CJ Kim - Journal of Econometrics, 1994 - Elsevier
Abstract In this paper, Hamilton's (1988, 1989) Markov-switching model is extended to a
general state-space model. This paper also complements Shumway and Stoffer's (1991)
dynamic linear models with switching, by introducing dependence in the switching ...
CJ Kim… - Review of Economics and Statistics, 1999 - MIT Press
We hope to answer three questions: Has there been a structural break in postwar US real
GDP growth towards stabilization? If so, when? What is the nature of this structural break?
We employ a Bayesian approach to identify a structural break at an unknown changepoint ...
CJ Kim… - Review of Economics and Statistics, 1998 - MIT Press
The synthesis of the dynamic factor model of Stock and Watson (1989) and the regime-
switching model of Hamilton (1989) proposed by Diebold and Rudebusch (1996) potentially
encompasses both features of the business cycle identified by Burns and Mitchell (1946):( ...
CJ Kim, CR Nelson… - Journal of Business and Economic Statistics, 2004 - ASA
Using a Bayesian model comparison strategy, we search for a volatility reduction in US real
gross domestic product (GDP) growth within the postwar sample. We find that aggregate real
GDP growth has been less volatile since the early 1980s, and that this volatility reduction ...
CJ Kim… - 1999 - papers.ssrn.com
Abstract: More than thirty years ago Milton Friedman proposed a" plucking" model of
business fluctuations in which output cannot exceed a ceiling level, but will, from time to
time, be plucked downward by recession. The model implied that business fluctuations ...
CJ Kim - Journal of Business & Economic Statistics, 1993 - JSTOR
In this article, I first extend the standard unobserved-component time series model to include
Hamilton's Markov-switching heteroscedasticity. This will provide an alternative to the
unobserved-component model with autoregressive conditional heteroscedasticity, as ...
C Engel… - 1996 - nber.org
We investigate the behavior of the long-run US/UK real exchange rate from 1885 to 1995.
Our long-run real exchange rate series is derived from an unobserved components model
which divides the real exchange rate into permanent and transitory components. The ...
CJ Kim, CR Nelson… - Journal of Empirical Finance, 1998 - Elsevier
Previous work reported that heteroskedasticity did not affect the sampling distribution of the
variance ratio, or had assumed that the investigator knew a priori the pattern of
heteroskedasticity. This paper uses the Gibbs sampling approach in the context of a three ...
CJ Kim… - Journal of Monetary Economics, 2006 - Elsevier
In this paper, we consider estimation of a time-varying parameter model for a forward-
looking monetary policy rule, by employing ex post data. A Heckman-type (1976. The
common structure of statistical models of truncation, sample selection, and limited ...
CJ Kim… - Journal of Monetary Economics, 2002 - Elsevier
This paper investigates the nature of US business cycle asymmetry using a dynamic factor
model of output, investment, and consumption. We identify a common stochastic trend and
common transitory component by embedding the permanent income hypothesis within a ...
CJ Kim… - Empirical Economics, 2002 - Springer
Abstract. We propose a generalization of existing empirical business cycle models that
allows us to decompose recessions into permanent and transitory components. We find that
the transitory component of recessions accounts for between 77% and 96% of the ...
CJ Kim, J Piger… - Journal of Econometrics, 2008 - Elsevier
Following Hamilton [1989. A new approach to the economic analysis of nonstationary time
series and the business cycle. Econometrica 57, 357–384], estimation of Markov regime-
switching regressions typically relies on the assumption that the latent state variable ...
CJ Kim… - Journal of Business & Economic Statistics, 1989 - JSTOR
The main econometric issue in testing the Lucas (1973) hypothesis in a time series context
is estimation of the forecast-error variance conditional on past information. The conditional
variance may vary through time as monetary policy evolves and agents are obliged to ...
CJ Kim, J Morley… - Journal of Applied Econometrics, 2005 - Wiley Online Library
This paper presents a new nonlinear time series model that captures a post-recession
'bounce-back'in the level of aggregate output. While a number of studies have examined this
type of business cycle asymmetry using recession-based dummy variables and threshold ...
CJ Kim, JC Morley… - Journal of Money, Credit and banking, 2004 - JSTOR
This paper investigates whether evidence for a positive relationship between stock market
volatility and the equity premium is more decisive when the volatility feedback effects of
large and persistent changes in market volatility are taken into account. The analysis has ...
