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Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952792
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Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952793
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Generalized Schwarz criterion
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952795
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Generalized method of moments (GMM) with some nonstationary variables
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952796
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How long for the long-run equilibrium in a cointegration relation?
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000946535
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541
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Interest rate spreads as predictors of business cycles
Lahiri, Kajal; Wang, Jiazhuo G. - 1994
Persistent link: https://www.econbiz.de/10000883247
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International commerce, export networks, and general trading companies
Kimura, Fukunari; Talmain, Gabriel - 1994
Persistent link: https://www.econbiz.de/10000885188
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Choice, order statistics, and the distribution of earnings
Sattinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000893756
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Exact and approximate solutions to the problem of precautionary savings
Talmain, Gabriel - 1994
Persistent link: https://www.econbiz.de/10000895556