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Newbold, Paul
31
Kim, Tae-Hwan
18
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13
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13
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7
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6
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Applied economics
7
Economics letters
7
Oxford bulletin of economics and statistics
5
Applied financial economics
4
International journal of forecasting
4
The econometrics journal
4
Econometric theory
3
Journal of econometrics
3
Journal of forecasting
3
Journal of money, credit and banking : JMCB
3
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of industrial engineering : applications and practice
1
International review of financial analysis
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Journal of agricultural economics
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Journal of the American Statistical Association : JASA
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Spurious nonlinear regressions in econometrics
Lee, Young-Sook
;
Kim, Tae-Hwan
;
Newbold, Paul
- In:
Economics letters
87
(
2005
)
3
,
pp. 301-306
Persistent link: https://www.econbiz.de/10006752410
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2
Spurious regressions with stationary processes around linear trends
Kim, Tae-Hwan
;
Lee, Young-Sook
;
Newbold, Paul
- In:
Economics letters
83
(
2004
)
2
,
pp. 257-262
Persistent link: https://www.econbiz.de/10006757767
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3
Spurious Rejections by Perron Tests in the Presence of a Break
Kim, Tae-Hwan
;
Leybourne, Stephen J.
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10006452793
Saved in:
4
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen
;
Kim, Tae-Hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10007458522
Saved in:
5
A more powerful modification of Johansen's cointegration tests
Leybourne, Steve
;
Kim, Tae-Hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4-6
,
pp. 725-730
Persistent link: https://www.econbiz.de/10007996645
Saved in:
6
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L.Vanessa
;
Leybourne, Stephen
;
Kim, Tae-Hwan
; …
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10006964453
Saved in:
7
A more powerful modification of Johansen's cointegration tests
Leybourne, Steve
;
Kim, Tae-Hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
6
,
pp. 725-730
Persistent link: https://www.econbiz.de/10008931798
Saved in:
8
Unit root tests with a break in innovation variance
Kim, Tae-Hwan
;
Leybourne, Stephen
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-388
Persistent link: https://www.econbiz.de/10006767453
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9
Theory and Methods - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Kim, Tae-Hwan
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
454
,
pp. 697-705
Persistent link: https://www.econbiz.de/10006620162
Saved in:
10
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia
Tonchev, Dimitar
;
Kim, Tae-Hwan
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1035-1044
Persistent link: https://www.econbiz.de/10007645437
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