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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Chang, Tsangyao"
~subject:"Schätzung"
~subject:"Wettbewerb"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Wettbewerb
Theorie
26
Theory
26
Einheitswurzeltest
17
Unit root test
17
Estimation
14
Time series analysis
11
Kaufkraftparität
8
Purchasing power parity
8
Nichtlineare Regression
7
Nonlinear regression
7
Cointegration
6
Kointegration
6
Structural break
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Strukturbruch
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Arbeitslosigkeit
4
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Fourier function
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Interest rate parity
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G7 countries
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Aufsatz in Zeitschrift
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21
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English
21
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Chang, Tsangyao
Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
58
Gupta, Rangan
41
Caporale, Guglielmo Maria
38
Koop, Gary
31
Taylor, Robert
31
Ghysels, Eric
29
Leybourne, Stephen James
29
Perron, Pierre
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Timmermann, Allan
27
Koopman, Siem Jan
26
Pesaran, M. Hashem
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Moosa, Imad A.
25
Hendry, David F.
24
Hong, Yongmiao
24
Engle, Robert F.
23
Herwartz, Helmut
23
Mills, Terence C.
23
Wohar, Mark E.
23
Hecq, Alain W. J.
22
Bahmani-Oskooee, Mohsen
21
Peel, David
21
Bollerslev, Tim
20
Engsted, Tom
20
Newbold, Paul
20
Diebold, Francis X.
19
Harvey, David I.
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Härdle, Wolfgang
19
Satchell, Stephen
19
Swanson, Norman R.
19
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Applied economics letters
6
The empirical economics letters : a monthly international journal of economics
3
Economic modelling
2
Applied economics
1
Applied economics quarterly
1
China & world economy
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
International review of economics & finance : IREF
1
Iranian economic review : journal of University of Tehran
1
Romanian journal of economic forecasting
1
The Manchester School
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of developing areas
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ECONIS (ZBW)
21
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1
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:
2
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:
3
The comovment between money and economic growth in 15 Asia-Pacific countries : wavelet coherency analysis in time-frequency domain
Tsai, Su-Ling
;
Chang, Tsangyao
- In:
Romanian journal of economic forecasting
21
(
2018
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012020116
Saved in:
4
Revisit hysteresis unemployment in eastern European countries using quantile regression
Xie, Hong
;
Chang, Tsangyao
;
Grigorescu, Adriana
;
Hung, Ken
- In:
Ekonomický časopis : časopis pre ekonomickú …
66
(
2018
)
5
,
pp. 522-537
Persistent link: https://www.econbiz.de/10012152810
Saved in:
5
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Hsu, Chen-min
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
19
(
2020
)
3
,
pp. 179-190
Persistent link: https://www.econbiz.de/10012596213
Saved in:
6
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
7
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
8
A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid
;
Chang, Tsangyao
;
Elmi, Zahra Mila
;
Lee, …
- In:
Iranian economic review : journal of University of Tehran
22
(
2018
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011977114
Saved in:
9
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Chang, Yu-Cheng
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011907048
Saved in:
10
The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics quarterly
63
(
2017
)
3
,
pp. 295-317
Persistent link: https://www.econbiz.de/10011890423
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