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Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
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A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming - In: Economics letters 65 (1999) 3, pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
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Testing time reversibility without moment restrictions
Chen, Yi-ting; Chou, Ray Yeutien; Kuan, Chung-ming - In: Journal of econometrics 95 (2000) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10001432563
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Spurious break
Nunes, Luis C.; Kuan, Chung-ming; Newbold, Paul - 1993
Persistent link: https://www.econbiz.de/10000866015
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Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
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Spurious break
Nunes, Luis C. - In: Econometric theory 11 (1995) 4, pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
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Spurious number of breaks
Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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Spurious break
Nunes, Luis C.; Kuan, Chung-ming; Newbold, Paul - 1993 - Rev
Persistent link: https://www.econbiz.de/10000885319
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Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-ming - 1994
Persistent link: https://www.econbiz.de/10000891463
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Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting; Kuan, Chung-ming - In: Journal of applied econometrics 17 (2002) 5, pp. 565-578
Persistent link: https://www.econbiz.de/10001709316