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~language:"eng"
~person:"Chang, Tsangyao"
~subject:"Bootstrap approach"
~subject:"Einheitswurzeltest"
~subject:"Kausalanalyse"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
~type_genre:"Working Paper"
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Bootstrap approach
Einheitswurzeltest
Kausalanalyse
Estimation
97
Schätzung
97
Unit root test
86
Kaufkraftparität
72
Purchasing power parity
72
Cointegration
57
Kointegration
57
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52
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52
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44
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42
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42
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36
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36
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31
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127
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127
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2
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Chang, Tsangyao
Taylor, Robert
99
Phillips, Peter C. B.
88
Gupta, Rangan
85
Su, Chi-Wei
83
Gil-Alaña, Luis A.
77
Caporale, Guglielmo Maria
73
MacKinnon, James G.
64
Tiwari, Aviral Kumar
64
Narayan, Paresh Kumar
63
Westerlund, Joakim
56
Chernozhukov, Victor
55
Heckman, James J.
55
Cavaliere, Giuseppe
52
Lechner, Michael
52
Lütkepohl, Helmut
51
Shahbaz, Muhammad
50
Balcilar, Mehmet
49
Huber, Martin
49
Imbens, Guido
48
Pradhan, Rudra Prakash
47
Odhiambo, Nicholas M.
46
Smyth, Russell
45
Lee, Chien-chiang
44
Leybourne, Stephen James
44
Kilian, Lutz
40
Nielsen, Morten Ørregaard
40
Chang, Hsu-Ling
38
Davidson, Russell
38
Swanson, Norman R.
37
Gonçalves, Sílvia
36
Hatemi-J, Abdulnasser
36
Kapetanios, George
36
Apergēs, Nikolaos
35
Harvey, David I.
35
White, Halbert
35
Frölich, Markus
34
Minford, Patrick
34
Rault, Christophe
34
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34
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Applied economics letters
25
The empirical economics letters : a monthly international journal of economics
18
Applied economics
16
Economic modelling
8
Defence and peace economics
4
International review of economics & finance : IREF
4
Finance research letters
3
Iranian economic review : journal of University of Tehran
3
Economic systems
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics
2
Japan and the world economy : international journal of theory and policy
2
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2
Applied economics quarterly
1
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1
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1
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1
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1
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1
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy reports
1
Finance a úvěr
1
Global business & economics review
1
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1
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1
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1
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1
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1
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1
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1
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Panoeconomicus
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ECONIS (ZBW)
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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
Revisit the impact of exchange rate on stock market returns during the pandemic period
Chang, Hao Wen
;
Chang, Tsangyao
;
Wang, Mei-Chih
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014492011
Saved in:
3
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:
4
Evaluating time-varying granger causality between US-China political relation changes and China stock market
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473301
Saved in:
5
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:
6
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:
7
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:
8
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
9
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
Saved in:
10
Urbanization, coal consumption and CO2 emissions nexus in China using bootstrap Fourier Granger causality test in quantiles
Cheng, Kai
;
Hsueh, Hsin-Pei
;
Ranjbar, Omid
;
Wang, Mei-Chih
- In:
Letters in spatial and resource sciences : LSRS
14
(
2021
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10012497233
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