Similar Search Results - EconBiz

Tests for asymmetry in possibly nonstationary dynamic panel models

Wan Shin, Dong; Jhee, Won-Chul - In: Economics letters 91 (2006) 1, pp. 15-20

Persistent link: https://www.econbiz.de/10007260381

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

Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors

Shin, Dong Wan; Joon Kim, Han; Jhee, Won-Chul - In: Statistics & Probability Letters 77 (2007) 1, pp. 75-82

For seemingly unrelated regression (SUR) models with integrated regressors, two sufficient conditions are identified, under which the ordinary least-squares estimator (OLSE) is asymptotically efficient. The first condition is that every pair of regressor processes are cointegrated in a specific...

Persistent link: https://www.econbiz.de/10005313998

Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data

Park, Soo Jung; Wan Shin, Dong; Uk Park, Byeong; Chul … - In: Computational Statistics & Data Analysis 49 (2005) 4, pp. 1192-1204

Persistent link: https://www.econbiz.de/10005118046

An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

Wan Shin, Dong; Lee, Oesook - In: Journal of Econometrics 115 (2003) 1, pp. 29-52

Persistent link: https://www.econbiz.de/10005122709

Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]

Jung Park, Soo; Wan Shin, Dong; Uk Park, Byeong; Chul … - In: Computational Statistics & Data Analysis 50 (2006) 2, pp. 584-582

Persistent link: https://www.econbiz.de/10005130603

Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators

Wan Shin, Dong; Soo So, Beong - In: Economics Letters 71 (2001) 2, pp. 181-189

Persistent link: https://www.econbiz.de/10005361775

Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators

Wan Shin, Dong; Soo So, Beong - In: Economics letters 71 (2001) 2, pp. 181-190

Persistent link: https://www.econbiz.de/10006775131

An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

Wan Shin, Dong; Lee, Oesook - In: Journal of econometrics 115 (2003) 1, pp. 29-52

Persistent link: https://www.econbiz.de/10006762906

Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Choi, Ji‐Eun; Shin, Dong-wan - In: Journal of Forecasting (2021)

Persistent link: https://www.econbiz.de/10012808300

A service of the