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Terence Tai Leung CHONG

Institution: Chinese University of Hong Kong

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm

First Publication: 1995

Most Recent: 2021

RePEc ID: pch395 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 0.00 0.00 1.35 42%
Last 10 Years 0.00 1.35 1.01 1.01 3.36 60%
All Time 0.00 5.38 3.70 6.48 15.56 92%

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 19.35

Publications (22)

Year Article Journal Tier Authors
2021 Estimating multiple breaks in nonstationary autoregressive models Journal of Econometrics A 3
2019 Monetary policy regimes and growth revisited: evidence from a de facto classification Oxford Economic Papers C 2
2018 STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS Econometric Theory B 4
2018 Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes Economics Letters C 2
2016 The stock–bond comovements and cross-market trading Journal of Economic Dynamics and Control B 4
2015 Executive Stock Option Pricing in China Under Stochastic Volatility Journal of Futures Markets C 3
2014 Nonlinear dependence between stock and real estate markets in China Economics Letters C 3
2013 Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China Journal of Banking & Finance B 3
2013 What determines the price of a racing horse? Applied Economics C 4
2013 What determines the price of a racing horse? Applied Economics C 4
2013 Shipping the Good Horses Out Southern Economic Journal C 3
2012 Long-range dependence in the international diamond market Economics Letters C 3
2012 Testing for a unit root in the presence of stochastic volatility and leverage effect Economic Modeling C 3
2010 The value of superstitions Journal of Economic Psychology C 3
2008 Time series test of nonlinear convergence and transitional dynamics Economics Letters C 4
2004 Are Asian real exchange rates stationary? Economics Letters C 3
2003 The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies Applied Economics C 3
2001 STRUCTURAL CHANGE IN AR(1) MODELS Econometric Theory B 1
2001 Time series properties of aggregated AR(2) processes Economics Letters C 2
2000 Estimating the differencing parameter via the partial autocorrelation function Journal of Econometrics A 1
1999 Estimating the fractionally integrated process in the presence of measurement errors Economics Letters C 2
1995 Partial parameter consistency in a misspecified structural change model Economics Letters C 1