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Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Lee, Hyejin
;
Meng, Ming
;
Lee, Junsoo
- In:
Economics letters
117
(
2012
)
1
,
pp. 214-216
Persistent link: https://www.econbiz.de/10009697821
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Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
Meng, Ming
;
Lee, Hyejin
;
Cho, Myeong-hyeon
;
Lee, Junsoo
- In:
Economics letters
120
(
2013
)
2
,
pp. 195-199
Persistent link: https://www.econbiz.de/10010127774
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3
Forecasting with a parsimonious subset VAR model
Cheong, Chongcheul
;
Lee, Hyunchul
- In:
Economics letters
125
(
2014
)
2
,
pp. 167-170
Persistent link: https://www.econbiz.de/10010505427
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