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Finite-sample distribution of the augmented Dickey-Fuller test with lag optimization Journal article
Applied Economics, 2012,Volume: 45,Issue: 24,Page: 3495–3511
Authors:  Pui Sun Tam
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/11/01
Unit Root Test  Lag Optimization  Response Surface  Monte Carlo  
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks Journal article
Applied Economics Letters, 2011,Volume: 19,Issue: 11,Page: 1061-1064
Authors:  Pui Sun Tam
Favorite | View/Download:4/0 | TC[WOS]:1 TC[Scopus]:2 | Submit date:2019/11/01
Cointegration  Structural Break  Monte Carlo  Spurious Rejection  
A panel data approach to the income convergence among Mainland China, Hong Kong and Macao Journal article
Journal of the Asia Pacific Economy, 2010,Volume: 15,Issue: 4,Page: 420-435
Authors:  Chun Kwok Lei;  Pui Sun Tam
Favorite | View/Download:9/0 | TC[WOS]:2 TC[Scopus]:4 | Submit date:2019/11/01
China  Income Convergence  Panel Unit Root