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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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Generalized method of moments (GMM) with some nonstationary variables
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952796
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How long for the long-run equilibrium in a cointegration relation?
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000946535
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Import demand behavior of North Korea : a cointegration approach
Kim, Chae-yŏng; Im, Kang-taek - 1995
Persistent link: https://www.econbiz.de/10000946537
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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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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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Measuring the length of period for the long-run equilibrium in a cointegration relation
Kim, Chae-yŏng - In: Seoul journal of economics 16 (2003) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10002790897
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Do consumption and income have a long run relationship?
Kim, Chae-yŏng - In: Seoul journal of economics 17 (2004) 4, pp. 547-560
Persistent link: https://www.econbiz.de/10002794651
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Inference on segmented cointegration
Kim, Chae-yŏng - In: Econometric theory 19 (2003) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10001777189