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Chang Sik Kim

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This is information that was supplied by Chang Sik Kim in registering through RePEc. If you are Chang Sik Kim , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Chang Sik
Middle Name:
Last Name: Kim
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RePEc Short-ID: pki366

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Affiliation

School of Economics
Sungkyunkwan University
Location: Seoul, South Korea
Homepage: http://ecostat.skku.edu/
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Handle: RePEc:edi:seskkkr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

Works

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Working papers

  1. Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.
  2. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.
  3. Changsik Kim, 2004. "Bias Reduced Band Spectrum Least Squares in Fractional," Econometric Society 2004 Far Eastern Meetings 798, Econometric Society.

Articles

  1. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
  2. Kim, Chang Sik & Lee, Sungro, 2011. "Spurious regressions driven by excessive volatility," Economics Letters, Elsevier, vol. 113(3), pages 292-297.
  3. Chang Sik Kim & Joon Park, 2010. "Cointegrating Regressions with Time Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 29(4), pages 397-438.
  4. Kim Chang Sik, 2009. "Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-27, September.
  5. Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1233-1247, December.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-10-28 2007-06-23. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2006-10-28 2007-06-23. Author is listed

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