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TESTING FOR UNIT ROOTS WITH BREAKS: EVIDENCE ON THE GREAT CRASH AND THE UNIT ROOT HYPOTHESIS RECONSIDERED.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1997, v. 59, n. 4, p. 435, doi. 10.1111/1468-0084.00076
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- Article
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions.
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- Econometrics Journal, 2015, v. 18, n. 1, p. 95, doi. 10.1111/ectj.12041
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- Article
Distinguishing between trend-break models: method and empirical evidence.
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- Econometrics Journal, 2001, v. 4, n. 2, p. 171, doi. 10.1111/1368-423X.00061
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- Article
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST.
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- Econometric Theory, 2000, v. 16, n. 6, p. 835, doi. 10.1017/s0266466600166022
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- Article
Spurious Break.
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- Econometric Theory, 1995, v. 11, n. 4, p. 736, doi. 10.1017/S0266466600009713
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- Article
The Moving-Estimates Test for Parameter Stability.
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- Econometric Theory, 1995, v. 11, n. 4, p. 699, doi. 10.1017/S0266466600009695
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- Article
A noise-robust estimator of volatility based on interquantile ranges.
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- Review of Quantitative Finance & Accounting, 2014, v. 43, n. 4, p. 751, doi. 10.1007/s11156-013-0391-7
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- Article
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing.
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- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 730, doi. 10.1093/jjfinec/nbu014
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- Article
Quantile Regression on Quantile Ranges - A Threshold Approach.
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- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 99, doi. 10.1111/jtsa.12204
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- Article
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan.
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- Empirical Economics, 2013, v. 44, n. 2, p. 921, doi. 10.1007/s00181-011-0533-5
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- Article
THE ET INTERVIEW: PROFESSOR CHENG HSIAO.
- Published in:
- Econometric Theory, 2012, v. 28, n. 6, p. 1351, doi. 10.1017/S0266466612000163
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- Article