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Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects

Econometric reviews, 2024-08, Vol.43 (7), p.452-489

2024

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China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes

Economic analysis and policy, 2022-12, Vol.76, p.643-666

2022

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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market

International review of economics & finance, 2020-09, Vol.69, p.374-388

2020

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Threshold model with a time‐varying threshold based on Fourier approximation

Journal of time series analysis, 2021-07, Vol.42 (4), p.406-430

2021

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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns:1990-2019

Applied economics letters, 2023-09, Vol.30 (16), p.2189-2194

2023

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Panel kink threshold regression model with a covariate-dependent threshold

The econometrics journal, 2021-09, Vol.24 (3), p.462-481

2021

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A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Oxford bulletin of economics and statistics, 2016-06, Vol.78 (3), p.365-393

2016

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Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis

Economics letters, 2017-10, Vol.159, p.128-133

2017

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How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test

Pacific-Basin finance journal, 2014-01, Vol.26, p.198-226

2014

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Random Walk in the MIST

Journal of Asia-Pacific business, 2015-04, Vol.16 (2), p.92-104

2015

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How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis

Pacific-Basin finance journal, 2012-06, Vol.20 (3), p.349-362

2012

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A re-examination on dissecting the purchasing power parity puzzle

Journal of international money and finance, 2011-04, Vol.30 (3), p.572-586

2011

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CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?: Can Dividend Yields Out-Predict Stock Returns

The Manchester school, 2011-12, Vol.79 (6), p.1179-1196

2011

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CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

The Manchester school, 2011-12, Vol.79 (6), p.1179-1196

2011

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Fractional Integration and the Phillips-Perron Test

經濟論文, 2004-06, Vol.32 (2)

2004

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The transactions money demand in Taiwan: Analysis of stability and the importance of the innovations in the common stochastic trends

Lee, Chingnun

1994

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Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects

China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes

The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market

Threshold model with a time‐varying threshold based on Fourier approximation

Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns:1990-2019

Panel kink threshold regression model with a covariate-dependent threshold

A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis

How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test

Random Walk in the MIST

How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis

A re-examination on dissecting the purchasing power parity puzzle

CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?: Can Dividend Yields Out-Predict Stock Returns

CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

Fractional Integration and the Phillips-Perron Test

The transactions money demand in Taiwan: Analysis of stability and the importance of the innovations in the common stochastic trends

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