Comparative analysis of alternative methods for seasonal adjustment : X-12-ARIMA and TRAMO-SEATS

von Lee, Hahn-shik
Veröffentlicht in Economic papers (2003)

International transmission of stock market movements : a wavelet analysis

von Lee, Hahn-shik
Veröffentlicht in Applied economics letters (2004)

Inference on long-run equilibrium relationship in economic time series

von Lee, Hahn-shik
Veröffentlicht 1990

Recent advances in wavelet methods for economic time series

von Lee, Hahn-shik
Veröffentlicht in Journal of economic theory and econometrics (2001)

Common trends, common cycles and forecasting

von Gu, Bonhyuk
Veröffentlicht in The journal of the Korean economy (2007)

Predictability of term spread for economic activity with liquidity premium theory

von Hwang, Sunju
Veröffentlicht in Emerging markets finance & trade (2016)

Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence

von Lee, Hahn-shik
Veröffentlicht in Economics letters (1991)

The influence of seasonal adjustment on the Canadian consumption function : 1947 - 1991

von Lee, Hahn-shik
Veröffentlicht in The Canadian journal of economics (1993)

A note on the critical values for the maximum likelihood (seasonal) cointegration tests

von Lee, Hahn-shik
Veröffentlicht in Economics letters (1995)

Nonlinear error correction and asymmetric adjustment

von Hong, Eun P.
Veröffentlicht in Journal of economic theory and econometrics (1997)

Housing market volatility connectedness among G7 countries

von Lee, Hahn-shik
Veröffentlicht in Applied economics letters (2018)

Cross-regional connectedness in the Korean housing market

von Lee, Hahn-shik
Veröffentlicht in Journal of housing economics (2019)

Common features in East Asian stock markets : long-term and short-term comovements between China and Korea

von Lee, Hahn-shik
Veröffentlicht in The Singapore economic review (2013)

Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation

von Ghysels, Eric
Veröffentlicht in Journal of econometrics (1994)

On the (mis)specification of seasonality and its consequences : an empirical investigation with US data

von Ghysels, Eric
Veröffentlicht in Empirical economics (1993)

On periodic structures and testing for seasonal unit roots

von Ghysels, Eric
Veröffentlicht 1995

Seasonal time series and autocorrelation function estimation

von Lee, Hahn-shik
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2002)

Spurious deterministic seasonality

von Franses, Philip Hans
Veröffentlicht in Economics letters (1995)