Pang, Tianxiao; Chong, Terence Tai-Leung; Zhang, Danna Non identification of structural change in non stationary AR(1) models. (English) Zbl 07531804 Commun. Stat., Theory Methods 50, No. 18, 4145-4166 (2021). MSC: 60F05 62F12 62-XX PDFBibTeX XMLCite \textit{T. Pang} et al., Commun. Stat., Theory Methods 50, No. 18, 4145--4166 (2021; Zbl 07531804) Full Text: DOI
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung Estimating multiple breaks in nonstationary autoregressive models. (English) Zbl 1464.62390 J. Econom. 221, No. 1, 277-311 (2021). MSC: 62M10 62P05 62P20 PDFBibTeX XMLCite \textit{T. Pang} et al., J. Econom. 221, No. 1, 277--311 (2021; Zbl 1464.62390) Full Text: DOI Link
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Chong, Terence Tai-Leung; Zou, Guohua Frequentist model averaging for threshold models. (English) Zbl 1417.62244 Ann. Inst. Stat. Math. 71, No. 2, 275-306 (2019). MSC: 62M10 62F12 62P25 PDFBibTeX XMLCite \textit{Y. Gao} et al., Ann. Inst. Stat. Math. 71, No. 2, 275--306 (2019; Zbl 1417.62244) Full Text: DOI Link
Chong, Terence Tai-Leung; Chen, Haiqiang; Wong, Tsz-Nga; Yan, Isabel Kit-Ming Estimation and inference of threshold regression models with measurement errors. (English) Zbl 1507.62281 Stud. Nonlinear Dyn. Econom. 22, No. 2, Article ID 20140032, 16 p. (2018). MSC: 62M10 62H12 62F12 62P20 PDFBibTeX XMLCite \textit{T. T. L. Chong} et al., Stud. Nonlinear Dyn. Econom. 22, No. 2, Article ID 20140032, 16 p. (2018; Zbl 1507.62281) Full Text: DOI
Pang, Tianxiao; Tai-Leung Chong, Terence; Zhang, Danna; Liang, Yanling Structural change in nonstationary \(\mathrm{AR}(1)\) models. (English) Zbl 1400.62192 Econom. Theory 34, No. 5, 985-1017 (2018). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{T. Pang} et al., Econom. Theory 34, No. 5, 985--1017 (2018; Zbl 1400.62192) Full Text: DOI
Chong, Terence Tai-Leung; Poon, Ka-Ho A new recognition algorithm for “head-and-shoulders” price patterns. (English) Zbl 1507.62370 Stud. Nonlinear Dyn. Econom. 21, No. 5, Article ID 20150066, 18 p. (2017). MSC: 62P20 PDFBibTeX XMLCite \textit{T. T. L. Chong} and \textit{K.-H. Poon}, Stud. Nonlinear Dyn. Econom. 21, No. 5, Article ID 20150066, 18 p. (2017; Zbl 1507.62370) Full Text: DOI
Ko, Stanley I. M.; Chong, Terence T. L.; Ghosh, Pulak Dirichlet process hidden Markov multiple change-point model. (English) Zbl 1335.62052 Bayesian Anal. 10, No. 2, 275-296 (2015). MSC: 62F15 62G10 62M02 62P20 PDFBibTeX XMLCite \textit{S. I. M. Ko} et al., Bayesian Anal. 10, No. 2, 275--296 (2015; Zbl 1335.62052) Full Text: DOI arXiv Euclid
Pang, Tianxiao; Zhang, Danna; Chong, Terence Tai-Leung Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases. (English) Zbl 1301.62091 J. Time Ser. Anal. 35, No. 2, 133-150 (2014). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{T. Pang} et al., J. Time Ser. Anal. 35, No. 2, 133--150 (2014; Zbl 1301.62091) Full Text: DOI arXiv
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan Theory and applications of TAR model with two threshold variables. (English) Zbl 1491.62152 Econom. Rev. 31, No. 2, 142-170 (2012). MSC: 62P05 62M10 62F03 PDFBibTeX XMLCite \textit{H. Chen} et al., Econom. Rev. 31, No. 2, 142--170 (2012; Zbl 1491.62152) Full Text: DOI Link
Chong, Terence Tai-Leung; Leung, Wai-Kit On the sample variance of explosive random coefficient autoregressive processes. (English) Zbl 1228.62107 Appl. Math. Lett. 24, No. 12, 2077-2081 (2011). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{T. T. L. Chong} and \textit{W.-K. Leung}, Appl. Math. Lett. 24, No. 12, 2077--2081 (2011; Zbl 1228.62107) Full Text: DOI
Chong, Terence Tai-Leung; Li, Zimu; Chen, Haiqiang; Hinich, Melvin J. An investigation of duration dependence in the American stock market cycle. (English) Zbl 1511.62287 J. Appl. Stat. 37, No. 8, 1407-1416 (2010). MSC: 62P05 PDFBibTeX XMLCite \textit{T. T. L. Chong} et al., J. Appl. Stat. 37, No. 8, 1407--1416 (2010; Zbl 1511.62287) Full Text: DOI
