Jae-Young Kim
with Andrews · 2000–2006
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Whom Jae-Young Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jae-Young Kim overall
- Giuseppe Cavaliere
- S. Leybourne
- Alan M. Taylor
- Efthymios Pavlidis
- Robert J. Taylor
- Robert K. Kaufmann
- Pierre Perron
- Tae-Hwan Kim
- Lajos Horv'ath
- F. Busetti
Papers from Jae-Young Kim's perspective
Ordered by how strongly the researchers Jae-Young Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing for structural change in conditional models
- Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28
- Convergence of stochastic processes
- End-of-Sample Instability Tests
- A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
- Detection of change in persistence of a linear time series
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Testing for the Constancy of Parameters over Time
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
Their papers
- Detection of change in persistence of a linear time series (2000) — 259 citations
- Tests for Cointegration Breakdown Over a Short Time Period (2006) — 61 citations