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Minimum distance estimation : the approach using density-based distances
Basu, Ayanendranath - 1997
Persistent link: https://www.econbiz.de/10001321895
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Statistics, data analysis, and decision modeling
Evans, James R.; Basu, Ayanendranath - 2013 - 5th ed., internat. ed.
Persistent link: https://www.econbiz.de/10009525190
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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
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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
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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
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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
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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
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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
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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
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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