2017 |
Wang, Gaowen, 2017, Modified unit root tests with nuisance parameter free asymptotic distributions, Methodology and Computing in Applied Probability, 19, 519 - 538. DOI: 10.1007/s11009-016-9498-3 [SCI, impact factor = 0.965, 2016] |
2015 |
Wang, Gaowen and Nan-Wei Han, 2015, Spurious regressions in time series with long memory, Communications in Statistics -- Theory and Methods, 44, 837 - 854. DOI: 10.1080/03610926.2012.753088 [SCI, impact factor = 0.300, 2015] |
2011 |
Wang, Gaowen, 2011, Unit root testing in the presence of ARFIMA – GARCH errors, Applied Stochastic Models in Business and Industry, 27, 421 - 433. DOI: 10.1002/asmb.850 [SCI, impact factor = 0.829, 2011] |
2008 |
Wang, Gaowen and Wei-Lin Mao, 2008, Unit root testing in the presence of heavy-tailed GARCH errors, Australian & New Zealand Journal of Statistics, 50, 273 - 292. DOI: 10.1111/j.1467-842X.2008.00517.x [SCI, impact factor = 0.347, 2006] |
2006 |
Wang, Gaowen, 2006, A note on unit root tests with heavy-tailed GARCH errors, Statistics and Probability Letters, 76, 1075 - 1079. DOI: 10.1016/j.spl.2005.12.012 [SCI, impact factor = 0.284, 2004] |
2004 |
王高文與毛維凌, 2004, 單一方程式共整合--GARCH 模型: 台灣股市之實證研究, 經濟論文叢刊, 32, 1 - 24。 [TSSCI] |
2001 |
毛維凌與王高文, 2001, 再探恆常所得模型的跨期替代彈性估計問題, 台灣經濟學會年會論文集, 2001 年, 1 - 32。[TSSCI 觀察名單] |