CJ Kim - the Review of Economics and Statistics, 1993 - JSTOR
A large body of research suggests that uncertainty is an important factor affecting economic
activity. Most earlier research, however, fails to consider the possibility that uncertainty may
affect the value of new information and economic activity differently, depending upon its ...
CJ Kim - Economics letters, 2006 - Elsevier
This paper provides a framework for dealing with endogeneity problems in the time-varying
parameter models. A Heckman-type two-step MLE procedure is derived for consistent
estimation of the hyper-parameters as well as correct inferences on the time-varying ...
CJ Kim… - Journal of Applied Econometrics, 1996 - Wiley Online Library
Abstract Using a fad model with Markov-switching heteroscedasticity in both the
fundamental and fad components (UC-MS model), this paper examines the possibility that
the 1987 stock market crash was an example of a short-lived fad. While we usually think of ...
CJ Kim, JC Morley… - Journal of Business and Economic Statistics, 2005 - ASA
This article uses Bayesian marginal likelihood analysis to compare univariate models of the
stock return behavior and test for structural breaks in the equity premium. The analysis
favors a model that relates the equity premium to Markov-switching changes in the level of ...
CJ Kim - Journal of Econometrics, 2004 - Elsevier
The maximum likelihood estimation of a Markov-switching regression model based on the
Hamilton filter is not valid in the presence of endogenous explanatory variables. However,
we show that there exists an appropriate transformation of the model that allows us to ...
J Bae, CJ Kim… - Journal of Empirical Finance, 2007 - Elsevier
The literature documents that low stock returns are associated with increased volatility, but
two competing explanations have proved difficult to disentangle. A negative return increases
leverage, making equity value more volatile. However, an increase in volatility that ...
CJ Kim, JC Morley… - Journal of Empirical Finance, 2001 - Elsevier
When volatility feedback is taken into account, there is strong evidence of a positive tradeoff
between stock market volatility and expected returns on a market portfolio. In this paper, we
ask whether this intertemporal tradeoff between risk and return is responsible for the ...
CJ Kim… - Journal of Empirical Finance, 1998 - Elsevier
A decade ago Fama and French [Fama, EG, French, KR, 1988. Permanent and temporary
components of stock prices. J. Political Econ. 96 (2) 246–273] estimated that 40% of
variation in stock returns was predictable over horizons of 3–5 yr, which they attributed to ...
CJ Kim… - International Economic Review, 2001 - Wiley Online Library
Though Hamilton's (1989) Markov-switching model has been widely estimated in various
contexts, formal testing for Markov-switching is not straightforward. Univariate tests in the
classical framework by Hansen (1992) and Garcia (1998) do not reject the linear model for ...
KH Kang, CJ Kim… - Studies in Nonlinear Dynamics & …, 2009 - ideas.repec.org
< p> We investigate the existence and timing of changes in US inflation persistence. To do
so, we develop an unobserved components model of inflation with Markov-switching
parameters and we measure persistence using impulse response functions based on the ...
CJ Kim… - International Economic Review, 1999 - papers.ssrn.com
Abstract: Though Hamilton's (1989) Markov switching model has been widely estimated in
various contexts, formal testing for Markov switching is not straightforward. Univariate tests in
the classical framework by Hansen (1992) and Garcia (1998) do not reject the linear ...
CJIN KIM, JM Piger… - Journal of Money, Credit and …, 2007 - Wiley Online Library
This paper investigates the dynamic relationship between permanent and transitory
components of post-war US business cycles. We specify a time-series model for real GNP
and consumption in which the two share a common stochastic trend and transitory ...
CJ Kim… - Pacific Economic Review, 2008 - Wiley Online Library
Abstract. This paper investigates whether the choice of exchange rate regimes influences
the sensitivity of domestic interest rates to international interest rates. We empirically analyse
this issue in the context of East Asian economies by employing a regime switching model. ...
CR Nelson… - 1988 - nber.org
The main econometric issue in testing the Lucas hypothesis (1973) in a times series context
is the estimation of the variance conditional on past information. The ARCH model,
proposed by Engle (1982), is one way of specifying the conditional variance. But the ...
CJ Kim… - Studies in Nonlinear Dynamics & Econometrics, 2008 - degruyter.com
New Keynesian Phillips curves (NKPC) have recently been modified to include additional
lags of inflation in the specification in order to capture the considerable persistence in
postwar US inflation. Furthermore, many researchers have agreed on the existence of ...
