Follow
Seunghwa Rho
Seunghwa Rho
Verified email at emory.edu
Title
Cited by
Cited by
Year
Are all firms inefficient?
S Rho, P Schmidt
Journal of Productivity Analysis 43, 327-349, 2015
472015
Long memory, realized volatility and heterogeneous autoregressive models
RT Baillie, F Calonaci, D Cho, S Rho
Journal of Time Series Analysis 40 (4), 609-628, 2019
362019
Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
SH Rho, TJ Vogelsang
Econometric Theory 35 (3), 601-629, 2019
92019
Time variation in the persistence of unemployment over the past century
D Cho, S Rho
Economics letters 182, 19-22, 2019
82019
Inference in time series models using smoothed-clustered standard errors
S Rho, TJ Vogelsang
Journal of econometrics 224 (1), 113-133, 2021
32021
On asymmetric volatility effects in currency markets
D Cho, S Rho
Empirical Economics, 1-29, 2022
22022
How important is modeling long memory in realized volatility
RT Baillie, F Calonaci, D Cho, S Rho
Working paper, 2018
22018
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs
RT Baillie, D Cho, S Rho
Econometrics and Statistics, 2022
12022
Reassessing growth vulnerability
D Cho, S Rho
Journal of Applied Econometrics, 2024
2024
Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility
RT Baillie, D Cho, S Rho
Empirical Economics 64 (6), 2911-2937, 2023
2023
Three essays on econometrics
S Rho
Michigan State University, 2013
2013
The system can't perform the operation now. Try again later.
Articles 1–11