Sung K. Ahn

Available identifiers

zbMath Open ahn.sung-kiMaRDI QIDQ1010551

List of research outcomes

Publication	Date of Publication	Type
Estimation of error correction model with measurement errors	2022-02-23	Paper
Semiparametric Seasonal Cointegrating Rank Selection	2020-07-14	Paper
Analysis of cointegrated models with measurement errors	2020-04-01	Paper
Estimation of cointegrated models with exogenous variables	2020-03-27	Paper
Generalized method of moments estimation for cointegrated vector autoregressive models	2018-08-14	Paper
Estimation of vector error correction models with mixed-frequency data	2013-10-09	Paper
Additional sources of bias in half-life estimation	2009-04-06	Paper
A note on spurious regression in seasonal time series	2008-12-04	Paper
Inference of seasonal cointegration with linear restrictions	2007-12-19	Paper
Deviations between sample quantiles and empirical processes under absolute regular properties	2007-04-16	Paper
A FAMILY OF QUANTUM MARKOV SEMIGROUPS	2006-02-06	Paper
Rank Based Dickey–Fuller Test Statistics	2004-11-24	Paper
UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS	2004-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4458422	2004-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4458444	2004-03-17	Paper
PλM-policy for a dam with input formed by a compound Poisson process	1999-06-01	Paper
Common cycles in seasonally cointegrated time series	1998-07-22	Paper
Inference of Vector Autoregressive Models With Cointegration and Scalar Components	1997-01-01	Paper
Strong approximation of the quantile processes and its applications under strong mixing properties	1995-05-30	Paper
Estimation of partially nonstationary vector autoregressive models with seasonal behavior	1995-03-16	Paper
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends	1994-08-22	Paper
F-probability plot and its application to multivariate normality	1993-10-11	Paper
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING	1993-06-29	Paper
Some tests for unit roots in seasonal time series with deterministic trends	1993-05-16	Paper
Estimation for Partially Nonstationary Multivariate Autoregressive Models	1990-01-01	Paper
Nested Reduced-Rank Autogressive Models for Multiple Time Series	1988-01-01	Paper
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model	1987-01-01	Paper

Research outcomes over time

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