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Disambiguation of "Tse, Y. K."

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No-cointegration test based on fractional differencing: Some Monte Carlo results

, , and . Journal of Statistical Planning and Inference, 80 (1-2): 257--267 (Aug 1, 1999)

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Mutlu Kocab y k

Oliver Tse

Oliver Tse

Tsehaye Tesfamariam Habtemichael

Dorjnyambuu Tsedenbaljir

 

Other publications of authors with the same name

Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method, , and . Quantitative Finance, 4 (2): 158--169 (2004)A test for constant correlations in a multivariate GARCH model. Journal of Econometrics, 98 (1): 107--127 (September 2000)Testing linear and log-linear regressions with autocorrelated errors. Economics Letters, 14 (4): 333--337 (1984)Functional form and spatial dependence in dynamic panels, , and . Economics Letters, 91 (1): 138--145 (April 2006)Some Recent Developments in Futures Hedging, and . Journal of Economic Surveys, 16 (3): 357--396 (182 07 2002)doi: 10.1111/1467-6419.00172.A note on Sargan densities. Journal of Econometrics, 34 (3): 349--354 (March 1987)The impacts of Hong Kong's Currency Board reforms on the interbank market, and . Journal of Banking & Finance, 27 (12): 2273--2296 (December 2003)A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models, and . Journal of Time Series Analysis, 20 (6): 679--691 (305 11 1999)doi: 10.1111/1467-9892.00166.A sequential testing procedure for outliers and structural change, and . Econometric Reviews, 7 (1): 103--111 (1998)Some international evidence on the stochastic behavior of interest rates. Journal of International Money and Finance, 14 (5): 721--738 (October 1995)