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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~subject:"Statistischer Test"
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Zeitreihenanalyse
Statistischer Test
Estimation
34
Schätzung
34
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26
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26
Einheitswurzeltest
17
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Zimmermann, Klaus F.
Bollerslev, Tim
Chang, Tsangyao
Gil-Alaña, Luis A.
9
Liu, Wen-chi
6
Caporale, Guglielmo Maria
5
Lee, Chia-hao
4
Lu, Yang-cheng
4
Tiwari, Aviral Kumar
4
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3
Tzeng, Han-wen
3
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2
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2
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2
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2
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2
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2
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2
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1
Albulescu, Claudiu Tiberiu
1
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1
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1
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1
Boršič, Darja
1
Bozos, Konstantinos
1
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1
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1
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Applied economics letters
Applied economics
6
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4
The empirical economics letters : a monthly international journal of economics
4
Applied economics quarterly
2
International journal of economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Romanian journal of economic forecasting
2
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Cahier / Départment de Sciences Économiques, Université de Montréal
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1
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Empirica : journal of european economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar
;
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
Saved in:
3
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
4
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
5
Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue
;
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 569-573
Persistent link: https://www.econbiz.de/10009630671
Saved in:
6
Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration
Pan, Guochen
;
Chang, Tsangyao
;
Tang, De-piao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 857-862
Persistent link: https://www.econbiz.de/10009631817
Saved in:
7
Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Chiu, Chi-chen
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 251-255
Persistent link: https://www.econbiz.de/10009230079
Saved in:
8
Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests
Chang, Tsangyao
;
Lu, Yang-cheng
;
Liu, Wen-chi
;
Kang, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 63-67
Persistent link: https://www.econbiz.de/10009230321
Saved in:
9
An empirical test of the purchasing power parity for transition economies : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Kuei-chiu
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1691-1696
Persistent link: https://www.econbiz.de/10009383368
Saved in:
10
Purchasing power parity for 15 COMESA and SADC countries : evidence based on panel SURADF tests
Chang, Tsangyao
;
Tang, De-piao
;
Liu, Wen-chi
;
Lee, Chia-hao
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009232154
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