Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China von Jiang, Shangrong, Li, Yuze, Lu, Quanying, Hong, Yongmiao, Guan, Dabo, Xiong, Yu, Wang, Shouyang

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Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach von Ke, Xiao, Chen, Haiqiang, Hong, Yongmiao, Hsiao, Cheng

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Granger causality in risk and detection of extreme risk spillover between financial markets von Hong, Yongmiao, Liu, Yanhui, Wang, Shouyang

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A test for volatility spillover with application to exchange rates von Hong, Yongmiao

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Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares von Sun, Yuying, Hong, Yongmiao, Wang, Shouyang

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TESTING FOR SMOOTH STRUCTURAL CHANGES IN TIME SERIES MODELS VIA NONPARAMETRIC REGRESSION von Chen, Bin, Hong, Yongmiao

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Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence von Hong, Yongmiao, White, Halbert

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A model-free consistent test for structural change in regression possibly with endogeneity von Fu, Zhonghao, Hong, Yongmiao

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CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH von Wang, Xia, Hong, Yongmiao

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Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach von Hong, Yongmiao

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Estimating and testing for smooth structural changes in moment condition models von Li, Haiqi, Zhou, Jin, Hong, Yongmiao

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Nowcasting China’s GDP Using a Bayesian Approach von Zhang, Yixiao, Yu, Cindy L., Li, Haitao, Hong, Yongmiao

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Econometric Modeling and Economic Forecasting von Cai, Zongwu, Hong, Yongmiao, Wang, Shouyang

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Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information von Heng, Jiani, Hong, Yongmiao, Hu, Jianming, Wang, Shouyang

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Time-varying forecast combination for factor-augmented regressions with smooth structural changes von Chen, Qitong, Hong, Yongmiao, Li, Haiqi

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TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS-SPECTRUM APPROACH von McCloud, Nadine, Hong, Yongmiao

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Testing for structural changes in large dimensional factor models via discrete Fourier transform von Fu, Zhonghao, Hong, Yongmiao, Wang, Xia

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Adaptive penalized splines for data smoothing von Yang, Lianqiang, Hong, Yongmiao

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Fast estimation of a large TVP-VAR model with score-driven volatilities von Zheng, Tingguo, Ye, Shiqi, Hong, Yongmiao

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Threshold autoregressive models for interval-valued time series data von Sun, Yuying, Han, Ai, Hong, Yongmiao, Wang, Shouyang

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