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Spurious regressions with stationary processes around linear trends
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul - In: Economics Letters 83 (2004) 2, pp. 257-262
Persistent link: https://www.econbiz.de/10005296815
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Spurious nonlinear regressions in econometrics
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - In: Economics Letters 87 (2005) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10005307667
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Spurious nonlinear regressions in econometrics
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - In: Economics letters 87 (2005) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10006752410
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Spurious regressions with stationary processes around linear trends
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul - In: Economics letters 83 (2004) 2, pp. 257-262
Persistent link: https://www.econbiz.de/10006757767
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Spurious Regressions with Processes Around Linear Trends or Drifts
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul - 2004
In this paper we consider the situation where the deterministic components of the processes generating individual series are linear trends and the individual series are independent I(0) or I(1) processes. We show that when those time series are used in ordinary least square regression, the...
Persistent link: https://www.econbiz.de/10014076785
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Revisiting the Martingale hypothesis for exchange rates
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - Money Macro and Finance Research Group - 2005
Persistent link: https://www.econbiz.de/10004978154
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Spurious Nonlinear Regressions In Econometrics
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - Royal Economic Society - RES - 2004
Persistent link: https://www.econbiz.de/10005577054
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A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
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Forecasting changes in UK interest rates
Kim, Tae-hwan; Mizen, Paul; Chevapatrakul, Thanaset - In: Journal of forecasting 27 (2008) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10003738384