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17
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1
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
;
Muller, Christophe
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
Saved in:
2
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
Saved in:
3
The Hodrick-Prescott filter at time series endpoints
Mise, Emi
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
Saved in:
4
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
5
Two stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835514
Saved in:
6
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
Saved in:
7
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
8
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
9
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
10
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198695
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