Jen-je Su

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Panel threshold spatial Durbin models with individual fixed effects
Economics Letters
2021-03-29Paper
Agricultural commodity futures trading based on cross-country rolling quantile return signals
Quantitative Finance
2019-09-26Paper
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Economics Letters
2018-09-20Paper
Alternative unit root testing strategies using the Fourier approximation
Economics Letters
2014-04-17Paper
On the oversized problem of Dickey-Fuller-type tests with GARCH errors
Communications in Statistics. Simulation and Computation
2011-11-25Paper
Does the method of data detrending matter? A study of the KPSS test against long memory alternatives
Economics Letters
1999-01-12Paper


Research outcomes over time


This page was built for person: Jen-je Su