2

Time series segmentation: A sliding window approach

Chia-Shang James Chu
Journal:
Information Sciences
Year:
1995
Language:
english
File:
PDF, 1.11 MB
english, 1995
3

Stock market volatility and regime shifts in returns

Chia-Shang James Chu, Gary J. Santoni, Tung Liu
Journal:
Information Sciences
Year:
1996
Language:
english
File:
PDF, 493 KB
english, 1996
4

Multiple hypothesis test for parameter constancy based on recursive residuals

James Chu, Chia-Shang
Journal:
Econometric Reviews
Year:
1997
Language:
english
File:
PDF, 279 KB
english, 1997
5

The Moving-Estimates Test for Parameter Stability

Chu, Chia-Shang James, Hornik, Kurt, Kuan, Chung-Ming
Journal:
Econometric Theory
Year:
1995
Language:
english
File:
PDF, 902 KB
english, 1995
6

Random walk hypothesis in exchange rate reconsidered

Chia-Shang J. Chu, Hsin-Min Lu
Journal:
Journal of Forecasting
Year:
2006
Language:
english
File:
PDF, 203 KB
english, 2006
7

Testing independence of two autocorrelated binary time series

Cheng Chou, Chia-Shang J. Chu
Journal:
Statistics & Probability Letters
Year:
2010
Language:
english
File:
PDF, 476 KB
english, 2010
8

Pitfalls in market timing test

Chia-Shang Chu, Liping Lu, Zhentao Shi
Journal:
Economics Letters
Year:
2009
Language:
english
File:
PDF, 157 KB
english, 2009
9

Market timing: Recent development and a new test

Cheng Chou, Chia-Shang J. Chu
Journal:
Economics Letters
Year:
2011
Language:
english
File:
PDF, 179 KB
english, 2011
10

Monitoring Structural Change

Chu, Chia-Shang James, Stinchcombe, Maxwell, White, Halbert
Journal:
Econometrica
Year:
1996
Language:
english
File:
PDF, 499 KB
english, 1996
11

Detecting parameter shift in garch models

James Chu, Chia-Shang
Journal:
Econometric Reviews
Year:
1995
Language:
english
File:
PDF, 656 KB
english, 1995
12

MOSUM Tests for Parameter Constancy

Chia-Shang J. Chu, Kurt Hornik and Chung-Ming Kuan
Journal:
Biometrika
Year:
1995
Language:
english
File:
PDF, 1.09 MB
english, 1995
13

A Direct Test for Changing Trend

Chia-Shang James Chu and Halbert White
Journal:
Journal of Business and Economic Statistics
Year:
1992
Language:
english
File:
PDF, 418 KB
english, 1992
14

A Direct Test for Changing Trend

Chu, Chia-Shang James, White, Halbert
Journal:
Journal of Business and Economic Statistics
Year:
1992
Language:
english
File:
PDF, 533 KB
english, 1992
15

MOSUM tests for parameter constancy

CHU, CHIA-SHANG J., HORNIK, KURT, KAUN, CHUNG-MING
Journal:
Biometrika
Year:
1995
Language:
english
File:
PDF, 735 KB
english, 1995
17

Significance test in nonstationary multinomial logit model

Chu, Chia-Shang J., Liu, Nan, Zhang, Lina
Journal:
Economics Letters
Year:
2016
Language:
english
File:
PDF, 511 KB
english, 2016
18

The Moving-Estimates Test for Parameter Stability

Chia-Shang James Chu, Kurt Hornik and Chung-Ming Kuan
Journal:
Econometric Theory
Year:
1995
Language:
english
File:
PDF, 1.96 MB
english, 1995