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Testing for moderate explosiveness
Guo, Gangzheng; Sun, Yixiao; Wang, Shaoping - In: The econometrics journal 22 (2019) 1, pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de/10015183163
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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 generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai - In: Journal of econometrics 157 (2010) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10008661829
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PPP test for Asian countries and regions : new evidence from a wild bootstrap AESTAR test
Wang, Shaoping; Yang, Yang - In: Applied economics letters 24 (2017) 13/15, pp. 1046-1050
Persistent link: https://www.econbiz.de/10011716569
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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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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