Narrow search
Showing 1 - 7 of 7
Cover Image
Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
Banerjee, Piyali; Arčabić, Vladimir; Lee, Hyejin - In: Economic modelling 67 (2017), pp. 114-124
Persistent link: https://www.econbiz.de/10011813789
Cover Image
More powerful threshold cointegration tests
Oh, Dong-Yop; Lee, Hyejin; Meng, Ming - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
Cover Image
A comment on interest rate pass-through : a non-normal approach
Oh, Dong-Yop; Lee, Hyejin; Boulware, Karl David - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 2017-2035
Persistent link: https://www.econbiz.de/10012305127
Cover Image
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Cover Image
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin; Oh, Dong-Yop; Meng, Ming - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Cover Image
Trend breaks and the persistence of closed‐end fund discounts
Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023
Persistent link: https://www.econbiz.de/10014514160
Cover Image
Trend breaks and the persistence of closed‐end mutual fund discounts
Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023
Persistent link: https://www.econbiz.de/10014249739