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An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Kim, Chae-yŏng - In: Journal of econometrics 178 (2014) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10010255455
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Limited information likelihood and Bayesian analysis
Kim, Chae-yŏng - In: Journal of econometrics 107 (2002) 1/2, pp. 175-193
Persistent link: https://www.econbiz.de/10001651273
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Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952792
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Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952793
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294
Persistent link: https://www.econbiz.de/10011591037