Details about Chang Sik Kim

Access statistics for papers by Chang Sik Kim.

Last updated 2013-04-14. Update your information in the RePEc Author Service.

Short-id: pki366

Working Papers

2007

1. Long Run Covariance Matrices for Fractionally Integrated Processes
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article in Econometric Theory (2007)

2006

2. Log Periodogram Regression: The Nonstationary Case
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (17)

2004

3. Bias Reduced Band Spectrum Least Squares in Fractional
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

Journal Articles

2012

1. Partial parametric estimation for nonstationary nonlinear regressions
   Journal of Econometrics, 2012, 167, (2), 448-457 View citations (1)

2011

2. Spurious regressions driven by excessive volatility
   Economics Letters, 2011, 113, (3), 292-297

2010

3. Cointegrating Regressions with Time Heterogeneity
   Econometric Reviews, 2010, 29, (4), 397-438 View citations (5)

2009

4. Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis
   Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (4), 1-27 View citations (2)

2007

5. LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
   Econometric Theory, 2007, 23, (6), 1233-1247 View citations (9)
   See also Working Paper (2007)