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Seong Y. Chang, Ph.D. - Publications

Affiliations: 
2014 Economics GRS Boston University, Boston, MA, United States 
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5 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Chang SY. Bootstrap confidence intervals for a break date in linear regressions Journal of Statistical Computation and Simulation. 90: 2438-2454. DOI: 10.1080/00949655.2020.1777998  0.307
2020 Chang SY. A new test of asset return predictability with an unstable predictor Economics Letters. 196: 109529. DOI: 10.1016/J.Econlet.2020.109529  0.322
2017 Chang S, Perron P. Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses Econometrics. 5: 5. DOI: 10.3390/Econometrics5010005  0.472
2016 Chang SY, Perron P. A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models Econometric Reviews. 1-25. DOI: 10.1080/07474938.2015.1122142  0.505
2015 Chang SY, Perron P. Inference on a Structural Break in Trend with Fractionally Integrated Errors Journal of Time Series Analysis. DOI: 10.1111/Jtsa.12176  0.476
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