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Showing results 5 to 11 of 11

Issue DateTitleAuthor(s)Type
2017Long-run dynamic correlation of nonstationary variables when the trends are misspecified이진Article
2010Long-run variance estimation for linear processes under possible degeneracy이진Article
2024Macroeconomic Fundamentals and the Volatility of Foreign Investors’ Net Purchase in Korean Stock Market이진Article
2013Nonparametric testing for long-horizon predictability with persistent covariates이진Article in Press
2012Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data이진Article
2014On the spectral degeneracy of wavelet transforms of fractional Brownian motion이진Article
2012Size improvement of the KPSS test using sieve bootstraps이진Article

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