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Asymptotic efficiency of the ordinary least squares estimators for regressions with unstable regressors
Shin, Dong-wan; Oh, Man-suk - In: Econometric theory 18 (2002) 5, pp. 1121-1138
Persistent link: https://www.econbiz.de/10001702335
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Unit root tests based on adaptive maximum likelihood estimation
Shin, Dong-wan; So, Beong Soo - In: Econometric theory 15 (1999) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001381796
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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) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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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) 5, pp. 1121-1138
Persistent link: https://www.econbiz.de/10006972584
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ARTICLES - 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) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10006989373
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ARTICLES - Unit Root Tests Based on Adaptive Maximum Likelihood Estimation
Shin, Dong Wan; So, Beong Soo - In: Econometric theory 15 (1999) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10006989827