| Publications |
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| Referred Journal Articles |
- Lixiong Yang, I-Po Chen, Chingnun Lee, Yihang Ye (2026), "Panel Threshold Mixed Data Sampling Models with a Covariate-Dependent Threshold", Journal of Time Series Analysis,47(2), p414-432. (SCIE)
- Lixiong Yang, I-Po Chen, Chingnun Lee and Mingjian Ren (2024), "Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects", Econometric Reviews, vol.43, issue 7, p452-489.(SSCI/SCIE)
- Hsien-Chung Yu, Wen-Wei Huo, Kung-Hung Lin, Wei-Chih Sun, Ching-Nun Lee (2023), "Trend Patterns of HBsAg Kinetics in Chronic Hepatitis B Patients during Nucleos(t)ide Analogue Therapy Based on ARMA Models", Journal of the Formosan Medical Association, vol.122, issue 6, p458-469.(SCIE)
- Ying-Shu Hung, Chingnun Lee, Pei-Fen Chen (2022), " China’s Monetary Policy and Global Stock Markets: A New Cointegration Approach with Smoothing Structural Changes", Economic Analysis and Policy, vol.76, p643–666. (SSCI)(PPT)
- Kuang-Liang Chang, Chingnun Lee and Chi-Wei He ( 2022), "Four Types of Tail Dependence Structures Between U.S. Dollar Index and S&P 500 Stock Returns:1990-2019",Applied Economics Letters,vol 30, issue 16, p2189-2194. (SSCI)
- Lixiong Yang, Chunli Zhang, Chingnun Lee and I- Po Chen (2021) , "Panel Kink Threshold Regression Model with a Covariate-Dependent Threshold",The Econometrics Journal,vol.24, issue 3, p462-481.（SSCI/SCIE)
- Lixiong Yang, Chingnun Lee and I-Po Chen (2021) , "Threshold Model With a Time-varying Threshold Based on Fourier Approximation", Journal of Time Series Analysis,vol.42, p406-430. (SCIE)
- Kuang-Liang Chang and Chingnun Lee (2020) , "The Asymmetric Spillover Effect of the Markov Switching Mechanism from the Futures Market to the Spot Market",International Review of Economics and Finance，vol.69, p.374 - 388. (SSCI)
- 楊利雄、李慶男 (2018)，"基於傅立葉變換的時變參數回歸模型：估計、設定檢驗和實證應用"。統計理論與方法，第33卷，第2期，p.10-16. ( CSSCI )。
- Lixiong Yang, Chingnun Lee andJen-Je Su(2017), "Behavior of the Standard Dickey-Fuller Test When There is a Fourier-Form Break Under the Null Hypothesis", Economics Letters, vol.159, p128-133.（SSCI）（PPT）
- 楊利雄、張春麗、李慶男 (2017)，"平穩的平滑轉移自回歸過程之間的虛假回歸問題研究"。統計與決策，第6期，p.15-19. ( CSSCI)。
- Chingnun Lee, Jyh-Lin Wu and Lixiong Yang (2016), "A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure", Oxford Bulletin of Economics and Statistics, vol.78, issue 3, p.365-393.（SSCI/SCIE）（PPT）（Code）
- 楊利雄、張春麗、李慶男 (2016), "基於傅立葉變換的含異質性結構突變的面板單位根檢驗"。統計研究, 第三十三卷，第二期, p. 86-90.（CSSCI）。
- 楊利雄、張春麗、李慶男 (2016), "含非線性的平穩變量之間的虛假迴歸研究"。統計與信息論壇，第三十一卷，第一期，p.18-23. （CSSCI）。
- Ginny Ju-ann Yang, Chingnun Lee and Chen-Hsun Lee (2015), "Random Walk in the MIST",Journal of Asia-Pacific Business, vol.16, issue 2, p.92-104.
