Ching‐Fan Chung

Economics, Econometrics and Finance · Social Sciences

15h-index1.4kcitations36works0.02yr avg
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Research Topics

Financial Risk and Volatility Modeling(9), Economics of Agriculture and Food Markets(9), Consumer Market Behavior and Pricing(6), Complex Systems and Time Series Analysis(6), Monetary Policy and Economic Impact(5)

Publications36 total

Using a four-step learning activity in a programming course: classroom participation, learning performance, and attitude
International Conference on Computers in Education·2023Open Access
Inventory change, capacity utilization and the semiconductor industry cycle
Economic Modelling·2012· 9 cited
The effect of outward investment to China on domestic R&D: a two-hurdle model with endogenous ODI
Applied Economics·2008· 2 cited
Are Chinese Listed Firms Over-Investing‘
SSRN Electronic Journal·2008· 12 citedOpen Access
Some Misconceptions in Statistical Hypothesis Testing
2005
Wealth Effects on Consumption in Taiwan: An Application of the Multivariate Markov Regime-Switching Model
RePEc: Research Papers in Economics·2004
The Dynamics of Employers' Pension Choices
管理學報·2003· 1 cited
SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
Econometric Theory·2002· 58 cited
Modelling demand systems with demographic effects based on the modifying function approach
Economics Letters·2001· 3 cited
Promotions and the pattern of grocery shopping time
Journal of Applied Statistics·2001· 21 cited
Calculating and analyzing impulse responses for the vector ARFIMA model
Economics Letters·2001· 25 cited
The spurious regression of fractionally integrated processes
Journal of Econometrics·2000· 133 cited
A general model for short-term interest rates
Applied Economics·2000· 5 cited
Estimating a generalized long memory process
Journal of Econometrics·1996· 137 cited
A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING‐AVERAGE PROCESS
Journal of Time Series Analysis·1996· 98 cited
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Journal of Applied Econometrics·1996· 566 cited
The measurement unit problem in estimating demand systems
Economics Letters·1994
A Cross‐Section Demand Analysis of Spanish Provincial Food Consumption
American Journal of Agricultural Economics·1994· 15 cited
Calculating and Analizing Impulse Responses and their Asymptotic Distributions for the ARFIMA and VARMA Models
RePEc: Research Papers in Economics·1994
Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models
1994· 4 cited
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Frequent Co-authors

Henri Theil(11), James L. Seale(3), Richard T. Baillie(2), Elena López(2), Kuang‐Liang Chang(2), Margie Tieslau(1), Wen‐Jen Tsay(1), Arthur S. Goldberger(1), Jeongwen Chiang(1), Emily T. Cremers(1), Yujun Lian(1), Wen‐Hsien Liu(1), Mao‐Wei Hung(1), Hui-Lin Lin(1), Ryh-Song Yeh(1), Peter Schmidt(1), 王儷玲(1), 鍾經樊(1), 曾郁仁(1), Liling Wang(1)