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Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H. - In: International journal of forecasting 19 (2003) 3, pp. 493-502
Persistent link: https://www.econbiz.de/10001793034
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Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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Trends and random walks in macroeconomic time series : a reappraisal
Charles, Amélie; Darné, Olivier - In: Journal of macroeconomics 34 (2012) 1, pp. 167-180
Persistent link: https://www.econbiz.de/10009624460
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Large shocks in U.S. macroeconomic time series : 1860 - 1988
Darné, Olivier; Charles, Amélie - In: Cliometrica : journal of historical economics and … 5 (2011) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10008810460
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Are unit root tests useful in the debate over the (non)stationarity of hours worked?
Charles, Amélie; Darné, Olivier; Tripier, Fabien - In: Macroeconomic dynamics 19 (2015) 1, pp. 167-188
Persistent link: https://www.econbiz.de/10011308655
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Testing for random walk behavior in Euro change rates
Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 119 (2009) 3, pp. 25-45
Persistent link: https://www.econbiz.de/10003977875
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The accuracy of asymmetric GARCH model estimation
Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 179-202
Persistent link: https://www.econbiz.de/10012318700
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Econometric history of the growth-volatility relationship in the USA : 1919-2017
Charles, Amélie; Darné, Olivier - In: Cliometrica : journal of historical economics and … 15 (2021) 2, pp. 419-442
Persistent link: https://www.econbiz.de/10012499668
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On the backward representation of stationary linear vector time series models
Kim, Jae H. - 1996
Persistent link: https://www.econbiz.de/10000943966
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Forecasting the real exchange rate as a defined variable
Moosa, Imad A.; Kim, Jae H. - In: Journal of economic research 6 (2001) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001614884