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~isPartOf:"Economics letters"
~person:"Shin, Dong-wan"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Bootstrap-Verfahren
Zeitreihenanalyse
Einheitswurzeltest
6
Estimation theory
6
Schätztheorie
6
Unit root test
6
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5
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Shin, Dong-wan
Franses, Philip Hans
9
Hassler, Uwe
8
Peel, David
7
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
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5
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Kim, Jae H.
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3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Newbold, Paul
3
Ruiz, Esther
3
Shin, Yongcheol
3
Su, Jen-je
3
Wang, Shaoping
3
Weber, Enzo
3
Westerlund, Joakim
3
Wright, Jonathan H.
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Yang, Minxian
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Economics letters
Applied economics letters
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ECONIS (ZBW)
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1
A bootstrap test for jumps in financial
economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
2
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
3
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
4
A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan
;
Oh, Man-suk
- In:
Economics letters
76
(
2002
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
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