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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

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

On the backward representation of stationary linear vector time series models

Kim, Jae H. - 1996

Persistent link: https://www.econbiz.de/10000943966

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

Forecasting the velocity of circulation in the Japanese economy

Moosa, Imad A.; Kim, Jae H. - In: Hitotsubashi journal of economics 45 (2004) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10002191782

Mean-reversion in international real interest rates

Kim, Jae H.; Ji, Philip Inyeob - In: Economic modelling 28 (2011) 4, pp. 1959-1966

Persistent link: https://www.econbiz.de/10009272305

Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom

Moosa, Imad A.; Kim, Jae H. - In: International economic journal 18 (2004) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10003244428

Unit Roots in Economic and Financial Time Series : A Re-Evaluation at the Decision-Based Significance Levels

Kim, Jae H.; Choi, In - 2018

This paper re-evaluates the key past results of unit root tests, emphasizing that the use of a conventional level of significance is not in general optimal due to the test having low power. The decision-based significance levels for popular unit root tests, chosen using the line of enlightened...

Persistent link: https://www.econbiz.de/10014131181