Sung K. Ahn

Washington State University

Professor

Dept. of Finance and Management Science

Pullman, WA 99164-4746

United States

http://public.wsu.edu/~ahn/

SCHOLARLY PAPERS

5

DOWNLOADS

357

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Cointegration Analysis with Mixed-Frequency Data

CESifo Working Paper Series No. 1939
Number of pages: 38 Posted: 28 Mar 2007
Chung-Ang University, Washington State University and U.S. Bureau of Labor Statistics - Department of Labor
Downloads 196 (159,692)

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missing data, Kalman filter, expectation maximization algorithm, forecasting, error correction model, smoothing, maximum likelihood estimation

2.

Price Convergence Among Indian Cities: A Cointegration Approach

Number of pages: 22 Posted: 21 Jan 2006
AKM Mahbub Morshed, Sung K. Ahn and Minsoo Lee
Southern Illinois University at Carbondale - Department of Economics, Washington State University and American University of Sharjah - School of Business and Management
Downloads 124 (234,589)
Citation 1

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Law of One Price, Price Convergence, Half-life, Cointegration

3.

Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration

Oxford Bulletin of Economics and Statistics, Vol. 66, No. 2, pp. 261-284, May 2004
Number of pages: 24 Posted: 25 May 2004
Sung K. Ahn, Sinsup Cho and B. Chan Seong
Washington State University, Seoul National University - Department of Statistics and Seoul National University - Department of Statistics
Downloads 28 (492,130)
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4.

Maximum Eigenvalue Test for Seasonal Cointegrating Ranks

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 4, pp. 497-514, August 2006
Number of pages: 18 Posted: 27 Jul 2006
Byeongchan Seong, Sinsup Cho and Sung K. Ahn
Chung-Ang University, Seoul National University - Department of Statistics and Washington State University
Downloads 9 (607,334)
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5.

A Note on Testing the Nested Structure in Multivariate Regression Models

Oxford Bulletin of Economics & Statistics, Vol. 62, No. 3, July 2000
Posted: 17 Jan 2001
Sung K. Ahn and Eui Yong Lee
Washington State University and Sookmyung Women's University

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