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Lee, Chingnun
7
Yang, Lixiong
2
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1
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
2
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
3
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
Saved in:
4
Random walk in the MIST
Yang, Ginny Ju-Ann
;
Lee, Chingnun
;
Lee, Chen Hsun
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011289924
Saved in:
5
A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure
Lee, Chingnun
-
2013
This paper proposes a new simple panel unit-root test by extending the cross-sectionally augmented panel unit-root test (CIPS) developed by Pesaran et al. (2013) to allow for smoothing structural changes in deterministic terms, approximated by a Fourier series. The proposed statistic is the...
Persistent link: https://www.econbiz.de/10013075903
Saved in:
6
A re-examination on dissecting the purchasing power parity puzzle
Wu, Jyh-lin
;
Lee, Chingnun
;
Wang, Tzu-Wei
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 572-586
Persistent link: https://www.econbiz.de/10009268824
Saved in:
7
Fractional integration and the Phillips-Perron test
Lee, Chingnun
;
Shie, Fu-shuen
- In:
Jingji-lunwen
32
(
2004
)
2
,
pp. 273-312
Persistent link: https://www.econbiz.de/10002587064
Saved in:
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