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More powerful unit root tests with non-normal errors
Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 315-342). 2014
Persistent link: https://www.econbiz.de/10011559041
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More powerful LM unit root tests with non-normal errors
Meng, Ming; Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 343-357). 2014
Persistent link: https://www.econbiz.de/10011559052
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Robustifying Glejser test of heteroskedasticity
Im, KyungSo - In: Journal of econometrics 97 (2000) 1, pp. 179-188
Persistent link: https://www.econbiz.de/10001487329
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Efficient estimation with grouped data
Im, KyungSo - In: Economics letters 59 (1998) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10001241448
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Estimation with panel data
Im, KyungSo - 1994
Persistent link: https://www.econbiz.de/10000916089
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Least square approach to non-normal disturbances
Im, KyungSo - 1996
Persistent link: https://www.econbiz.de/10000573845
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000560436
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Dynamic linear models for heterogeneous panels
Pesaran, M. Hashem; Smith, Ron; Im, KyungSo - 1995
Persistent link: https://www.econbiz.de/10000147764
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IV threshold cointegration tests and the Taylor rule
Enders, Walter; Im, KyungSo; Lee, Junsoo; Strazicich, Mark - In: Economic modelling 27 (2010) 6, pp. 1463-1472
Persistent link: https://www.econbiz.de/10008825735
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More powerful cointegration tests with non-normal errors
Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413
Persistent link: https://www.econbiz.de/10011339425