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자료 필터
자료유형
발행연도
2018 ~ 2025
2018 2025
키워드
언어
전체 10건 중 1번부터 10번까지의 결과를 표시합니다.
2025
2024
2023
Article
A New Test on Asset Return Predictability with Structural Breaks
- Cai, Zongwu ;
- Chang, Seong Yeon
- 2023-06
- Journal of Financial Econometrics
- OXFORD UNIV PRESS
2022
Article
Robust testing of time trend and mean with unknown integration order errors
- Chang, Seong Yeon ;
- Perron, Pierre ;
- Xu, Jiawen
- 2022-11
- Journal of Statistical Computation and Simulation
- TAYLOR & FRANCIS LTD
2021
Article
Estimation of a level shift in panel data with fractionally integrated errors
- 2021-09
- Economics Letters
- ELSEVIER SCIENCE SA
2020
Article
Estimation of Residential Electricity Demand in Korea Allowing for a Structural Break
- 2020-12
- Journal of Economic Theory and Econometrics
- 한국계량경제학회
Article
A new test of asset return predictability with an unstable predictor
- 2020-11
- Economics Letters
- Elsevier B.V.
Article
Bootstrap confidence intervals for a break date in linear regressions
- 2020-09
- Journal of Statistical Computation and Simulation
- Taylor and Francis Ltd.
2018
Article
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Chang, Seong Yeon ;
- Perron, Pierre
- 2018-07
- Econometric Reviews
- TAYLOR & FRANCIS INC