Narrow search
Showing 1 - 10 of 66
Cover Image
Testing for stationarity of inflation rates with covariates
Tsong, Ching-chuan; Lee, Cheng-feng - In: The South African journal of economics 78 (2010) 4, pp. 344-362
Persistent link: https://www.econbiz.de/10008903573
Cover Image
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic modelling 26 (2009) 6, pp. 1443-1448
Persistent link: https://www.econbiz.de/10003923606
Cover Image
Asymmetric inflation dynamics : evidence from quantile regression analysis
Tsong, Ching-chuan; Lee, Cheng-feng - In: Journal of macroeconomics 33 (2011) 4, pp. 668-680
Persistent link: https://www.econbiz.de/10009530441
Cover Image
Covariate selection for testing purchasing power parity
Lee, Cheng-feng; Tsong, Ching-chuan - In: Applied economics 43 (2011) 13/15, pp. 1923-1933
Persistent link: https://www.econbiz.de/10009240250
Cover Image
A revisit to the stationarity of OECD inflation : evidence from panel unit-root tests and the covariate point optimal test
Tsong, Ching-chuan; Lee, Cheng-feng; Lee, Chien-chiang - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 380-396
Persistent link: https://www.econbiz.de/10009666579
Cover Image
Do real interest rates really contain a unit root? : more evidence from a bootstrap covariate unit root test
Lee, Cheng-feng; Tsong, Ching-chuan - In: Pacific economic review 16 (2011) 5, pp. 616-637
Persistent link: https://www.econbiz.de/10009412764
Cover Image
Quantile cointegration analysis of the Fisher hypothesis
Tsong, Ching-chuan; Lee, Cheng-feng - In: Journal of macroeconomics 35 (2013), pp. 186-198
Persistent link: https://www.econbiz.de/10009723973
Cover Image
Asymmetric behavior of unemployment rates : evidence from the quantile covariate unit root test
Lee, Cheng-feng; Hu, Te-chung; Li, Ping-cheng; Tsong, … - In: Japan and the world economy : international journal of … 28 (2013), pp. 72-84
Persistent link: https://www.econbiz.de/10010240922
Cover Image
The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li-Ju; Hu, … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
Cover Image
Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels
Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958
Persistent link: https://www.econbiz.de/10010467410