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A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan; Oh, Man-suk - In: Economics letters 76 (2002) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
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Recursive mean adjustment for panel unit root tests
Shin, Dong-wan; Kang, Seungho; Oh, Man-suk - In: Economics letters 84 (2004) 3, pp. 433-439
Persistent link: https://www.econbiz.de/10002139641
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Recursive mean adjustment for panel unit root tests
Shin, Dong Wan; Kang, Seungho; Oh, Man-Suk - In: Economics letters 84 (2004) 3, pp. 433-440
Persistent link: https://www.econbiz.de/10006756019
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A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong Wan; Oh, Man-Suk - In: Economics letters 76 (2002) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10006767530
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Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan; So, Beong Soo - In: Economics letters 71 (2001) 2, pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
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Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Lee, O.; Shin, Dong-wan - In: Economics letters 84 (2004) 2, pp. 167-173
Persistent link: https://www.econbiz.de/10002116204
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Comparison of panel unit root tests under cross sectional dependence
Jang, Myoung Jin; Shin, Dong-wan - In: Economics letters 89 (2005) 1, pp. 12-17
Persistent link: https://www.econbiz.de/10003114692
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A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook; Shin, Dong-wan - In: Economics letters 73 (2001) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
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Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan; Park, Sangun - In: Economics letters 115 (2012) 3, pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
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A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 121 (2013) 3, pp. 379-383
Persistent link: https://www.econbiz.de/10010392170