Narrow search
Showing 61 - 70 of 860
Cover Image
An unbiased test for a change in persistence
Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004
Persistent link: https://www.econbiz.de/10002379251
Cover Image
On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi; Kim, Tae-hwan; Newbold, Paul - In: Journal of macroeconomics 27 (2005) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
Cover Image
Revisiting the martingale hypothesis for exchange rates
Lee, Young-Sook (contributor); Kim, Tae-hwan (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435695
Cover Image
Unit root tests with a break in innovation variance
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Cover Image
The Hodrick-Prescott filter at time series endpoints
Mise, Emi (contributor); Kim, Tae-hwan (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
Cover Image
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Cover Image
Two stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan (contributor); Muller, Christophe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835514
Cover Image
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa; Leybourne, Stephen James; Kim, Tae-hwan - In: Journal of applied econometrics 19 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Cover Image
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics letters 10 (2003) 15, pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Cover Image
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10001505515