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A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
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Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics 38 (2006) 4, pp. 395-413
Persistent link: https://www.econbiz.de/10003298646
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Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
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A more powerful modification of Johansen's cointegration tests
Leybourne, Steve; Kim, Tae-Hwan; Newbold, Paul - In: Applied economics 40 (2008) 4-6, pp. 725-730
Persistent link: https://www.econbiz.de/10007996645
Cover Image
A more powerful modification of Johansen's cointegration tests
Leybourne, Steve; Kim, Tae-Hwan; Newbold, Paul - In: Applied economics 40 (2008) 6, pp. 725-730
Persistent link: https://www.econbiz.de/10008931798
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Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul - In: Applied economics 28 (1996) 4, pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
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Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 9, pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
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The influence of school quality on housing prices in Korea
Hahn, Sunku; Kim, Tae-Hwan; Kim, Minho - In: Applied economics 44 (2012) 8, pp. 1021-1024
Persistent link: https://www.econbiz.de/10009817712
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Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility <sup>1<-sup>
Noh, Jaesun; Kim, Tae-Hwan - In: Applied economics 38 (2006) 4, pp. 395-414
Persistent link: https://www.econbiz.de/10007635730