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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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Exchange rate pass-through and monetary policy : a cross-commodity analysis
Chang, Jui-Chuan; Tsong, Ching-Chuan - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 106-120
Persistent link: https://www.econbiz.de/10009238967
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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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Testing for stationarity of inflation rates with covariates
Tsong, Ching-chuan; Lee, Cheng-feng - In: The South African journal of economics 78 (2010) 4, pp. 344-362
Persistent link: https://www.econbiz.de/10008903573
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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