Concepedia

Ching‐Fan Chung

CC

14

Publications

1.2K

Citations

13

H-Index

1984

Active since

Affiliations

Michigan State University(Current)

University of Florida

Institute of Economics, Academia Sinica

Ching‐Fan Chung is an author at Michigan State University specializing in statistics, economics, and econometrics.

Top concepts

StatisticsEconomicsEconometricsBusinessEngineeringStatistical InferenceRegressionPublic HealthEstimation TheoryFunctional Data Analysis

Publications per year

1984–2008

14

Publications

14

Analysing inflation by the fractionally integrated ARFIMA-GARCH model

Richard T. Baillie, Ching‐Fan Chung, Margie Tieslau · Journal of Applied Econometrics · 1996 · 566 citations

Volatility Modeling, Inflation (Cosmology), Macroeconomic Forecasting +16

Estimating a generalized long memory process

Ching‐Fan Chung · Journal of Econometrics · 1996 · 137 citations

Memory System, Memory Analysis, Memory +3

The spurious regression of fractionally integrated processes

Wen‐Jen Tsay, Ching‐Fan Chung · Journal of Econometrics · 2000 · 133 citations

Spurious Regression, Economics, Fractional-order System +7

A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING‐AVERAGE PROCESS

Ching‐Fan Chung · Journal of Time Series Analysis · 1996 · 98 citations

Engineering, Macroeconomic Forecasting, Economic Fluctuation +16

Proportional Projections in Limited Dependent Variable Models

Ching‐Fan Chung, Arthur S. Goldberger · Econometrica · 1984 · 59 citations

Econometric Model, Economics, Regression Analysis +4

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