[CITATION] Predicting business cycle phases with indexes of leading and coincident economic indicators: a multivariate'regime-shift'approach
CJ Kim - Journal of Economic Theory and Econometrics, 1996
CJ Kim, J Morley… - Journal of Applied Econometrics, 2008 - Wiley Online Library
We use counterfactual experiments to investigate the sources of the large volatility reduction
in US real GDP growth in the 1980s. Contrary to an existing literature that conducts
counterfactual experiments based on classical estimation and point estimates, we ...
CJ Kim, J Morley… - FRB St. Louis Working Paper No. 2004- …, 2005 - papers.ssrn.com
Abstract: In this paper, we develop a Bayesian approach to counterfactual analysis of
structural change. Contrary to previous analysis based on classical point estimates, this
approach provides a straightforward measure of estimation uncertainty for the ...
CJ Kim - Journal of Econometrics, 2009 - Elsevier
This paper proposes a two-step maximum likelihood estimation (MLE) procedure to deal
with the problem of endogeneity in Markov-switching regression models. A joint estimation
procedure provides us with an asymptotically most efficient estimator, but it is not always ...
CJ Kim, JW Lee - Finance Working Papers, 2002 - eastasiaforum.org
Executive Summary This paper examines whether changes in exchange rate arrangements
have affected monetary independence in East Asian countries after the 1997 Asian crisis.
We find that the sensitivity of local to US interest rates has declined for many Asian ...
[CITATION] April, 2005, The Structural Break in the Equity Premium
CJ Kim, JC Morley… - Journal of Business and Economic Statistics
Y Kim… - 2007 - wise.xmu.edu.cn
Abstract In this paper, we provide a framework for dealing with the endogeneity problem in
timevarying parameter models. Both joint estimation and two-step estimation procedures are
derived. In particular, we show how Pagan's (1984) generated regressors' problem can be ...
CJ Kim,
K Kishor… - Working Papers, 2006 - econ.washington.edu
Abstract In this paper, we use real-time Greenbook data to analyze the time variant nature of
the monetary policy conducted by the Federal Reserve. Our study improves on the existing
literature by taking into account the measurement error problem associated with real-time ...
CJ Kim, JC Morley, JM Piger… - 2002 - Citeseer
Abstract: This paper presents a nonlinear model of US GDP growth dynamics that allows for
a post-recession “bounce-back” effect in the level of GDP. While a number of studies have
attempted to capture such an effect using ad hoc recession-based dummy variable ...
CJ Kim, J Piger… - 2001 - papers.ssrn.com
Abstract: This paper investigates the relationship between permanent and transitory
components of US recessions in an empirical model allowing for business cycle asymmetry.
Using a common stochastic trend representation for real GNP and consumption, we divide ...
[CITATION] Exchange Rate Regime and Monetary Independence in the Post-Crisis East Asia: An Application of Regime-Switching Model with Endogenous …
CJ Kim… - International Centre for the Study of East Asian …, 2004
[CITATION] The Nature and Sources of the Structural Break in the Volatility of the US Economy
CJ Kim, C Nelson… - International Finance Discussion Paper, 2001
CJ Kim - 2006 - frbatlanta.org
Abstract We show that, for a class of linear and multivariate Markov-switching models, exact
calculation of the Beveridge-Nelson (BN) trend/cycle components is possible. The key to
exact BN trend/cycle decomposition is to recognize that the latent first-order ...
[CITATION] Consistent and efficient estimation of timevarying parameters in real-time monetary policy rule
CJ Kim - 2004 - papers.ssrn.com
Abstract: In this paper, we provide a unified framework for LIML (limited information
maximum likelihood) IV (instrumental variables) estimation to deal with endogeneity
problems in the time-varying parameter models. For this purpose, we derive a Heckman- ...
[CITATION] Korea's Currency Crisis and Over-Investment from the Perspective of Long-run Equilibrium
CJ Kim, KH Nam… - Korea Economic Research Institute, 2000
CJ Kim, Y Kim… - Unpublished manuscript, 2008 - Citeseer
Abstract Given two virtually separate literatures on return predictability and the riskreturn
relation, this paper reconciles the two literatures by investigating the underlying mechanism
of the return predictability literature through exploiting the risk-return relation. In ...