- Lixiong Yang, Chingnun Lee and Fu Shuen Shie (2014), "How Close a Relationship Does a Capital Market Have With Other Markets? A Reexamination Based on the Equal Variance Test", Pacific-Basin Finance Journal , vol.26, issue 1, p. 198-226. (SSCI)
- 楊利雄、張春麗、李慶男 (2014), "平滑結構圖變下Dickey-Fuller檢驗的大樣本行為"。統計研究, 第三十卷，第十一期，p.103-108. (CSSCI)。
- 楊利雄、李慶男 (2014), "協整模型的“協整度”：F-型等方差檢驗和其有限樣本表現"。統計與決策，第4期，p.27-30. (CSSCI) 。
- 楊利雄、李慶男 (2014), "等均值檢驗：一個考慮橫截面相關的檢驗方法"。統計與決策. (CSSCI)。
- 楊利雄、李慶男 (2013), "中國股市與國際股市的聯動關係的密切程度"。山西財經大學學報, 第35卷, 第三期，p.22-32. (CSSCI)。
- 楊利雄、李慶男 (2013), "中國經濟的區域影響力超過日本了嗎？─ 基於不等方差檢驗的一種衡量方法"。南方經濟, 第五期, p.57-68. (CSSCI)。
- Chingnun Lee, Fu Shuen Shie and Chiao Yi Chang (2012), "How Close a Relationship Does a Capital Market Have with Other Such Markets? The Case of Taiwan from the Asian Financial Crisis", Pacific-Basin Finance Journal, vol.20, issue 3, p. 349-362. (SSCI)
- 吳致寧、李慶男、張志揚、林依伶、陳佩玗、林雅淇 (2011), "再論台灣非線性利率法則" ,經濟論文, 中央研究院經濟研究所 ,第39卷第3期, p.29-60. (JEL and TSSCI).
- Wu, J.L., Lee, C.N. and Wang, Z.W. (2011 ), “A Re-examination on Dissecting the Purchasing Power Parity Puzzle,” Journal of International Money and Finance, vol. 30, issue 3, p.572-586.（SSCI, JEL）
- Jyh-Lin Wu, Yu-Hau Hu and Chingnun Lee (2011),“Can Dividend Yields Out-Predict UK Stock Returns without Short Rates?”, The Manchester School , vol.79,issue 6, p.1179-1196. (SSCI)
- Jyh-Lin Wu, Pei-Fen Chen and Ching-nun Lee (2009), ”Purchasing Power Parity, Productivity Differentials and Non-linearity”, The Manchester School, vol. 77, 3, p. 271-287. (SSCI)
- Feng-Rong Chuang , Chih-Hsiung Lee , Hsueh-Wen Chang , Ching-Nun Lee , Te-Chuan Chen , Chung-Hua Chuang , Terry Ting-Yu Chiou , Chien-Hsing Wu , Chih-Chao Yang and Dr. I-Kuan Wang (2008), "A Quality and Cost-Benefit Analysis of Dialyzer Reuse in Hemodialysis Patients",Renal Failure (SCI)
- Chingnun Lee and Fu-Shuen Shie (2004)," Fractional Integration and the Phillips-Perron Test", Academia Economic Papers, Vol. 32, No. 2, p. 273-312. (Econ. Lit and TSSCI)
- Chung, Feng-Rong, Fang, Ji-Tseng, Chen, Jin-Bor, Lin, Chun-Liang, Chen, Hue-Yong, Lee, Ching-Nun, Wang, Pao-Hui and Lee, Chil-Hsiung (2003), "Hyperhomocystinemia and the Prevalence of Symptomatic Atherosclerotic Vascular Disease in Taiwanese Chronic Hemodialysis Patients: A Retrospective Study", Renal Failure, Vol. 25, No. 5, p. 765 (SCI).
- Guo, Meihui, Chingnun Lee, Shyung-Yee Lee, and Jyh-Lin Wu (1999) Asymptotic Distribution of the Ordinary Least Squares Estimators of Fractional Cointegrating Vectors, ，1999 NBER/NSF Time Series Conference, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Lee, Chingnun (1999)， Fractional Cointegration Analysis of Purchasing Power Parity between Taiwan and Major Industrious Countries, ，Paper presented at University of Victoria/National Sun Yat-Sen University (Taiwan) Social Symposium.
- 李慶男、郭姿君 (1999)，" 以分數共整合分析台灣交易性貨幣需求函數 "，台銀季刊，第50卷第1期， p. 65-87。
- 李慶男 (1996)， " 台灣交易性貨幣需求函數的結構和其穩定性之研究 "，台銀季刊，第47卷第4期， p. 64-86。
- 林慶宏，李慶男，馮振杰(1999)， " 台灣股、匯市與利率及貨幣供給之互動關係 "，台灣經濟金融月刊。
- 李慶男，曾怡仁(1997)，”公共城鎮與鄉村物價指數的分析：共整合研究”，中山大學社會科學季刊。
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| Working Papers |
- Chingnun Lee, Jen-Je Su and I-Po Chen (2020) " A Simple Powerful Stochastic Unit Root Test". Working Paper, Institute of Economics, National Sun Yat-sen University, Kaohsiung,Taiwan.
- Lixiong Yang, Chingnun Lee and I-Po Chen (2020). Threshold Mixed Data Sampling Models with a Covariate-Dependent Threshold. Working Paper, Institute of Economics, National Sun Yat-sen University, Kaohsiung, Taiwan.
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