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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
Unit root test
Theorie
292
Theory
292
Time series analysis
211
Zeitreihenanalyse
211
Estimation theory
198
Schätztheorie
198
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145
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145
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114
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101
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Chang, Tsangyao
Phillips, Peter C. B.
Gil-Alaña, Luis A.
77
Taylor, Robert
76
Westerlund, Joakim
51
Su, Chi-Wei
49
Caporale, Guglielmo Maria
45
Leybourne, Stephen James
43
Narayan, Paresh Kumar
43
Harvey, David I.
34
Chang, Hsu-Ling
32
Lee, Junsoo
30
Smyth, Russell
29
Rodrigues, Paulo M. M.
28
Wagner, Martin
28
Lütkepohl, Helmut
26
Bahmani-Oskooee, Mohsen
25
Ramírez, Miguel D.
25
Omay, Tolga
23
Breitung, Jörg
22
Kapetanios, George
22
Saikkonen, Pentti
22
Ranjbar, Omid
20
Cavaliere, Giuseppe
19
Cook, Steven
19
Perron, Pierre
19
Kunst, Robert M.
18
Lee, Chien-chiang
18
Nielsen, Morten Ørregaard
18
Pesaran, M. Hashem
18
Rodriguez, Gabriel
18
Tiwari, Aviral Kumar
18
Österholm, Pär
18
Holmes, Mark J.
17
Jansson, Michael
17
Lanne, Markku
17
Cuestas, Juan Carlos
16
Elliott, Graham
16
Hassler, Uwe
16
Papell, David H.
16
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Cowles Foundation discussion paper
36
Applied economics letters
21
Journal of econometrics
12
The empirical economics letters : a monthly international journal of economics
12
Applied economics
11
Econometric theory
8
Economic modelling
5
Econometric reviews
3
International review of economics & finance : IREF
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics
2
Iranian economic review : journal of University of Tehran
2
Japan and the world economy : international journal of theory and policy
2
The econometrics journal
2
Applied economics quarterly
1
Applied financial economics
1
China & world economy
1
Eastern European economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic papers : a journal of applied economics and policy
1
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Empirica : journal of european economics
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Energy Reports
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Global business & economics review
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomics and finance in emerging market economies
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
161
EconStor
1
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
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:
4
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:
5
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
6
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
7
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
8
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
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