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Detection of change in persistence of a linear time series
Kim, Chae-yŏng - In: Journal of econometrics 95 (2000) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10001432520
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Detection of structural change when the form and the date of a change are unknown
Kim, Chae-yŏng - In: Journal of economic theory and econometrics : journal … 4 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001562048
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Determining the number and locating the periods of structural changes in a linear time series model with trending components
Kim, Chae-yŏng - In: Journal of economic theory and econometrics : journal … 6 (2000) 1, pp. 131-160
Persistent link: https://www.econbiz.de/10001562253
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Inference on segmented cointegration
Kim, Chae-yŏng - In: Econometric theory 19 (2003) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10001777189
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Limited information likelihood and Bayesian analysis
Kim, Chae-yŏng - In: Journal of econometrics 107 (2002) 1/2, pp. 175-193
Persistent link: https://www.econbiz.de/10001651273
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Do consumption and income have a long run relationship?
Kim, Chae-yŏng - In: Seoul journal of economics 17 (2004) 4, pp. 547-560
Persistent link: https://www.econbiz.de/10002794651
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Measuring the length of period for the long-run equilibrium in a cointegration relation
Kim, Chae-yŏng - In: Seoul journal of economics 16 (2003) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10002790897
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An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Kim, Chae-yŏng - In: Journal of econometrics 178 (2014) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10010255455
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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Kim, Chae-yŏng - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 258-260
Persistent link: https://www.econbiz.de/10011591028
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Fisher relation and financial crisis : evidence for East Asian countries
Kim, Chae-yŏng - In: Seoul journal of economics : SJE 34 (2021) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10012619843