[CITATION] New Evidence on the Importance of Forward-Looking and Backward-Looking Components in a New Keynesian Phillips Curve
CJ Kim… - Studies in Nonlinear Dynamics and Econometrics, 2006
BD Jones, CJ Kim… - Working Papers, 2003 - polmeth.wustl.edu
Abstract Studies of development and change in partisan fortunes in the US emphasize
epochs of partisan stability, separated by critical events or turning points. Yet to date we
have no estimates of legislative regimes as they relate to electoral realignments. In this ...
[CITATION] Do changes in the market risk premium explain the empirical evidence of mean reversion in stock prices
CJ Kim, JC Morley… - Unpublished Manuscript, University of Washington, 1998
CJ Kim… - Discussion Papers in Economics at the …, 1999 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Permanent and Transitory Nature of Recessions. Chang-Jin Kim () and Chris Murray. ...
[CITATION] Jeremy Piger, and Richard Startz,“Permanent and Transitory Components of Business Cycles: Their Relative Importance and Dynamic Relationship,” …
CJ Kim, C Murray… - Louis Working Paper No. 2001-017B …
BD Jones, CJ Kim… - Statistical Methodology, 2010 - Elsevier
Studies of development and change in partisan fortunes in the US emphasize epochs of
partisan stability, separated by critical events or turning points. In this paper we study
partisan electoral changes in the US Congress using the method of Markov switching. Our ...
CJ Kim - Journal of econometrics, 2008 - Elsevier
We show that, for a class of univariate and multivariate Markov-switching models, exact
calculation of the Beveridge–Nelson (BN) trend/cycle components is possible. The key to
exact BN trend/cycle decomposition is to recognize that the latent first-order Markov- ...
CJ Kim… - 1999 - papers.ssrn.com
Abstract: We develop a Bayesian test for structural change at an unknown changepoint in
Markov-switching models. Unlike the usual Bayesian treatment of the unknown changepoint
problem in the literature, we cast the problem into amodel selection'framework. This is ...
[CITATION] Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?” forthcoming in Journal of Money
CJ Kim, J Morley… - Credit, and Banking, 2003
[CITATION] James Morley, and Jeremy Piger,“Nonlinearity and the Permanent Effects of Recessions,” Federal Reserve Bank of St
CJ Kim, C Murray… - Louis Working Paper No. 2002- …
KH Kang, CJ Kim… - 2006 - keele.ac.uk
Abstract We investigate the existence and timing of regime shifts in US inflation persistence.
To do so, we develop an unobserved components model of inflation with Markov-switching
parameters. An important feature of the model is its allowance for multiple regime shifts in ...
SK Oh, JH Kim, YS Ra, CJ Kim, Y Kwon… - Journal of Korean …, 1996 - KoreaMed
Abstract Cranial chordomas are rare and generally slow-growing malignant neoplasms of
presumed notochordal origin. They seldom metastasize, but are difficult to manage because
of their locally invasive nature and their proximity to critical structures. The clinical ...
Y Kim… - The Econometrics Journal, 2011 - Wiley Online Library
Summary In dealing with the problem of endogeneity in a time-varying parameter model, we
develop the joint and two-step estimation procedures based on the control function
approach. We show that a key to the success of the joint estimation procedure is in an ...
WB Kang, KW Sung, SK Seo, DW Kim… - Journal of Korean …, 1988 - KoreaMed
Abstract A series of 24 cases of gun shot and explosive injuried patients of the brain is
analyzed according to causes, types, operability, the relation between Glasgow coma scale
(GCS) and operative mortality, associated injuries, complications and sequelae. The ...
KS Lee, EW Choi, BH Lee, WK Bae… - Journal of the Korean …, 1991 - komci.org
Pulmonary lymphangioleiomyomatosis: case reports Lee KS, Choi EW, Lee BH, Bae WK, Kim
YH, Kim CJ, Noh JK. J Korean Radiol Soc 1991 Mar 27(2):240-244. Korean. Total
References:N/A Cited Korean References:N/A Times Cited:N/A. No abstract available. Affiliation:
CJ Kim - 2004 - papers.ssrn.com
Abstract: This paper provides a unified framework for a two-step MLE procedure to deal with
the problem of endogeneity in Markov-switching regression models. Two important issues
are considered. First, a consistent estimation of the Markov-switching regression equation ...
