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 | 612 | 2008 |
Estimation for partially nonstationary multivariate autoregressive models SK Ahn, GC Reinsel Journal of the American Statistical Association 85 (411), 813-823, 1990 | 461 | 1990 |
Nested reduced-rank autoregressive models for multiple time series SK Ahn, GC Reinsel Journal of the American Statistical Association 83 (403), 849-856, 1988 | 252 | 1988 |
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends SK Ahn Biometrika 80 (4), 855-868, 1993 | 88 | 1993 |
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 | 61 | 1988 |
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 | 56 | 1996 |
Estimation of partially nonstationary vector autoregressive models with seasonal behavior SK Ahn, GC Reinsel Journal of Econometrics 62 (2), 317-350, 1994 | 56 | 1994 |
Long-and short-run Fisher effects: new tests and new results JL Lee, C Clark, SK Ahn Applied Economics 30 (1), 113-124, 1998 | 51 | 1998 |
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 | 47 | 1988 |
Inference of vector autoregressive models with cointegration and scalar components SK Ahn Journal of the American Statistical Association 92 (437), 350-356, 1997 | 46 | 1997 |
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 | 41 | 2010 |
Price convergence among Indian cities: A cointegration approach AKM Morshed, SK Ahn, M Lee Journal of Asian Economics 17 (6), 1030-1043, 2006 | 41 | 2006 |
Distribution for residual autocovariances in multivariate autoregressive models with structured parameterization SK Ahn Biometrika 75 (3), 590-593, 1988 | 41 | 1988 |
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 | 36 | 1998 |
Additional sources of bias in half-life estimation B Seong, AKM Mahbub Morshed, SK Ahn Computational Statistics & Data Analysis 51 (3), 2056-2064, 2006 | 33 | 2006 |
F-probability plot and its application to multivariate normality SK Ahn Communications in Statistics-Theory and Methods 21 (4), 997-1023, 1992 | 31 | 1992 |
Unit root tests with infinite variance errors SK Ahn, SB Fotopoulos, L He Econometric Reviews 20 (4), 461-483, 2001 | 28 | 2001 |
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 | 24 | 2002 |
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 | 23 | 2004 |