Ye Chen
CFDPs
CFDP 2251 | Ye Chen, Peter C. B. Phillips, Shuping Shi, "Common Bubble Detection in Large Dimensional Financial Systems," (August 2020) [63pp, Abstract] | |
CFDP 1968 | Peter C. B. Phillips, Ye Chen, "Restricted Likelihood Ratio Tests in Predictive Regression," (December 2014) [65pp, Abstract] |