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Asymmetry and nonstationarity for a seasonal time series model

Shin, Dong Wan; Lee, Oesook - In: Journal of econometrics 136 (2007) 1, pp. 89-114

Persistent link: https://www.econbiz.de/10007391037

An instrumental variable approach for panel unit root tests under cross-sectional dependence

Shin, Dong Wan; Kang, Seungho - In: Journal of econometrics 134 (2006) 1, pp. 215-234

Persistent link: https://www.econbiz.de/10007285967

Stationary bootstrapping for non‐parametric estimator of nonlinear autoregressive model

Hwang, Eunju; Shin, Dong Wan - In: Journal of Time Series Analysis 32 (2011) 3, pp. 292-303

Persistent link: https://www.econbiz.de/10009215455

Statistical Methods with Applications to Demography and Life Insurance by KHMALADZE, ESTATE V.

Shin, Dong Wan - In: Biometrics 69 (2013) 4, pp. 1087-1088

Persistent link: https://www.econbiz.de/10010722365

A CUSUM test for a long memory heterogeneous autoregressive model

Hwang, Eunju; Shin, Dong Wan - In: Economics Letters 121 (2013) 3, pp. 379-383

A CUSUM test is proposed for testing structural breaks in a long-memory heterogeneous autoregressive model. The limiting distribution of the CUSUM test is shown to be a simple function of a standard Brownian bridge, contrasting with the nuisance parameter dependent asymptotics of other CUSUM...

Persistent link: https://www.econbiz.de/10010729455

Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

Shin, Dong Wan; Kim, Dai-Gyoung; Kim, Han Joon - In: Mathematical methods of operations research 56 (2002) 3, pp. 247-258

Persistent link: https://www.econbiz.de/10006615205

Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments

Shin, Dong Wan; So, Beong Soo - In: Journal of econometrics 99 (2000) 1, pp. 107-138

Persistent link: https://www.econbiz.de/10006779204

Comparison of panel unit root tests under cross sectional dependence

Jang, Myoung Jin; Shin, Dong Wan - In: Economics letters 89 (2005) 1, pp. 12-17

Persistent link: https://www.econbiz.de/10006749644

Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors

Shin, Dong Wan; Oh, Man-Suk - In: Journal of econometrics 122 (2004) 2, pp. 247-280

Persistent link: https://www.econbiz.de/10006755784

Recursive mean adjustment for panel unit root tests

Shin, Dong Wan; Kang, Seungho; Oh, Man-Suk - In: Economics letters 84 (2004) 3, pp. 433-440

Persistent link: https://www.econbiz.de/10006756019