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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Panel study"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Kointegration
Panel study
Welt
Theorie
307
Theory
307
Estimation
232
Schätzung
232
Time series analysis
224
Zeitreihenanalyse
224
Einheitswurzeltest
202
Unit root test
202
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195
Schätztheorie
195
Cointegration
166
Panel
138
Regression analysis
108
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108
Börsenkurs
102
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102
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94
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Chang, Tsangyao
Narayan, Paresh Kumar
Phillips, Peter C. B.
Pesaran, M. Hashem
215
Eichengreen, Barry
212
Dreher, Axel
197
Gupta, Rangan
195
Caporale, Guglielmo Maria
193
Aizenman, Joshua
181
Anderson, Kym
175
Gil-Alaña, Luis A.
168
Rose, Andrew
164
Demirgüç-Kunt, Asli
162
Asongu, Simplice
137
Kose, M. Ayhan
132
McAleer, Michael
132
Schneider, Friedrich
128
Bahmani-Oskooee, Mohsen
121
Apergēs, Nikolaos
119
Hoekman, Bernard M.
119
Westerlund, Joakim
114
Baltagi, Badi H.
113
Bordo, Michael D.
113
Levine, Ross
112
Tol, Richard S. J.
111
Woessmann, Ludger
111
Lee, Chien-chiang
110
Egger, Peter
109
Claessens, Stijn
107
Haan, Jakob de
104
Reinhart, Carmen M.
103
Shahbaz, Muhammad
103
Belke, Ansgar
102
Beck, Thorsten
101
Nunnenkamp, Peter
100
Tiwari, Aviral Kumar
100
Afonso, António
99
Frankel, Jeffrey A.
94
Wei, Shang-jin
94
Voigt, Stefan
92
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Cowles Foundation discussion paper
43
Applied economics letters
25
Applied economics
19
Journal of econometrics
18
Econometric theory
14
Economic modelling
12
The empirical economics letters : a monthly international journal of economics
12
Energy economics
8
International review of financial analysis
8
Department of Economics discussion papers / Monash University
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of economics
6
International review of economics & finance : IREF
6
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
6
Defence and peace economics
5
Econometric reviews
5
Japan and the world economy : international journal of theory and policy
5
Journal of Asian economics
5
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
The Indian journal of economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy policy
3
Finance research letters
3
The econometrics journal
3
The journal of international trade & economic development
3
Applied financial economics
2
Bulletin of monetary economics and banking
2
China economic review : an international journal
2
Econometrics : open access journal
2
Economic papers : a journal of applied economics and policy
2
Economic systems
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
International journal of finance & economics : IJFE
2
International review of applied economics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
319
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1
Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies
Juhro, Solikin M.
;
Iyke, Bernard Njindan
;
Narayan, …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014535743
Saved in:
2
Revisiting the twin deficits hypothesis in the United States : further evidence based on system-equation ADL test for threshold cointegration
Chang, Tsangyao
;
Sethi, Dinabandhu
;
Tiwari, Aviral Kumar
; …
- In:
Journal of international trade & economic development : …
33
(
2024
)
4
,
pp. 723-737
Persistent link: https://www.econbiz.de/10014632758
Saved in:
3
Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Hu, Liqin
;
Zheng, Qiuyan
;
Chang, Tsangyao
- In:
Applied economics
56
(
2024
)
22
,
pp. 2654-2670
Persistent link: https://www.econbiz.de/10014525404
Saved in:
4
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
5
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:
6
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
7
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
8
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
9
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
Saved in:
10
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
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