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Recursive mean adjustment for panel unit root tests
Shin, Dong-wan; Kang, Seungho; Oh, Man-suk - In: Economics letters 84 (2004) 3, pp. 433-439
Persistent link: https://www.econbiz.de/10002139641
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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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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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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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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
Shin, Dong-wan; Lee, Oesook - In: Journal of econometrics 115 (2003) 1, pp. 29-52
Persistent link: https://www.econbiz.de/10001758133
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Comparison of panel unit root tests under cross sectional dependence
Jang, Myoung Jin; Shin, Dong-wan - In: Economics letters 89 (2005) 1, pp. 12-17
Persistent link: https://www.econbiz.de/10003114692
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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
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Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan; Jhee, Won-Chul - In: Economics letters 91 (2006) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
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An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong-wan; Kang, Seungho - In: Journal of econometrics 134 (2006) 1, pp. 215-234
Persistent link: https://www.econbiz.de/10003368425