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Unit roots and seasonal unit r...
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ECONIS (ZBW)
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A note on the critical values for the maximum likelihood (seasonal) cointegration tests
Lee, Hahn-shik
- In:
Economics letters
49
(
1995
)
2
,
pp. 137-145
Persistent link: https://www.econbiz.de/10001188277
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2
Recent advances in wavelet methods for economic time series
Lee, Hahn-shik
- In:
Journal of economic theory and econometrics : journal …
7
(
2001
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001631028
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3
Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik
-
1990
Persistent link: https://www.econbiz.de/10000834659
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4
Common trends, common cycles and forecasting
Gu, Bonhyuk
;
Lee, Hahn-shik
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10009772042
Saved in:
5
Seasonal time series and autocorrelation function estimation
Lee, Hahn-shik
;
Ghysels, Eric
;
Bell, William R.
- In:
The Manchester School
70
(
2002
)
5
,
pp. 651-665
Persistent link: https://www.econbiz.de/10001699703
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6
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
7
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
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8
Nonlinear error correction and asymmetric adjustment
Hong, Eun P.
;
Lee, Hahn-shik
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10001560766
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9
Spurious deterministic seasonality
Franses, Philip Hans
- In:
Economics letters
48
(
1995
)
3
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001184865
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10
Predictability of term spread for economic activity with liquidity premium theory
Hwang, Sunju
;
Lee, Hahn-shik
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1528-1541
Persistent link: https://www.econbiz.de/10011594363
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