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 47
Advantages of Non-Normality in Testing Cointegration Rank 0 1 2 56 0 1 13 274
Equivalence of optimal forecast combinations under affine constraints 0 0 0 15 0 0 11 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 0 8 18
Even Count Estimation 0 0 0 41 0 1 12 81
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 0 107 0 0 12 177
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 4 6 196
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 0 8 177
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 0 14 185
Modeling and Simulation: An Overview 0 0 0 119 0 1 13 160
Modelling and Simulation: An Overview 0 0 0 51 0 0 5 98
Modelling and Simulation: An Overview 0 0 0 21 1 2 7 111
Modelling and Simulation: An Overview 0 0 0 5 0 0 11 80
Modelling and Simulation: An Overview 0 0 0 42 0 1 6 113
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 0 1 8 305
Modelling with Discretized Ordered Choice Covariates 0 0 0 53 0 1 11 114
Modelling with Sensitive Variables 0 0 1 10 0 0 13 22
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 2 48 1 3 24 70
Stability Tests for Heterogeneous Panel Data 1 1 1 189 2 2 16 654
Stability Tests for Heterogeneous Panel Data 1 1 1 119 1 5 28 386
Stability tests for heterogeneous panel data 0 0 0 4 0 1 8 28
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 1 10 735
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 12 93
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 0 8 100
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 2 11 85
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 12 0 1 14 322
Total Working Papers 2 3 8 1,857 5 27 318 5,416


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 13 0 1 13 39
A review of Ride-Matching strategies for Ridesourcing and other similar services 0 0 0 4 0 0 6 11
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 0 2 12 385
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 0 0 17 0 1 8 67
Efficiency of the foreign currency options market 0 0 0 56 0 1 10 182
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 0 0 7 0 1 8 52
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 0 13 304
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 3 3 15 283
Event count estimation 0 0 3 6 0 0 10 15
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 88 0 3 25 308
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 0 145 1 1 19 361
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 0 10 98
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 0 15 2,231
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 1 3 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 1 13 18
Modeling time‐varying higher‐order conditional moments: A survey 0 0 3 19 0 1 38 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 0 14 62
Modelling time-varying higher moments with maximum entropy density 0 0 0 12 0 0 19 65
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 1 1 3 1 3 11 47
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 0 1 6 22
Some theoretical results on forecast combinations 0 1 2 36 0 2 10 93
Spectral analysis of seasonality in tourism demand 0 0 0 14 0 0 8 53
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 0 2 10 323
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 1 2 13 71
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 0 1 36 1 3 15 126
The Cost of Congestion for State and Local General Government Services in Australia 0 0 0 0 0 1 7 8
The Validity of Investor Sentiment Proxies 0 0 0 25 0 1 13 122
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 0 9 0 0 9 71
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 1 9 212
Total Journal Articles 0 2 14 1,875 8 34 399 5,947
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 1 16 160
Models with Endogenous Regressors 0 0 0 0 0 0 7 10
Nonlinear Econometric Models with Machine Learning 0 0 0 1 0 1 13 47
Re-estimating Supply Elasticities of Selected Agricultural Commodities 0 0 0 0 1 2 17 20
When and How Much Do Fixed Effects Matter? 0 0 0 1 0 0 9 11
Total Chapters 0 0 1 15 1 4 73 267


Statistics updated 2026-08-07