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Haiqiang Chen

Personal Details

First Name:Haiqiang
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch1534
[This author has chosen not to make the email address public]

Affiliation

Wang Yanan Institute for Studies in Economics (WISE)
Xiamen University

Fujian, China
http://www.wise.xmu.edu.cn/
RePEc:edi:wixmucn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015. "Estimation and Inference of Threshold Regression Models with Measurement Errors," MPRA Paper 68457, University Library of Munich, Germany.
  2. Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013. "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper 54150, University Library of Munich, Germany.
  3. Chen, Haiqiang, 2013. "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers 2013-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  4. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2013. "Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines," SFB 649 Discussion Papers 2013-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2013. "Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines," SFB 649 Discussion Papers 2013-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. Chen, Haiqiang, 2013. "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers 2013-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  7. Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012. "Theory and Applications of TAR Model with Two Threshold Variables," MPRA Paper 54527, University Library of Munich, Germany.
  8. Haiqiang Chen & Terence T. Chong, 2005. "Threshold Autoregressive Model with Multiple Threshold Variables," Departmental Working Papers _171, Chinese University of Hong Kong, Department of Economics.
  9. Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen, 2004. "Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model," Departmental Working Papers _160, Chinese University of Hong Kong, Department of Economics.

Articles

  1. Chen, Haiqiang, 2015. "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, vol. 31(4), pages 778-810, August.
  2. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015. "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, vol. 31(4), pages 753-777, August.
  3. Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014. "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
  4. He, Qing & Chen, Haiqiang, 2014. "Recent macroeconomic stability in China," China Economic Review, Elsevier, vol. 30(C), pages 505-519.
  5. Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013. "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 668-699.
  6. Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013. "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(12), pages 1167-1190, December.
  7. Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 175-199.
  8. Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li, 2011. "Are Chinese Stock Market Cycles Duration Independent?," The Financial Review, Eastern Finance Association, vol. 46(1), pages 151-164, February.
  9. Haiqiang Chen & Terence Tai-Leung Chong & Xin Duan, 2010. "A principal-component approach to measuring investor sentiment," Quantitative Finance, Taylor & Francis Journals, vol. 10(4), pages 339-347.
  10. Terence Tai-Leung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich, 2010. "An investigation of duration dependence in the American stock market cycle," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1407-1416.
  11. Jushan Bai & Haiqiang Chen & Terence Tai-Leung Chong & Seraph Xin Wang, 2008. "Generic consistency of the break-point estimators under specification errors in a multiple-break model," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 287-307, July.
  12. Chen, Haiqiang & Choi, Paul Moon Sub & Kim, Hyunseob, 2008. "American depositary receipts: Asia-Pacific evidence on convergence and dynamics," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 346-368, October.
  13. Hani, Y. & Amodeo, L. & Yalaoui, F. & Chen, H., 2007. "Ant colony optimization for solving an industrial layout problem," European Journal of Operational Research, Elsevier, vol. 183(2), pages 633-642, December.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2013-07-28 2015-12-28
  2. NEP-ORE: Operations Research (2) 2013-07-28 2015-12-28
  3. NEP-ETS: Econometric Time Series (1) 2013-07-28

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