
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 0 9 100
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 5 12 93
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 1 3 10 84
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 12 0 5 13 321
Total Working Papers 1 2 8 1,855 13 93 311 5,402

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 1 2 13 0 3 13 38
A review of Ride-Matching strategies for Ridesourcing and other similar services 0 0 0 4 0 1 6 11
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 1 3 11 384
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 0 0 17 1 3 8 67
Efficiency of the foreign currency options market 0 0 0 56 0 4 9 181
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 0 0 7 0 1 8 51
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 4 13 304
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 0 2 12 280
Event count estimation 0 0 3 6 0 2 10 15
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 1 1 88 1 9 24 306
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 0 145 0 0 19 360
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 2 11 98
Liquidation discount—a novel application of ARFIMA–GARCH 0 0 0 5 0 1 7 44
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 0 927 0 1 15 2,231
Model specification in panel data unit root tests with an unknown break 0 0 0 8 0 3 7 48
Modeling Volatility in Foreign Currency Option Pricing 0 0 0 6 1 1 5 43
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 2 14 18
Modeling time‐varying higher‐order conditional moments: A survey 0 1 3 19 1 7 40 75
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 1 10 26
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 3 5 41
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 1 6 39
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 4 14 62
Modelling time-varying higher moments with maximum entropy density 0 0 0 12 0 1 19 65
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 0 0 2 1 3 9 45
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 1 3 6 22
Some theoretical results on forecast combinations 0 0 1 35 0 1 8 91
Spectral analysis of seasonality in tourism demand 0 0 0 14 0 1 8 53
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 2 5 11 323
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 3 12 69
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 1 1 36 1 4 13 124
The Cost of Congestion for State and Local General Government Services in Australia 0 0 0 0 0 1 6 7
The Validity of Investor Sentiment Proxies 0 0 0 25 0 4 12 121
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 0 9 0 4 9 71
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 1 2 10 212
Total Journal Articles 0 4 13 1,873 12 90 390 5,925
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 1 7 7
Estimation of Sparse Variance-Covariance Matrix 0 0 0 0 0 4 5 12
Linear Econometric Models with Machine Learning 0 0 1 13 1 3 17 160
Models with Endogenous Regressors 0 0 0 0 0 4 7 10
Nonlinear Econometric Models with Machine Learning 0 0 0 1 1 4 15 47
Re-estimating Supply Elasticities of Selected Agricultural Commodities 0 0 0 0 0 3 18 18
When and How Much Do Fixed Effects Matter? 0 0 0 1 0 1 9 11
Total Chapters 0 0 1 15 2 20 78 265

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Statistics updated 2026-06-04