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BOOTSTRAPPING COVARIATE UNIT ROOT TESTS: AN APPLICATION TO INFLATION RATES

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Bulletin of Economic Research 65 (2013) 05, pp. 165-165

Persistent link: https://www.econbiz.de/10010696878

Bootstrapping covariate stationarity tests for inflation rates

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic Modelling 26 (2009) 6, pp. 1443-1448

This paper investigates the stationarity properties of international inflation rates by bootstrapping two stationarity tests with covariates in Jansson (2004). When the asymptotic critical values are used, the two powerful tests are found to reject the null hypothesis less in the presence of a...

Persistent link: https://www.econbiz.de/10008473750

Asymmetric inflation dynamics: Evidence from quantile regression analysis

Tsong, Ching-Chuan; Lee, Cheng-Feng - In: Journal of macroeconomics 33 (2011) 4, pp. 668-681

Persistent link: https://www.econbiz.de/10009806914

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/10010161363

Bootstrapping covariate stationarity tests for inflation rates

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic modelling 26 (2009) 6, pp. 1443-1448

Persistent link: https://www.econbiz.de/10008312136

A revisit on real interest rate parity hypothesis simulation evidence from efficient unit root tests

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Applied economics 44 (2012) 24, pp. 3089-3100

Persistent link: https://www.econbiz.de/10009817758

Quantile cointegration analysis of the Fisher hypothesis

Tsong, Ching-Chuan; Lee, Cheng-Feng - In: Journal of macroeconomics 35 (2013), pp. 186-198

Persistent link: https://www.econbiz.de/10010083385

Covariate selection for testing purchasing power parity

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Applied economics 43 (2011) 15, pp. 1923-1934

Persistent link: https://www.econbiz.de/10009134016

Bootstrapping covariate stationarity tests for inflation rates

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic modelling 26 (2009) 6, pp. 1443-1449

Persistent link: https://www.econbiz.de/10008881944

Bootstrapping covariate stationarity tests for inflation rates

Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic modelling 26 (2009) 6, pp. 1443-1448

Persistent link: https://www.econbiz.de/10003923606