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On geometric ergodicity of the MTAR processOesook Lee; Dong Wan Shin · 2000
Asymmetry and nonstationarity for a seasonal time series modelDong Wan Shin; Oesook Lee · 2007
Tests for Asymmetry in Possibly Nonstationary Time Series DataShin, Dong Wan; Lee, Oesook · Journal of Business & Economic Statistics · 2001
Tests for Asymmetry in Possibly Nonstationary Time Series DataDong Wan Shin and Oesook Lee · Journal of Business & Economic Statistics · 2001
M-Estimation for regressions with integrated regressors and arma errorsDong Wan Shin; Oesook Lee · 2004
A note on stationarity of the MTAR process on the boundary of the stationarity regionOesook Lee; Dong Wan Shin · 2001
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series modelsDong Wan Shin; Oesook Lee · 2003