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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
Shin, Dong-wan; Oh, Man-Suk - In: Journal of econometrics 122 (2004) 2, pp. 247-280
Persistent link: https://www.econbiz.de/10002173145
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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
Shin, Dong Wan; Oh, Man-Suk - In: Journal of econometrics 122 (2004) 2, pp. 247-280
Persistent link: https://www.econbiz.de/10006755784
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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan; So, Beong Soo - In: Journal of econometrics 99 (2000) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10001504432
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An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo; Shin, Dong-wan - In: Journal of econometrics 102 (2001) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
Shin, Dong-wan; Lee, Oesook - In: Journal of econometrics 115 (2003) 1, pp. 29-52
Persistent link: https://www.econbiz.de/10001758133
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An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong-wan; Kang, Seungho - In: Journal of econometrics 134 (2006) 1, pp. 215-234
Persistent link: https://www.econbiz.de/10003368425
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Asymmetry and nonstationarity for a seasonal time series model
Shin, Dong-wan; Lee, Oesook - In: Journal of econometrics 136 (2007) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10003401644
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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju; Shin, Dong-wan - In: Journal of econometrics 202 (2018) 2, pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
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An invariant sign test for random walks based on recursive median adjustment
So, Beong Soo; Shin, Dong Wan - In: Journal of econometrics 102 (2001) 2, pp. 197-230
Persistent link: https://www.econbiz.de/10006774235
Cover Image
An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong Wan; Kang, Seungho - In: Journal of econometrics 134 (2006) 1, pp. 215-234
Persistent link: https://www.econbiz.de/10007285967