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Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik - In: The Korean economic review 22 (2006) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10009934537
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Test for spatial dominances in the distribution of stock returns : evidence from the Korean stock market before and after the East Asian financial crisis
Kim, Chang Sik - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10009949957
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Spurious regressions driven by excessive volatility
Kim, Chang Sik; Lee, Sungro - In: Economics letters 113 (2011) 3, pp. 292-298
Persistent link: https://www.econbiz.de/10009801776
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik; Kim, In-Moo - In: Economics letters 100 (2008) 3, pp. 326-329
Persistent link: https://www.econbiz.de/10008092903
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Do S&P 500 and KOSPI move together? : a functional regression approach
Kim, Soobin; Kim, Chang Sik - In: The Korean economic review 26 (2010) 2, pp. 401-430
Persistent link: https://www.econbiz.de/10009934612
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Partial parametric estimation for nonstationary nonlinear regressions
Kim, Chang Sik; Kim, In-Moo - In: Journal of econometrics 167 (2012) 2, pp. 448-458
Persistent link: https://www.econbiz.de/10009833980
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Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik; Kim, In-Moo - In: Economics letters 100 (2008) 3, pp. 326-330
Persistent link: https://www.econbiz.de/10008897602
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ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
Chang, Yoosoon; Park, Joon - In: Econometric reviews 21 (2002) 4, pp. 431-448
Persistent link: https://www.econbiz.de/10006892687
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The division of spatial housing submarkets: a theory and the case of Seoul
Park, Joon - In: Environment & planning / A 45 (2013) 3, pp. 668-690
Persistent link: https://www.econbiz.de/10010100748