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Sieve bootstrap for fixed-b Phillips-Perron unit root test
Wang, Zhenxin; Wang, Shaoping; Yan, Yayi - In: Computational economics 64 (2024) 6, pp. 3181-3205
Persistent link: https://www.econbiz.de/10015144195
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A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping; Yu, Jiyu - In: Applied economics letters 24 (2017) 19, pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang; Wang, Shaoping - In: Economics letters 156 (2017), pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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A new test for unit roots with a partial quadratic trend
Li, Yanglin; Wang, Shaoping; Jin, Sainan; Xiao, Zhijie - In: The econometrics journal 27 (2024) 2, pp. 258-277
Persistent link: https://www.econbiz.de/10015046376
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Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
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Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen; Yue, Ding; Wu, Xu; Gao, Wei - In: Computational economics 61 (2023) 2, pp. 487-511
Persistent link: https://www.econbiz.de/10014228448