Similar Search Results

Robustifying Glejser test of heteroskedasticity

Im, KyungSo - In: Journal of econometrics 97 (2000) 1, pp. 179-188

Persistent link: https://www.econbiz.de/10001487329

Estimation with panel data

Im, KyungSo - 1994

Persistent link: https://www.econbiz.de/10000916089

Least square approach to non-normal disturbances

Im, KyungSo - 1996

Persistent link: https://www.econbiz.de/10000573845

Efficient estimation of panel data models with strictly exogenous explanatory variables

Im, KyungSo (contributor) - In: Journal of econometrics 93 (1999) 1, pp. 177-201

Persistent link: https://www.econbiz.de/10001406650

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74

Persistent link: https://www.econbiz.de/10001758134

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000560436

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013530823

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...

Persistent link: https://www.econbiz.de/10013494205

IV threshold cointegration tests and the Taylor rule

Enders, Walter; Im, KyungSo; Lee, Junsoo; Strazicich, Mark - In: Economic modelling 27 (2010) 6, pp. 1463-1472

Persistent link: https://www.econbiz.de/10008825735

More powerful unit root tests with non-normal errors

Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 315-342). 2014

Persistent link: https://www.econbiz.de/10011559041