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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
SHIN, DONG WAN; OH, MAN SUK - In: Econometric Theory 18 (2002) 05, pp. 1121-1138
Persistent link: https://www.econbiz.de/10005411782
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CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
So, Beong Soo; Shin, Dong Wan - In: Econometric Theory 15 (1999) 02, pp. 165-176
Persistent link: https://www.econbiz.de/10005411944
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UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
Shin, Dong Wan; So, Beong Soo - In: Econometric Theory 15 (1999) 01, pp. 1-23
Persistent link: https://www.econbiz.de/10005610384