Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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