The following pages link to Sung K. Ahn (Q1010551):
Displayed 27 items.
- Additional sources of bias in half-life estimation (Q1010552) (← links)
- Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Strong approximation of the quantile processes and its applications under strong mixing properties (Q1340277) (← links)
- Common cycles in seasonally cointegrated time series (Q1391611) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
- F-probability plot and its application to multivariate normality (Q3135629) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
- A FAMILY OF QUANTUM MARKOV SEMIGROUPS (Q3369970) (← links)
- Deviations between sample quantiles and empirical processes under absolute regular properties (Q3432345) (← links)
- Estimation for Partially Nonstationary Multivariate Autoregressive Models (Q3485770) (← links)
- A note on spurious regression in seasonal time series (Q3543755) (← links)
- Nested Reduced-Rank Autogressive Models for Multiple Time Series (Q3813101) (← links)
- <i>P</i><sub>λ</sub><sup><i>M</i></sup>-policy for a dam with input formed by a compound Poisson process (Q4215693) (← links)
- Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466) (← links)
- Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073) (← links)
- (Q4458422) (← links)
- (Q4458444) (← links)
- UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
- Rank Based Dickey–Fuller Test Statistics (Q4828161) (← links)
- Estimation of error correction model with measurement errors (Q5036886) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- Analysis of cointegrated models with measurement errors (Q5222362) (← links)
- Inference of seasonal cointegration with linear restrictions (Q5433112) (← links)