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Seong Yeon Chang
Seong Yeon Chang
Department of Economics, Soongsil University
Verified email at ssu.ac.kr - Homepage
Title
Cited by
Cited by
Year
A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models
SY Chang, P Perron
Econometric Reviews 37 (6), 577-601, 2018
332018
Inference on a Structural Break in Trend with Fractionally Integrated Errors
SY Chang, P Perron
Journal of Time Series Analysis 37 (4), 555-574, 2016
172016
Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses
SY Chang, P Perron
Econometrics 5, 1-25, 2017
142017
A new test of asset return predictability with an unstable predictor
SY Chang
Economics letters 196, 109529, 2020
32020
A new test on asset return predictability with structural breaks
Z Cai, SY Chang
Journal of Financial Econometrics, nbad018, 2023
22023
Fractionally integrated processes and structural changes: theoretical analyses and bootstrap methods
SY Chang
Boston University, 2014
22014
Bootstrap confidence intervals for a break date in linear regressions
SY Chang
Journal of Statistical Computation and Simulation 90 (13), 2438-2454, 2020
12020
Robust testing of time trend and mean with unknown integration order errors
SY Chang, P Perron, J Xu
Journal of Statistical Computation and Simulation 92 (17), 3561-3582, 2022
2022
Estimation of a level shift in panel data with fractionally integrated errors
SY Chang
Economics Letters 206, 109971, 2021
2021
Estimation of Residential Electricity Demand in Korea Allowing for a Structural Break
SY Chang
Journal of Economic Theory and Econometrics 31 (4), 69-85, 2020
2020
A New Test In A Predictive Regression with Structural Breaks
Z Cai, SY Chang
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2018
2018
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