Seong Y. Chang, Ph.D. - Publications
Affiliations: | 2014 | Economics GRS | Boston University, Boston, MA, United States |
Year | Citation | Score | |||
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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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