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On the distribution of the sample autocorrelation coefficients
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10008350267
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UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES
Song, Kyungchul - In: Econometric theory 24 (2008) 6, pp. 1463-1499
Persistent link: https://www.econbiz.de/10008110454
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Testing Predictive Ability and Power Robustification
Song, Kyungchul - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 288-297
Persistent link: https://www.econbiz.de/10009976553
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Testing functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 172 (2013) 1, pp. 14-32
Persistent link: https://www.econbiz.de/10010052628
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Testing semiparametric conditional moment restrictions using conditional martingale transforms
Song, Kyungchul - In: Journal of econometrics 154 (2010) 1, pp. 74-85
Persistent link: https://www.econbiz.de/10008894617
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 186-203
Persistent link: https://www.econbiz.de/10008881843
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Bootstrapping cointegrating regressions
Chang, Yoosoon; Park, Joon Y.; Song, Kevin - In: Journal of econometrics 133 (2006) 2, pp. 703-740
Persistent link: https://www.econbiz.de/10007287904