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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
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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
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Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-chuan; Wu, Chien-wei; Chiu, Hsien-hung; … - In: Economic modelling 33 (2013), pp. 101-112
Persistent link: https://www.econbiz.de/10010192034
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A revisit on real interest rate parity hypothesis : simulation evidence from efficient unit root tests
Lee, Cheng-feng; Tsong, Ching-chuan - In: Applied economics 44 (2012) 22/24, pp. 3089-3099
Persistent link: https://www.econbiz.de/10009616362
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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
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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
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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
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A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li Ju - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
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Unit root testing with stationary covariates in the framework of asymmetric STAR nonlinearity
Tsong, Ching-chuan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-30
Persistent link: https://www.econbiz.de/10009679593
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Testing for a unit root with covariates against nonlinear alternatives
Tsong, Ching-chuan - In: Economic modelling 28 (2011) 3, pp. 1226-1234
Persistent link: https://www.econbiz.de/10009272193