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Browsing "사회과학대학" byAuthor이진
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Showing results 1 to 11 of 11
Issue Date
Title
Author(s)
Type
2022
Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy
이진
Article
2021
Asymptotic property of least squares estimators for explosive autoregressive models with a drift
이진
Article
2019
Effects of incorrect detrending on the coherency between non-stationary time series processes
이진
Article
2019
Inflation co-movement in the Asean countries
이진
Article
2017
Long-run dynamic correlation of nonstationary variables when the trends are misspecified
이진
Article
2010
Long-run variance estimation for linear processes under possible degeneracy
이진
Article
2024
Macroeconomic Fundamentals and the Volatility of Foreign Investors’ Net Purchase in Korean Stock Market
이진
Article
2013
Nonparametric testing for long-horizon predictability with persistent covariates
이진
Article in Press
2012
Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data
이진
Article
2014
On the spectral degeneracy of wavelet transforms of fractional Brownian motion
이진
Article
2012
Size improvement of the KPSS test using sieve bootstraps
이진
Article
1
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