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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
21
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1
Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik
- In:
The Korean economic review
22
(
2006
)
1
,
pp. 21-54
Persistent link: https://www.econbiz.de/10003738721
Saved in:
2
Test for spatial dominances in the distribution of stock returns : evidence from the Korean stock market before and after the East Asian financial crisis
Kim, Chang Sik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009514159
Saved in:
3
Cointegrating regressions with time heterogeneity
Kim, Chang Sik
;
Park, Joon Y.
- In:
Econometric reviews
29
(
2010
)
4
,
pp. 397-438
Persistent link: https://www.econbiz.de/10003978820
Saved in:
4
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
5
Spurious regressions driven by excessive volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
6
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Chang, Yoosoon
;
Kim, Chang Sik
;
Miller, J. Isaac
;
Park, …
- In:
Energy economics
46
(
2014
),
pp. 334-347
Persistent link: https://www.econbiz.de/10011298575
Saved in:
7
Equity premium over different investment horizons
Lee, Eunhee
;
Kim, Chang Sik
;
Kim, In-Moo
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10011304129
Saved in:
8
Partial parametric estimation for nonstationary nonlinear regressions
Kim, Chang Sik
;
Kim, In-moo
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 448-457
Persistent link: https://www.econbiz.de/10009612833
Saved in:
9
Forecasting regional long-run energy demand : a functional coefficient panel approach
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012817942
Saved in:
10
Testing the Monday effect using high-frequency intraday returns : a spatial dominance approach
Lee, Sungro
;
Kim, Chang Sik
;
Kim, In-Moo
- In:
The Korean economic review
28
(
2012
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010192149
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