Narrow search
Showing 1 - 10 of 18
Cover Image
A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan; Oh, Man-suk - In: Economics letters 76 (2002) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
Cover Image
Asymptotic efficiency of the ordinary least squares estimators for regressions with unstable regressors
Shin, Dong-wan; Oh, Man-suk - In: Econometric theory 18 (2002) 5, pp. 1121-1138
Persistent link: https://www.econbiz.de/10001702335
Cover Image
Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan; So, Beong Soo - In: Journal of econometrics 99 (2000) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10001504432
Cover Image
Unit root tests based on adaptive maximum likelihood estimation
Shin, Dong-wan; So, Beong Soo - In: Econometric theory 15 (1999) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001381796
Cover Image
Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
Cover Image
Semiparametric tests for double unit roots based on symmetric estimators
Shin, Dong-wan - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10001253386
Cover Image
Tests for asymmetry in possibly nonstationary time series data
Shin, Dong-wan; Lee, Oesook - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10001568822
Cover Image
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan; So, Beong Soo - In: Economics letters 71 (2001) 2, pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Cover Image
An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo; Shin, Dong-wan - In: Journal of econometrics 102 (2001) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
Cover Image
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook; Shin, Dong-wan - In: Economics letters 73 (2001) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001635074