Seong Yeon Chang

From MaRDI portal
Person:1984470



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Robust testing of time trend and mean with unknown integration order errors
Journal of Statistical Computation and Simulation
2022-12-13Paper
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Econometric Reviews
2022-03-09Paper
Bootstrap confidence intervals for a break date in linear regressions
Journal of Statistical Computation and Simulation
2022-02-23Paper
Estimation of a level shift in panel data with fractionally integrated errors
Economics Letters
2021-09-16Paper
A new test of asset return predictability with an unstable predictor
Economics Letters
2020-11-04Paper
Inference on a structural break in trend with fractionally integrated errors
Journal of Time Series Analysis
2016-06-27Paper


Research outcomes over time


This page was built for person: Seong Yeon Chang