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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
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Kointegration
Time series analysis
Theorie
169
Theory
169
Zeitreihenanalyse
128
Estimation
121
Schätzung
121
Einheitswurzeltest
119
Unit root test
119
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95
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95
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88
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74
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198
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Chang, Tsangyao
Phillips, Peter C. B.
Gil-Alaña, Luis A.
205
Gupta, Rangan
110
Bahmani-Oskooee, Mohsen
106
Caporale, Guglielmo Maria
86
Franses, Philip Hans
78
Tiwari, Aviral Kumar
73
Shahbaz, Muhammad
71
Taylor, Robert
66
Narayan, Paresh Kumar
58
Leybourne, Stephen James
57
Lütkepohl, Helmut
57
Perron, Pierre
50
Apergēs, Nikolaos
49
Moosa, Imad A.
49
Teräsvirta, Timo
44
Harvey, Andrew C.
43
Payne, James E.
43
Koopman, Siem Jan
42
McAleer, Michael
42
Koop, Gary
41
Lee, Chien-chiang
40
Westerlund, Joakim
40
Johansen, Søren
38
Harvey, David I.
35
Hendry, David F.
35
Saikkonen, Pentti
35
Ramírez, Miguel D.
33
Herwartz, Helmut
32
Herzer, Dierk
32
Mills, Terence C.
32
Wohar, Mark E.
32
Arize, Augustine Chuck
31
Hassler, Uwe
31
Newbold, Paul
31
Robinson, Peter M.
31
Balcilar, Mehmet
30
Granger, C. W. J.
30
Hammoudeh, Shawkat
30
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Journal of econometrics
32
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Applied economics letters
15
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12
The empirical economics letters : a monthly international journal of economics
8
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7
International review of economics & finance : IREF
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Romanian journal of economic forecasting
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3
Iranian economic review : journal of University of Tehran
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Defence and peace economics
2
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2
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2
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2
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2
Japan and the world economy : international journal of theory and policy
2
Journal of economic development
2
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2
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2
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2
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2
The review of economic studies
2
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1
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1
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic time series with random walk and other nonstationary components
1
Economics & finance notes
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Empirica : journal of european economics
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ECONIS (ZBW)
198
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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
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:
3
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:
4
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:
5
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:
6
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
7
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:
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
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
10
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
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