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.
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- 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)
- Log Periodogram Regression: The Nonstationary Case
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (17)
- Bias Reduced Band Spectrum Least Squares in Fractional
Econometric Society 2004 Far Eastern Meetings, Econometric Society
- Partial parametric estimation for nonstationary nonlinear regressions
Journal of Econometrics, 2012, 167, (2), 448-457 View citations (1)
- Spurious regressions driven by excessive volatility
Economics Letters, 2011, 113, (3), 292-297
- Cointegrating Regressions with Time Heterogeneity
Econometric Reviews, 2010, 29, (4), 397-438 View citations (5)
- 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)
- LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Econometric Theory, 2007, 23, (6), 1233-1247 View citations (9)
See also Working Paper (2007)
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