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Sung K. Ahn
Sung K. Ahn
Bestätigte E-Mail-Adresse bei wsu.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Vector Autoregressive Models With Unit Roots And Reduced Rank Structure: Estimation. Likelihood Ratio Test, And Forecasting
GC Reinsel, SK Ahn
Journal of Time Series Analysis 13 (4), 353-375, 2008
6122008
Estimation for partially nonstationary multivariate autoregressive models
SK Ahn, GC Reinsel
Journal of the American Statistical Association 85 (411), 813-823, 1990
4611990
Nested reduced-rank autoregressive models for multiple time series
SK Ahn, GC Reinsel
Journal of the American Statistical Association 83 (403), 849-856, 1988
2521988
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
SK Ahn
Biometrika 80 (4), 855-868, 1993
871993
Asymptotic properties of the likelihood ratio test for cointegration in the nonstationary vector AR model
GC Reinsel, SK Ahn
Department of Statistics, University of Wisconsin-Madison, 1988
611988
A comparison of Japanese and US auditor decision-making behavior
JH Yamamura, AH Frakes, DL Sanders, SK Ahn
The International Journal of Accounting 31 (3), 347-363, 1996
561996
Estimation of partially nonstationary vector autoregressive models with seasonal behavior
SK Ahn, GC Reinsel
Journal of Econometrics 62 (2), 317-350, 1994
561994
Long-and short-run Fisher effects: new tests and new results
JL Lee, C Clark, SK Ahn
Applied Economics 30 (1), 113-124, 1998
511998
An analysis of the 7-year record of SBUV satellite ozone data: Global profile features and trends in total ozone
GC Reinsel, GC Tiao, SK Ahn, M Pugh, S Basu, JJ Deluisi, CL Mateer, ...
Journal of Geophysical Research 93 (D2), 1689-1703, 1988
471988
Inference of vector autoregressive models with cointegration and scalar components
SK Ahn
Journal of the American Statistical Association 92 (437), 350-356, 1997
461997
Estimation of Vector Error Correction Models with Mixed-Frequency Data
B Seong, SK Ahn, PA Zadrozny
Working Paper, 2008
42*2008
Cotton market integration and the impact of China's new exchange rate regime
Y Ge, HH Wang, SK Ahn
Agricultural Economics 41 (5), 443-451, 2010
412010
Price convergence among Indian cities: A cointegration approach
AKM Morshed, SK Ahn, M Lee
Journal of Asian Economics 17 (6), 1030-1043, 2006
412006
Distribution for residual autocovariances in multivariate autoregressive models with structured parameterization
SK Ahn
Biometrika 75 (3), 590-593, 1988
411988
PλM-policy for a dam with input formed by a compound Poisson process
EY Lee, SK Ahn
Journal of applied probability 35 (2), 482-488, 1998
361998
Additional sources of bias in half-life estimation
B Seong, AKM Mahbub Morshed, SK Ahn
Computational Statistics & Data Analysis 51 (3), 2056-2064, 2006
332006
F-probability plot and its application to multivariate normality
SK Ahn
Communications in Statistics-Theory and Methods 21 (4), 997-1023, 1992
311992
Unit root tests with infinite variance errors
SK Ahn, SB Fotopoulos, L He
Econometric Reviews 20 (4), 461-483, 2001
282001
The real exchange rate: an alternative approach to the PPP puzzle
M Lee, M Nziramasanga, SK Ahn
Journal of Policy Modeling 24 (6), 533-538, 2002
242002
Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration*
SK Ahn, S Cho, B Chan Seong
Oxford Bulletin of economics and Statistics 66 (2), 261-284, 2004
232004
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