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~subject:"Unit root test"
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The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power
Yoon, Gawon
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 627-631
Persistent link: https://www.econbiz.de/10001801927
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2
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
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3
On the existence of expected utility with CRRA under STUR
Yoon, Gawon
- In:
Economics letters
83
(
2004
)
2
,
pp. 219-224
Persistent link: https://www.econbiz.de/10001991509
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4
Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 797-803
Persistent link: https://www.econbiz.de/10003996726
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5
Explosive US budget deficit
Yoon, Gawon
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1076-1080
Persistent link: https://www.econbiz.de/10009667440
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6
Some properties of periodically collapsing bubbles
Yoon, Gawon
- In:
Economic modelling
29
(
2012
)
2
,
pp. 299-302
Persistent link: https://www.econbiz.de/10009535996
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7
A note on some properties of STUR processes
Yoon, Gawon
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
2
,
pp. 253-260
Persistent link: https://www.econbiz.de/10003301853
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8
Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236
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9
Stochastic unit roots in the capital asset pricing model?
Yoon, Gawon
- In:
Bulletin of economic research
57
(
2005
)
4
,
pp. 369-389
Persistent link: https://www.econbiz.de/10003142602
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10
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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