Terence Tai-leung Chong
Associate professor
Economics
The Chinese University of Hong Kong
Hong Kong
Biography
Prof Terence Chong is associate professor of Economics and Executive Director of Lau Chor Tak Institute of Global Economics and Finance, Dean of Students of New Asia College and Co-Director of Global Economics and Finance Program, The Chinese University of Hong Kong. He served as Siyuan Chair Professor of Nanjing University in China from 2013 to 2016. Prof Chong received his Bachelor degree in Economics from The Chinese University of Hong Kong in 1991, and Ph.D. in Economics from the University of Rochester in 1995. His main research area is financial econometrics. He has published over 500 articles in international journals and newspapers covering a wide spectrum of topics in Econometrics, Finance, Mathematics, Psychology, Education and the Chinese Economy. Prof. Chong ranks top 37th worldwide in theoretical econometrics and top 2% authors worldwide in terms of the Number of Distinct Works. His papers are published in reputable international journals.
Research Interest
Partial Parameter Consistency in a Misspecified Structural Change Model,
Publications
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[7] "Generic Consistency of the Break-Point Estimator under Specification Errors," Econometrics Journal, 6, June 2003, pp. 167-192.
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[4] "Structural Change in AR(1) Models," Econometric Theory, 17, No. 1, February 2001, pp. 87-155.
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Estimating the Differencing Parameter via the Partial Autocorrelation Function," Journal of Econometrics, 97, August 2000, pp. 365-381.
