Similar Search Results - EconBiz

Forecasting autoregressive time series with bias-corrected parameter estimators

Kim, Jae H. - In: International journal of forecasting 19 (2003) 3, pp. 493-502

Persistent link: https://www.econbiz.de/10001793034

Weak-form efficiency of foreign exchange markets of developing economies : some Sri Lankan evidence

Wickremasinghe, Guneratne B.; Kim, Jae H. - In: Journal of emerging market finance 7 (2008) 2, pp. 169-196

Persistent link: https://www.econbiz.de/10003781020

Unit Roots in Economic and Financial Time Series : A Re-Evaluation at the Decision-Based Significance Levels

Kim, Jae H.; Choi, In - 2018

This paper re-evaluates the key past results of unit root tests, emphasizing that the use of a conventional level of significance is not in general optimal due to the test having low power. The decision-based significance levels for popular unit root tests, chosen using the line of enlightened...

Persistent link: https://www.econbiz.de/10014131181

Wild bootstrapping variance ratio tests

Kim, Jae H. - In: Economics letters 92 (2006) 1, pp. 38-43

Persistent link: https://www.econbiz.de/10003336500

Automatic variance ratio test under conditional heteroskedasticity

Kim, Jae H. - In: Finance research letters 6 (2009) 3, pp. 179-185

Persistent link: https://www.econbiz.de/10003888018

Small sample properties of alternative tests for martingale difference hypothesis

Amélie, Charles; Darné, Olivier; Kim, Jae H. - 2010

Persistent link: https://www.econbiz.de/10009579698

Improved interval estimation of long run response from a dynamic linear model : a highest density region approach

Kim, Jae H.; Fraser, Iain M.; Hyndman, Rob J. - 2010

Persistent link: https://www.econbiz.de/10009579699

Small sample properties of alternative tests for martingale difference hypothesis

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154

Persistent link: https://www.econbiz.de/10009241666

Market sentiment and the Fama-French factor premia

Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011435995

Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative

Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273

Persistent link: https://www.econbiz.de/10010438337

A service of the