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)

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)

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)

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)