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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
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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
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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
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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
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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
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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
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002117501
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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
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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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On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi; Kim, Tae-hwan; Newbold, Paul - In: Journal of macroeconomics 27 (2005) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10002647963