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Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
Kim, Yunmi; Kim, Chang‐Jin - In: The econometrics journal 14 (2011) 3, pp. 487-498
Persistent link: https://www.econbiz.de/10009343976
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Sources of Monetary Growth Uncertainty and Economic Activity: The Time-Varying-Parameter Model with Heteroskedastic Disturbances
Kim, Chang-Jin - In: The review of economics and statistics 75 (1993) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10006414039
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REVIEWS - State Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Forbes, Catherine S.; … - In: The economic record : er 76 (2000) 232, pp. 105
Persistent link: https://www.econbiz.de/10005895697
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Business Cycle Turning Points. A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model with Regime Switching
Kim, Chang-Jin; Nelson, Charles R. - In: The review of economics and statistics 80 (1998) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10007356862
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A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1014
Persistent link: https://www.econbiz.de/10006037737
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James Christopher; Nelson, … - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10006644868
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James Christopher; Nelson, … - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10006646623
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Markov-switching models with endogenous explanatory variables
Kim, Chang-Jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10006756216
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BOOK REVIEWS - State-Space Models with Regime Switching: Classical and Gibb-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Balke, Nathan S. - In: Journal of economic literature 39 (2001) 1, pp. 127
Persistent link: https://www.econbiz.de/10006833628
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ARTICLES - The Long-Run US-UK Real Exchange Rate
Engel, Charles; Kim, Chang-Jin - In: Journal of money, credit and banking : JMCB 31 (1999) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10006665811