蔡必卿
·Paper Publications
3. A new class of bivariate threshold cointegration models, Journal of Business and Economic Statistics, 2017, 35(2), 288-305, with Jiti Gao and Dag Tjostheim
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4. Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds, Journal of Empirical Finance, 2018, 49, 81-106, with Tingting Cheng and Cheng Yan.
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2. Nonparametric regression estimation for multivariate null recurrent processes, Econometrics, 2015, 3, 265-288, with Dag Tjostheim