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Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Lee, O.
;
Shin, Dong-wan
- In:
Economics letters
84
(
2004
)
2
,
pp. 167-173
Persistent link: https://www.econbiz.de/10002116204
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2
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
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3
A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes
Lee, O.
;
Shin, Dong-wan
- In:
Economics letters
96
(
2007
)
2
,
pp. 226-231
Persistent link: https://www.econbiz.de/10003503958
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4
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
5
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:
6
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:
7
Geometric ergodicity and ß-mixing property for a multivariate CARR model
Lee, O.
;
Shin, Dong-wan
- In:
Economics letters
100
(
2008
)
1
,
pp. 111-114
Persistent link: https://www.econbiz.de/10003747368
Saved in:
8
Recursive mean adjustment for panel unit root tests
Shin, Dong-wan
;
Kang, Seungho
;
Oh, Man-suk
- In:
Economics letters
84
(
2004
)
3
,
pp. 433-439
Persistent link: https://www.econbiz.de/10002139641
Saved in:
9
Comparison of panel unit root tests under cross sectional dependence
Jang, Myoung Jin
;
Shin, Dong-wan
- In:
Economics letters
89
(
2005
)
1
,
pp. 12-17
Persistent link: https://www.econbiz.de/10003114692
Saved in:
10
Unit root tests for cross-sectionally dependent seasonal panels
Lee, Yonghee
;
Shin, Dong-wan
- In:
Economics letters
93
(
2006
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10003398787
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