Tae Hwy Lee

RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES

Jesus Gonzalo, Tae-Hwy Lee, J. Gonzalo, 1996 .

Jumps in cross-sectional rank and expected returns: a mixture model

Gloria González-Rivera, Santosh Mishra, Tae Hwy Lee, 2008 .

Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models

Clive W. J. Granger, C. Granger, Tae-Hwy Lee, 1989 .