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Detecting the number of structural breaks
Kim, I.-M. - In: Economics letters 57 (1997) 2, pp. 145-148
Persistent link: https://www.econbiz.de/10006790533
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Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik; Kim, In-Moo - In: Economics letters 100 (2008) 3, pp. 326-329
Persistent link: https://www.econbiz.de/10008092903
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Operational time of the Korea stock markets
Kim, In-Moo - In: Economics letters 78 (2003) 2, pp. 181-186
Persistent link: https://www.econbiz.de/10006764549
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Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik; Kim, In-Moo - In: Economics letters 100 (2008) 3, pp. 326-330
Persistent link: https://www.econbiz.de/10008897602
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Partial parametric estimation for nonstationary nonlinear regressions
Kim, Chang Sik; Kim, In-Moo - In: Journal of econometrics 167 (2012) 2, pp. 448-458
Persistent link: https://www.econbiz.de/10009833980
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BOOK REVIEWS - Unit Roots Cointegration and Structural Change
Maddala, G.S.; Kim, In-Moo; Haldrup, Niels - In: The economic journal : the journal of the Royal … 110 (2000) 467, pp. F800
Persistent link: https://www.econbiz.de/10007498870