CJ Kim, JC Morley… - Manuscript, Washington University, 1999 - fmwww.bc.edu
ABSTRACT: This paper develops an extended version of Turner, Startz, and Nelson's (1989)
Markov-switching model of stock returns. The model is motivated as an alternative version of
Campbell and Hentschel's (1992) volatility feedback model, with news about future ...
J Bae, CJ Kim… - Empirical Economics, 2011 - Springer
Abstract The existing literature on US monetary policy provides no sense of a consensus
regarding the existence of a monetary policy regime. This article explores the evolution of
US monetary policy regimes via the development of a Markov-switching model predicated ...
[CITATION] ECON5984: Advanced Macroeconomics: Empirics and Theory–Spring 2010
KH Kang, CJ Kim… - 2006 - kyukang.net
Abstract We investigate the existence and timing of regime shifts in US inflation persistence.
To do so, we develop an unobserved components model of inflation with Markov-switching
parameters. An important feature of the model is its allowance for multiple regime shifts. ...
[CITATION] Expected Returns, Expected Dividend Growth Rates, and the Price-Dividend Ratio: Implications of Structural Breaks
KH Choi, CJ Kim… - 2011
CJ Kim… - 2012 - ses.library.usyd.edu.au
Abstract: In this paper, we relax the assumption of constant regime-specific mean growth
rates in Hamilton's (1989) two-state Markov-switching model of the business cycle. We first
present a benchmark model, in which each regime-specific mean growth rate evolves ...
CH Lee, CJ Kim, Y Kwon, SC Rhim… - Journal of Korean …, 1992 - KoreaMed
Abstract The clinicopathologic features of 3 cases of intracerebral gliosarcoma are reported
and correlations among the CT findings, angiographic findings, the surgical and histological
aspects are discussed. In two cases, these tumors appear on CT scan as an isodense ...
[CITATION] Ination Dynamics in the United States: What is the Story?
CJ Kim… - 2001
CJ Kim… - c.federalreserve.gov
Abstract: This paper investigates the nature of business cycle asymmetry using a dynamic
factor model of output, investment, and consumption. We first identify a common stochastic
trend and a common transitory component by embedding the permanent income ...
CJ Kim, JC Morley… - 2007 - stat.fi
Fama and French (1988) found that price movements for the stock market as a whole tend to
be at least partially offset over longer horizons of months and years. Notably, this behavior,
labeled “mean reversion,” is consistent with models of inefficient stock prices, such as the ...
[CITATION] 2004 Far Eastern Meeting of the Econometric Society (2003, Vol. 29, No. 37.)
YK Che, S Chen, S Fukuda, J Hahn, UC Horioka…
[CITATION] Sources of Monetary Growth Uncertainty and Economic Activity: The Time-varying-parameter Model with Heteroskedasticity in the Disturbance Terms
CJ Kim - 1990 - York University, Department of …
CJ Kim - Foundations and Trends® in Econometrics, 2009 - dx.doi.org
Abstract The purpose of this article is to present a unified econometric framework for dealing
with the issues of endogeneity in Markov-switching models and time-varying parameter
models, as developed by Kim (2004, 2006, 2009), Kim and Nelson (2006), Kim, Piger, and ...
CJ Kim… - 2011 - papers.ssrn.com
Abstract: In recent Bayesian approaches to modelling structural breaks, hierarchical priors
are employed to allow for dependence of parameters across different regimes (Koop and
Potter (2007), Pesaran et. al.(2006), Giordani and Kohn (2008), etc). In this paper, we ...
CJ Kim - Working Papers, 1989 - econpapers.repec.org
By Kim, CJ.; SOURCES OF MONETARY GROWTH UNCERTAINTY: AN
ENCOMPASSING APPROACH BASED ON MONTE CARLO EXPERIMENT.
[CITATION] Notes to the Editors of AJPS: According to the AJPS manuscript submission guidelines, we include at the end of the
H Kim, CJ Kim…
CJ Kim… - 2012 - ideas.repec.org
The conventional dividend-price ratio is highly persistent, and the literature reports mixed
evidence on its role in predicting stock returns. In particular, its predictive power seems to be
sensitive to the choice of the sample period. We argue that the decreasing number of firms ...
CJ Kim, Y Kim… - eea-esem.com
Abstract Given two virtually separate literatures on return predictability and the riskreturn
relation, this paper reconciles the two literatures by investigating the underlying mechanism
of the return predictability literature through exploiting the risk-return relation. In ...
