The following pages link to Jen-je Su (Q1275108):
Displayed 7 items.
- Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
- Item:Q1275108 (redirect page) (← links)
- Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
- Alternative unit root testing strategies using the Fourier approximation (Q2446467) (← links)
- Panel threshold spatial Durbin models with individual fixed effects (Q2660020) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Agricultural commodity futures trading based on cross-country rolling quantile return signals (Q5234364) (← links)