Chang Sik Kim

CFDPs

CFDP 1611 Peter C. B. Phillips, Chang Sik Kim, "Long Run Covariance Matrices for Fractionally Integrated Processes," (June 2007) [14pp, Abstract]
CFDP 1587 Chang Sik Kim, Peter C. B. Phillips, "Log Periodogram Regression: The Nonstationary Case," (October 2006) [29pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1217 Peter C. B. Phillips, Chang Sik Kim, "Long-Run Covariance Matrices for Fractionally Integrated Processes," Econometric Theory, (December 2007), 23(6): 1233-1247 (See CFDP 1611)