The following pages link to Seong Yeon Chang (Q1984470):
Displayed 6 items.
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)