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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck Heun - In: Journal of econometrics 154 (2010) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10008350272
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Testing for heteroskedasticity and serial correlation in a random effects panel data model
Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck Heun - In: Journal of econometrics 154 (2010) 2, pp. 122-125
Persistent link: https://www.econbiz.de/10008881848
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LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
Baltagi, Badi H.; Song, Seuck Heun; Jung, Byoung Cheol - In: Annales d'économie et de statistique (2002) 65, pp. 219
Persistent link: https://www.econbiz.de/10007967575
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A Simple Linear Trend Model with Error Components
Song, Seuck Heun; Jung, Byoung Cheol - In: Econometric theory 14 (1998) 2, pp. 286-288
Persistent link: https://www.econbiz.de/10006993134
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Testing for serial correlation, spatial autocorrelation and random effects using panel data
Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51
Persistent link: https://www.econbiz.de/10007760075
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The unbalanced nested error component regression model
Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung - In: Journal of econometrics 101 (2001) 2, pp. 357-382
Persistent link: https://www.econbiz.de/10006775853
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Testing panel data regression models with spatial error correlation
Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10006761305
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A note on S 2 in a spatially correlated error components regression model for panel data
Song, Seuck Heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43
Persistent link: https://www.econbiz.de/10008094783
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A note on S 2 in a spatially correlated error components regression model for panel data
Song, Seuck Heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10008897620
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Prediction in the Spatially Autocorrelated Error Component Model
Song, Seuck Henn; Jung, Byoung Cheol - In: Econometric theory 16 (2000) 1, pp. 149
Persistent link: https://www.econbiz.de/10006984531