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On the size and power of testing for no autocorrelation under weak assumptions

Su, Jen-Je - In: Applied financial economics 15 (2005) 4, pp. 247-258

Persistent link: https://www.econbiz.de/10007643989

Investigating the interaction effect of democracy and economic freedom on corruption : a cross-country quantile regression analysis

Saha, Shrabani; Su, Jen-Je - In: Economic analysis and policy 42 (2012) 3, pp. 389-396

Persistent link: https://www.econbiz.de/10010077067

Su, Jen-Je; Nguyen, Jeremy K. - In: Applied economics letters 20 (2013) 13, pp. 1259-1262

Persistent link: https://www.econbiz.de/10010158958

Alternative unit root testing strategies using the Fourier approximation

Su, Jen-Je; Nguyen, Jeremy K. - In: Economics letters 121 (2013) 1, pp. 8-11

Persistent link: https://www.econbiz.de/10010171630

A note on the size of the KPSS unit root test

Su, Jen-Je; Amsler, Christine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-700

Persistent link: https://www.econbiz.de/10010042026

Are exchange rates serially correlated? New evidence from the Euro FX markets

Cheung, Adrian Wai-Kong; Su, Jen-Je; Choo, Astrophel Kim - In: Review of financial economics : RFE 21 (2012) 1, pp. 14-21

Persistent link: https://www.econbiz.de/10009830674

Are securitised real estate markets efficient?

Su, Jen-Je; Cheung, Adrian (Wai-Kong); Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-691

Persistent link: https://www.econbiz.de/10009848567

The interaction effect of economic freedom and democracy on corruption: A panel cross-country analysis

Saha, Shrabani; Gounder, Rukmani; Su, Jen-Je - In: Economics letters 105 (2009) 2, pp. 173-177

Persistent link: https://www.econbiz.de/10008882457

The interaction effect of economic freedom and democracy on corruption: A panel cross-country analysis

Saha, Shrabani; Gounder, Rukmani; Su, Jen-Je - In: Economics letters 105 (2009) 2, pp. 173-176

Persistent link: https://www.econbiz.de/10008311756

On the power of modified Kapetanios-Snell-Shin (KSS) tests

Su, Jen-je; Wai-kong (adrian) Cheung; Astrophel (kim) Choo - In: Economics Bulletin 30 (2010) 3, pp. 2028-2036

This paper investigates if the recursive detrending method that works well for linear unit root tests also provides good outcomes for nonlinear unit root tests. It is found that the method improves the power of the nonlinear test when only a non-trending mean needs to be removed. The test,...

Persistent link: https://www.econbiz.de/10008500617