1 "?The Likelihood Ratio Test under Nonstandard Conditions Testing theMarkov Switching Model of GNP ? Journal of Applied Econometrics" 7 : 1992
2 "?Long Swings in the Dollar Are They in the Data and DoMarkets Know It" 80 : 1990
3 "?Estimates of the Variance of U.S. Inflation Based on the ARCH Model ?Journal of Money" 15 : 1983
4 "?Dynamic Linear Models with Markov-Switching ? Journal of Econometrics" 60 : 1994
5 "?Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching model" 39 : 763-788, 1998
6 "? Journal of Inter-national Economics" 36 : 1994
7 "and Forecasting of Time Series Subject to Changesin Regime Handbook of Statistics" North-Holland. 11 : 1993
8 "Why Is It So Di?cult to Beat the Random Walk Forecast of Exchange Rates?" Center for Economic Policy Research 2001
9 "The Economics of Exchange Rates" (33) : 13-47, 1995
10 "Price Common Volatility or Volume Common Volatility?? Evidence from Taiwan?s Exchange Rate and Stock Markets" 2002
1 "?The Likelihood Ratio Test under Nonstandard Conditions Testing theMarkov Switching Model of GNP ? Journal of Applied Econometrics" 7 : 1992
2 "?Long Swings in the Dollar Are They in the Data and DoMarkets Know It" 80 : 1990
3 "?Estimates of the Variance of U.S. Inflation Based on the ARCH Model ?Journal of Money" 15 : 1983
4 "?Dynamic Linear Models with Markov-Switching ? Journal of Econometrics" 60 : 1994
5 "?Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching model" 39 : 763-788, 1998
6 "? Journal of Inter-national Economics" 36 : 1994
7 "and Forecasting of Time Series Subject to Changesin Regime Handbook of Statistics" North-Holland. 11 : 1993
8 "Why Is It So Di?cult to Beat the Random Walk Forecast of Exchange Rates?" Center for Economic Policy Research 2001
9 "The Economics of Exchange Rates" (33) : 13-47, 1995
10 "Price Common Volatility or Volume Common Volatility?? Evidence from Taiwan?s Exchange Rate and Stock Markets" 2002
11 "Nonparametric Exchange Rate Prediction" 28 : 1990
12 "Monetary Policy as a Decision Making Hierarchy: the Case of Taiwan" (17) : 357-368, 1995
13 "Macroeconomic Implications of the Beliefs and Behaviorof Foreign Exchange Traders" (7417) : 1999
14 "Forecasting Asian Current Crisis (in Chinese)" Hsin-Ru Publisher 2000
15 "FederalReserve Bank of Philadelphia." 1994
16 "Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Test-ing the Markov Switching Model of GNP" 11 (11): 195-198, 1996
17 "Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?" 14 : 1983
18 "A New Approach to the Economic Analysis of Nonstationary Time Seriesand the Business Cycle" ? eco 57 (? eco 57): 1989