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Detection of change in persistence of a linear time series
Kim, Chae-yŏng - In: Journal of econometrics 95 (2000) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10001432520
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Limited information likelihood and Bayesian analysis
Kim, Chae-yŏng - In: Journal of econometrics 107 (2002) 1/2, pp. 175-193
Persistent link: https://www.econbiz.de/10001651273
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An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Kim, Chae-yŏng - In: Journal of econometrics 178 (2014) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10010255455
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Model selection in the presence of nonstationarity
Kim, Jae-young - In: Journal of econometrics 169 (2012) 2, pp. 247-257
Persistent link: https://www.econbiz.de/10009671312
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Model selection in the presence of nonstationarity
Kim, Jae-Young - In: Journal of econometrics 169 (2012) 2, pp. 247-258
Persistent link: https://www.econbiz.de/10009987062
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Corrigendum to "Detection of change in persistence of a linear time series" (J. Econom. 95 (2000) 97-116)
Kim, Jae-Young; Amador, Rosa Badillo - In: Journal of econometrics 109 (2002) 2, pp. 389-392
Persistent link: https://www.econbiz.de/10006767452
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Limited information likelihood and Bayesian analysis
Kim, Jae-Young - In: Journal of econometrics 107 (2002) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10006770118