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Details about Chang Sik Kim

Workplace:School of Economics, Sungkyunkwan University, (more information at EDIRC)

Access statistics for papers by Chang Sik Kim.

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

Short-id: pki366


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Working Papers

2007

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

2006

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

2004

  1. 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 Downloads View citations (1)

2011

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

2010

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

2009

  1. 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 Downloads View citations (2)

2007

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