One-Sided Testing for ARCH Effects Using WaveletsYongmiao Hong and Jin Lee · Econometric Theory · 2001

A LOSS FUNCTION APPROACH TO MODEL SPECIFICATION TESTING AND ITS RELATIVE EFFICIENCYYongmiao Hong and Yoon-Jin Lee · The Annals of Statistics · 2013

An Improved Generalized Spectral Test for Conditional Mean Models in Time Series with Conditional Heteroskedasticity of Unknown FormYongmiao Hong and Yoon-Jin Lee · Econometric Theory · 2007

[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992

On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985

MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008

Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989

ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013

UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008

Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995