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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
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Investigating the stationarity of insurance premiums : international evidence
Lee, Chien-Chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297
Persistent link: https://www.econbiz.de/10010243644
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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