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Estimation theory
Theorie
49
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35
Schätztheorie
32
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27
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25
Estimation
19
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6
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32
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Nelson, Charles R.
29
Startz, Richard
18
Kim, Myung-jig
6
Kim, Chang-Jin
5
Kim, Chang-jin
4
Kang, Heejoon
2
Kim, Myung Jig
2
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1
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3
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2
Kyŏngje-yŏn'gu
2
The journal of business : B
2
Asia-Pacific journal of financial studies
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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1
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
;
Nelson, Charles R.
;
Startz, Richard
-
1988
Persistent link: https://www.econbiz.de/10000759184
Saved in:
2
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
Saved in:
3
Mean reversion in stock price? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
11
(
1990
)
1
,
pp. 261-293
Persistent link: https://www.econbiz.de/10001095430
Saved in:
4
A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
16
(
1995
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
Saved in:
5
Duration dependence in Korean business cycles : evidence and its implication based on Gibbs sampling approach to regime-switching model
Kim, Myung-jig
- In:
Seoul journal of economics
9
(
1996
)
2
,
pp. 123-144
Persistent link: https://www.econbiz.de/10001229233
Saved in:
6
Estimation of risk and return of venture capital investments in an emerging market : an iterative generalized method of moments approach
Kim, Myung-jig
;
Kim, Sang-Soo
;
Lee, Sang-heon
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10011459035
Saved in:
7
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin
;
Nelson, Charles R.
-
1999
Persistent link: https://www.econbiz.de/10000672140
Saved in:
8
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
- In:
The journal of business : B
63
(
1990
)
1
Persistent link: https://www.econbiz.de/10001274009
Saved in:
9
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
Saved in:
10
Parsimonious modeling of yield curves
Nelson, Charles R.
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001037645
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