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person:"Chang, Tsangyao"
~person:"Phillips, Peter C. B."
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Kointegrationsanalyse"
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Statistischer Test
Cointegration
88
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88
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Chang, Tsangyao
Phillips, Peter C. B.
Saikkonen, Pentti
7
Wagner, Martin
6
Westerlund, Joakim
6
Carrion i Silvestre, Josep Lluís
4
Fachin, Stefano
4
Kurozumi, Eiji
4
Lütkepohl, Helmut
4
Chan, Ngai Hang
3
Di Iorio, Francesca
3
Lee, Chia-hao
3
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3
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2
Boswijk, Herman Peter
2
Choi, In
2
Demetrescu, Matei
2
Gabriel, Vasco J.
2
Haug, Alfred Albert
2
Hong, Seung Hyun
2
Lu, Yang-cheng
2
Martins, Luís Filipe
2
Neto, David
2
Pan, Guochen
2
Paruolo, Paolo
2
Perron, Pierre
2
Rahbek, Anders
2
Ramírez, Miguel D.
2
Schweikert, Karsten
2
Seong, Byeongchan
2
Smeekes, Stephan
2
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2
Swanson, Norman R.
2
Swensen, Anders Rygh
2
Urbain, Jean-Pierre
2
Wang, Man
2
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1
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1
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Applied economics letters
4
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2
Applied economics
1
Romanian journal of economic forecasting
1
The econometrics journal
1
The empirical economics letters : a monthly international journal of economics
1
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Rational bubbles in G-7 countries : an empirical note based on the ADL test for threshold cointegration
Chou, Ming Che
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
15
(
2016
)
9
,
pp. 921-931
Persistent link: https://www.econbiz.de/10011718522
Saved in:
3
Revisiting purchasing power parity for East Asian countries using the rank test for nonlinear cointegration
Chang, Tsangyao
;
Su, Chi-Wei
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2847-2852
Persistent link: https://www.econbiz.de/10010189344
Saved in:
4
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
5
Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue
;
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 569-573
Persistent link: https://www.econbiz.de/10009630671
Saved in:
6
Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration
Pan, Guochen
;
Chang, Tsangyao
;
Tang, De-piao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 857-862
Persistent link: https://www.econbiz.de/10009631817
Saved in:
7
Revisting purchasing power parity for nine transition countries using the rank test for nonlinear cointegration
Chang, Tsangyao
;
Chiu, Chi-chen
;
Tzeng, Han-wen
- In:
Romanian journal of economic forecasting
14
(
2011
)
2
,
pp. 19-30
Persistent link: https://www.econbiz.de/10009487900
Saved in:
8
Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration
Chang, Tsangyao
;
Lee, Kuei-chiu
;
Lu, Yang-cheng
;
Pan, …
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1795-1800
Persistent link: https://www.econbiz.de/10009383281
Saved in:
9
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
10
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
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