Chong, Terence Tai-Leung; Hinich, Melvin J. An omnibus test for time series model \(I(d)\). (English) Zbl 1161.62055 Commun. Stat., Simulation Comput. 38, No. 1, 140-153 (2009). MSC: 62M10 62P05 62G10 91B28 PDFBibTeX XMLCite \textit{T. T. L. Chong} and \textit{M. J. Hinich}, Commun. Stat., Simulation Comput. 38, No. 1, 140--153 (2009; Zbl 1161.62055) Full Text: DOI
Chong, Terence Tai-Leung; Hinich, Melvin J.; Liew, Venus Khim-Sen; Lim, Kian-Ping Time series test of nonlinear convergence and transitional dynamics. (English) Zbl 1255.91347 Econ. Lett. 100, No. 3, 337-339 (2008). MSC: 91B84 62M10 62F03 PDFBibTeX XMLCite \textit{T. T. L. Chong} et al., Econ. Lett. 100, No. 3, 337--339 (2008; Zbl 1255.91347) Full Text: DOI Link
Chong, Terence Tai-Leung The empirical quest for \(\pi \). (English) Zbl 1165.91453 Comput. Math. Appl. 56, No. 10, 2772-2778 (2008). MSC: 91B84 62M09 60F05 62F12 91B82 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Comput. Math. Appl. 56, No. 10, 2772--2778 (2008; Zbl 1165.91453) Full Text: DOI
Hinich, Melvin J.; Chong, Terence T. L. A class test for fractional integration. (English) Zbl 1416.62669 Stud. Nonlinear Dyn. Econom. 11, No. 2, Article 5, 24 p. (2007). MSC: 62P20 PDFBibTeX XMLCite \textit{M. J. Hinich} and \textit{T. T. L. Chong}, Stud. Nonlinear Dyn. Econom. 11, No. 2, Article 5, 24 p. (2007; Zbl 1416.62669) Full Text: DOI
Chong, Terence Tai-Leung The polynomial aggregated AR(1) model. (English) Zbl 1088.62105 Econom. J. 9, No. 1, 98-122 (2006). MSC: 62M10 62P20 62M07 62M09 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Econom. J. 9, No. 1, 98--122 (2006; Zbl 1088.62105) Full Text: DOI
Liew, Venus Khim-Sen; Baharumshah, Ahmad Zubaidi; Chong, Terence Tai-Leung Are Asian real exchange rates stationary? (English) Zbl 1254.91678 Econ. Lett. 83, No. 3, 313-316 (2004). MSC: 91B84 62F03 62M10 91B82 PDFBibTeX XMLCite \textit{V. K. S. Liew} et al., Econ. Lett. 83, No. 3, 313--316 (2004; Zbl 1254.91678) Full Text: DOI Link
Chong, Terence Tai-Leung Generic consistency of the break-point estimator under specification errors. (English) Zbl 1032.62018 Econom. J. 6, No. 1, 167-192 (2003). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Econom. J. 6, No. 1, 167--192 (2003; Zbl 1032.62018) Full Text: DOI
Chong, Terence Tai-Leung Structural change in AR(1) models. (English) Zbl 1009.62073 Econom. Theory 17, No. 1, 87-155 (2001). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Econom. Theory 17, No. 1, 87--155 (2001; Zbl 1009.62073) Full Text: DOI
Chong, Terence Tai-Leung Estimating the locations and number of change points by the sample-splitting method. (English) Zbl 0964.62080 Stat. Pap. 42, No. 1, 53-79 (2001). MSC: 62L10 62E20 62L05 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Stat. Pap. 42, No. 1, 53--79 (2001; Zbl 0964.62080) Full Text: DOI
Chong, Terence Tai-Leung Estimating the differencing parameter via the partial autocorrelation function. (English) Zbl 0968.62061 J. Econom. 97, No. 2, 365-381 (2000). MSC: 62M10 PDFBibTeX XMLCite \textit{T. T. L. Chong}, J. Econom. 97, No. 2, 365--381 (2000; Zbl 0968.62061) Full Text: DOI
Chong, Terence Tai-Leung Estimating the location of break in restricted structural-change models. (English) Zbl 0943.62114 J. Appl. Stat. Sci. 9, No. 1, 39-59 (1999). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{T. T. L. Chong}, J. Appl. Stat. Sci. 9, No. 1, 39--59 (1999; Zbl 0943.62114)
Chong, Terence Tai-Leung Distribution of the change-point estimator for nearly-integrated processes. (English) Zbl 0913.62012 Far East J. Theor. Stat. 2, No. 1, 69-84 (1998). MSC: 62E20 62M10 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Far East J. Theor. Stat. 2, No. 1, 69--84 (1998; Zbl 0913.62012)
Chong, Terence Tai-leung Partial parameter consistency in a misspecified structural change model. (English) Zbl 0875.90170 Econ. Lett. 49, No. 4, 351-357 (1995). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{T. T. l. Chong}, Econ. Lett. 49, No. 4, 351--357 (1995; Zbl 0875.90170) Full Text: DOI