[CITATION] A Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in US Real GDP
CJ Kim, JC Morley, JM Piger… - 2004 - Federal Reserve Bank of St. Louis, …
Y Kwon, DJ Lee, CJ Kim, SC Rhim… - Journal of Korean …, 1992 - KoreaMed
Abstract Asan Medical Center has installed the first Korean and Asian 201 Cobalt 60
sources gamma knife for stereotactic radiosurgery of intracranial tumors and arteriovenous
malformations. The Unit became operational at the center on May 7, 1990. In the first 4 ...
JS Bae, JB Park, JH Kim, CJ Kim… - Journal of Korean …, 2005 - jkns.or.kr
Objective: Limited data are available concerning the outcome of the patients with atypical
meningioma due to lack of the studies with large series. The authors review atypical
meningioma retrospectively and analyzed various parameters concerning its outcome.
Y Chen, CJ Kim… - 2009 - faculty.washington.edu
Abstract: Do risk-averse agents demand compensation for holding risky currencies? Is there
a “volatility feedback” effect in exchange returns as observed in the aggregate equity
market? We employ the asset market approach to develop a model of volatility feedback in ...
[CITATION] Comments and Discussion
CJ Kim… - Asian Economic Papers, 2005 - MIT Press
[CITATION] Essays on the time-varying-parameter model and the Granger causality test
CJ Kim - 1989 - University of Washington
CJ Kim - faculty.washington.edu
Abstract We show that, for a class of univariate and multivariate Markov-switching models,
exact calculation of the Beveridge-Nelson (BN) trend/cycle components is possible. The key
to exact BN trend/cycle decomposition is to recognize that the latent first-order ...
[CITATION] This differes from the final version. Must be one version before it.
J Zhu, D Wang, CJ Kim…
CJ Kim, J Piger… - c.federalreserve.gov
Abstract: This paper investigates the relationship between permanent and transitory
components of US recessions in an empirical model allowing for business cycle asymmetry.
Using a common stochastic trend representation for real GNP and consumption, we divide ...
HJ Lim, Y Kwon, JS Ahn, JH Kim, CJ Kim… - Journal of Korean …, 2000 - komci.org
CJ Kim, C Nelson… - federalreserve.gov
Abstract: Using Bayesian tests for a structural break at an unknown break date, we search
for a volatility reduction within the post-war sample for the growth rates of US aggregate and
disaggregate real GDP. We find that the growth rate of aggregate real GDP has been less ...
C Park… - 2009 - webmeets.com
Can the log dividend-price ratio forecast future stock returns? This question has been a long
time challenge to economists especially since Campbell and Shiller (1988) derived the log
present value relation between the log dividend-price ratio, stock returns, and dividend ...
S Mitra, P Brock, C Kim… - 2003 - economics.ca
Monetary authorities have often voiced their concerns about a high debt level that could
potentially restrain their ability to control the short-term interest rate as an instrument of
monetary policy. However, monetary policy rules in the literature do not account for such ...
Y Eo… - 2012 - ideas.repec.org
In this paper, we relax the assumption of constant regime-specific mean growth rates in
Hamilton's (1989) two-state Markov-switching model of the business cycle. We first present a
benchmark model, in which each regime-specific mean growth rate evolves according to a ...
S an Update… - Foundations and Trends® in Econometrics - nowpublishers.com
Abstract The purpose of this article is to present a unified econometric framework for dealing
with the issues of endogeneity in Markov-switching models and time-varying parameter
models, as developed by Kim (2004, 2006, 2009), Kim and Nelson (2006), Kim, Piger, and ...
CJ Kim - 2005 - papers.ssrn.com
Abstract Predictive regressions are subject to the well-known nite sample bias in the slope
estimator. To adjust for the bias, a two-step estimation is proposed under the typical
assumption that the predictor variable follows a rst-order autoregressive process. The rst ...
SH Heo, JH Kim, JH Suh, SR Jeon, IU Yeo… - Journal of Korean …, 1998 - jkns.or.kr
허승호· 김정훈· 서재희*· 전상룡· 여인욱· 나영신· 김창진· 권양· 이정교· 권병덕 angliogliomas
are rare benign tumors of the central nervous system consisting of neoplastic ganglion and
low grade glial cells. The purpose of our investigation was to evaluate the clinical, ...
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