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 2 15 0 1 5 40
Advantages of Non-Normality in Testing Cointegration Rank 0 0 1 54 0 0 1 261
Equivalence of optimal forecast combinations under affine constraints 0 0 0 15 0 0 0 13
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 0 0 2 186
Even Count Estimation 0 0 0 41 0 0 0 68
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 2 106 0 0 4 164
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 1 1 171
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 1 2 168
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 0 3 190
Modeling and Simulation: An Overview 0 0 0 119 0 0 0 147
Modelling and Simulation: An Overview 0 0 0 51 0 0 0 92
Modelling and Simulation: An Overview 0 0 0 5 0 0 1 68
Modelling and Simulation: An Overview 0 0 0 42 0 0 1 107
Modelling and Simulation: An Overview 0 0 0 21 0 0 1 104
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 0 0 0 297
Modelling with Discretized Ordered Choice Covariates 0 0 0 53 1 1 4 103
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 1 243 0 0 2 484
Stability Tests for Heterogeneous Panel Data 0 0 0 118 0 1 1 357
Stability Tests for Heterogeneous Panel Data 0 0 0 188 0 0 1 638
Stability tests for heterogeneous panel data 0 0 0 9 1 2 3 65
Stability tests for heterogeneous panel data 0 0 0 4 0 2 2 20
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 1 311 0 0 1 725
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 0 0 91
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 0 80
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 0 1 74
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 12 0 1 1 308
Total Working Papers 0 0 7 1,781 2 10 37 5,021

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 2 11 0 0 8 25
A review of Ride-Matching strategies for Ridesourcing and other similar services 0 0 1 3 0 0 1 4
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 0 0 1 372
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 0 1 17 0 0 3 59
Efficiency of the foreign currency options market 0 1 1 56 0 1 1 172
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 0 0 7 1 1 1 43
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 0 0 291
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 0 0 0 268
Event count estimation 0 0 0 3 0 0 0 5
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 86 0 0 1 279
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 1 4 144 0 2 8 340
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 0 0 86
Liquidation discount—a novel application of ARFIMA–GARCH 0 0 0 5 0 0 1 37
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 1 1 3 927 1 1 8 2,216
Model specification in panel data unit root tests with an unknown break 0 0 0 8 0 0 1 41
Modeling Volatility in Foreign Currency Option Pricing 0 1 1 6 0 1 1 38
Modeling time‐varying higher‐order conditional moments: A survey 0 1 8 16 1 2 18 34
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 0 1 16
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 1 1 36
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 0 1 32
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 1 4 48
Modelling time-varying higher moments with maximum entropy density 0 1 1 11 0 1 1 45
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 0 0 2 0 0 1 36
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 0 0 0 16
Some theoretical results on forecast combinations 0 0 0 34 0 1 2 82
Spectral analysis of seasonality in tourism demand 0 0 0 14 0 0 1 45
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 1 109 1 2 6 311
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 0 0 57
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 0 0 35 1 1 1 110
The Validity of Investor Sentiment Proxies 0 0 0 25 0 1 1 109
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 2 9 0 0 4 62
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 1 1 202
Total Journal Articles 1 6 26 1,855 5 17 78 5,517
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
Linear Econometric Models with Machine Learning 0 0 4 11 0 6 52 136
Nonlinear Econometric Models with Machine Learning 0 0 0 1 1 1 9 32
Total Chapters 0 0 4 12 1 7 61 168

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Statistics updated 2025-03-03