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Estimation theory
Theorie
91
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90
Zeitreihenanalyse
62
Time series analysis
61
Schätztheorie
36
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23
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Kointegration
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English
36
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Kim, Tae-hwan
18
Newbold, Paul
16
White, Halbert
9
Kuan, Chung-ming
6
Nunes, Luis C.
6
Harvey, David I.
4
Leybourne, Stephen James
4
Kim, Tae-Hwan
3
Kim, Yunmi
3
Manganelli, Simone
3
White, Jr., Halbert L.
3
Mills, Terence C.
2
Ansley, Craig F.
1
Cho, Jin Seo
1
Ergün, Tolga
1
Huo, Lijuan
1
Jeong, Soo-Bin
1
Kim, Bong Hwan
1
Lee, Dong Jin
1
Leybourne, Stephen J.
1
Marriott, John Arthur Ransome
1
Miller, John P.
1
Mizen, Paul
1
Moon, Hyung-Ho
1
Muller, Christophe
1
Noh, Jaesun
1
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1
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Discussion paper / Department of Economics, University of California San Diego
4
Journal of econometrics
4
Finance research letters
3
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Maximum likelihood estimation of misspecified models : twenty years later
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Oxford bulletin of economics and statistics
2
Applied economics letters
1
ECB Working Paper
1
Econometric theory
1
Economics letters
1
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
1
Financial markets and portfolio management
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of forecasting
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
Working paper series / European Central Bank
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ECONIS (ZBW)
36
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On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
2
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Saved in:
3
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 107-132)
.
2003
Persistent link: https://www.econbiz.de/10001916288
Saved in:
4
Two-stage Huber estimation
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002816264
Saved in:
5
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
6
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
Saved in:
7
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
8
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
9
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
10
Unit root tests in the presence of multiple breaks in variance
Jeong, Soo-Bin
;
Kim, Bong Hwan
;
Kim, Tae-hwan
;
Moon, …
- In:
The Singapore economic review : journal of the Economic …
62
(
2017
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10011702157
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