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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
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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Testing for structural breaks in return-based style regression models
Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
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Unit root tests in the presence of multiple breaks in variance
Jeong, Soo-Bin; Kim, Bong Hwan; Kim, Tae-hwan; Moon, … - In: The Singapore economic review : journal of the Economic … 62 (2017) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10011702157
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Asymptotic theory for econometricians
White, Halbert - 1984
Persistent link: https://www.econbiz.de/10000091243
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Tests de spécification dans les modèles dynamiques
White, Halbert
Persistent link: https://www.econbiz.de/10001266394
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Asymptotic theory for econometricians
White, Halbert - 2001 - Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 4, pp. 817-838
Persistent link: https://www.econbiz.de/10003000556