Tsangyao Chang

According to our database, Tsangyao Chang authored at least 4 papers between 2010 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2020

The nexus of financial development and economic growth across major Asian economies: Evidence from bootstrap ARDL testing and machine learning approach.

Cheng-Feng Wu, Shian-Chang Huang, Tsangyao Chang, Chei-Chang Chiou, Hsin-Pei Hsueh

J. Comput. Appl. Math., 2020

2015

Does research output cause economic growth or vice versa? Evidence from 34 OECD countries.

Hamilton Ntuli, Roula Inglesi-Lotz, Tsangyao Chang, Anastassios Pouris

J. Assoc. Inf. Sci. Technol., 2015

2011

Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration.

Yonggang Ye, Tsangyao Chang, Ken Hung, Yang-Cheng Lu

Math. Comput. Simul., 2011

2010

Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks.

Yang-Cheng Lu, Tsangyao Chang, Ken Hung, Wen-Chi Liu

Math. Comput. Simul., 2010