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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Chang, Tsangyao"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Unit root test
Theorie
34
Theory
34
Time series analysis
15
Estimation
9
Schätzung
9
Stochastic process
8
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17
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Chang, Tsangyao
Phillips, Peter C. B.
Gil-Alaña, Luis A.
21
Gupta, Rangan
19
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Wang, Yudong
12
Hyndman, Rob J.
11
Taylor, Robert
11
Westerlund, Joakim
11
Koopman, Siem Jan
10
Wohar, Mark E.
10
Kang, Yanfei
9
Leybourne, Stephen James
9
McElroy, Tucker
9
Nonejad, Nima
9
Perron, Pierre
9
Harvey, David I.
8
Hecq, Alain W. J.
8
Jawadi, Fredj
8
Kim, Jong-Min
8
Marcellino, Massimiliano
8
Rodriguez, Gabriel
8
Ruiz, Esther
8
Athanasopoulos, George
7
Catania, Leopoldo
7
Fabozzi, Frank J.
7
Herwartz, Helmut
7
Kourentzes, Nikolaos
7
Ma, Feng
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Tiwari, Aviral Kumar
7
Wu, Chongfeng
7
Asai, Manabu
6
Auer, Benjamin R.
6
Bouri, Elie
6
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Journal of econometrics
4
Applied economics letters
2
Econometric theory
2
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1
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1
International review of economics & finance : IREF
1
Iranian economic review : journal of University of Tehran
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of quantitative economics
1
The Manchester School
1
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ECONIS (ZBW)
17
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1
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
2
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
7
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
10
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
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