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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd; Kim, Jeong-Ryeol; Mittnik, Stefan - In: Economics letters 58 (1998) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
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Original Papers - Nonlinear Error Correction Modeling in German Interest Rates
Brannolte, Cord; Hansen, Gerd; Kim, Jeong-Ryeol - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 3-4, pp. 271-283
Persistent link: https://www.econbiz.de/10005964760
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Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan; Rachev, Svetlozar T.; Kim, Jeong-Ryeol - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
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Detecting asymmetries in observed linear time series and unobserved disturbances
Kim, Jeong-Ryeol; Mittnik, Stefan; Rachev, Svetlozar T. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 131-143
Persistent link: https://www.econbiz.de/10009949704
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Dynamic simultaneous equations and Johansen's ML estimator. Some Monte Carlo results
Hansen, Gerd; Kim, Jeong-Ryeol - In: Allgemeines statistisches Archiv : AStA ; journal of … 82 (1998) 2, pp. 133-148
Persistent link: https://www.econbiz.de/10006578810
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The Stability of German Money Demand: Tests of the Cointegration Relation
Hansen, Gerd; Kim, Jeong-Ryeol - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 2, pp. 286-301
Persistent link: https://www.econbiz.de/10006592231
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10006761450