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Pui Sun Tam

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Personal Details

First Name: Pui Sun
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Last Name: Tam
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RePEc Short-ID: pta480

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Affiliation

Works

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Working papers

  1. Pui Sun Tam & Pui I Tam, 2012. "Rethinking stock market integration: Globalization, valuation and convergence," SFB 649 Discussion Papers SFB649DP2012-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Pui Sun Tam & University of Macau, 2006. "Breaking trend panel unit root tests," Computing in Economics and Finance 2006 341, Society for Computational Economics.

Articles

  1. Pui Sun Tam, 2013. "Finite-sample distribution of the augmented Dickey--Fuller test with lag optimization," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3495-3511, August.
  2. Pui Sun Tam, 2012. "Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1061-1064, July.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2006-07-15. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-07-15. Author is listed
  3. NEP-FMK: Financial Markets (1) 2012-09-09. Author is listed

Statistics

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