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~language:"eng"
~person:"Chang, Hsu-Ling"
~person:"Phillips, Peter C. B."
~subject:"Unit root test"
~type_genre:"Article in journal"
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Unit root test
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94
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Chang, Hsu-Ling
Phillips, Peter C. B.
Chang, Tsangyao
86
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54
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39
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ECONIS (ZBW)
65
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
4
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
Does the efficient market hypothesis fit military enterprises in China?
Wang, Kai-Hua
;
Su, Chi-Wei
;
Tao, Ran
;
Chang, Hsu-Ling
- In:
Defence and peace economics
30
(
2019
)
7
,
pp. 877-889
Persistent link: https://www.econbiz.de/10012200602
Saved in:
7
Can the Taylor rules explain exchange rate movements? : evidence from Central and Eastern European countries
Su, Chi-Wei
;
Si, Dengkui
;
Chang, Hsu-Ling
;
Li, Xiao-Lin
- In:
Argumenta oeconomica
41
(
2018
)
2
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012284754
Saved in:
8
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
9
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
10
Is per capita real GDP stationary in Asia countries? : evidence from a panel stationary test with structural breaks
Chang, Tsangyao
;
Chu, Hsiao-ping
;
Chang, Hsu-Ling
;
Su, …
- In:
International journal of economics
11
(
2017
)
1
,
pp. 89-96
Persistent link: https://www.econbiz.de/10011708678
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