Author/Creator: Chang, Seong Yeon - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Chang, Seong Yeon

1. A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models. (3rd July 2018)

Authors:: Chang, Seong Yeon; Perron, Pierre
Journal:: Econometric reviews
Issue:: Volume 37:Number 6(2018)
Page Start:: 577
Record Type:: Journal Article
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2. Bootstrap confidence intervals for a break date in linear regressions. Issue 13 (1st September 2020)

Authors:: Chang, Seong Yeon
Journal:: Journal of statistical computation and simulation
Issue:: Volume 90:Issue 13(2020)
Page Start:: 2438
Record Type:: Journal Article
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3. Inference on a Structural Break in Trend with Fractionally Integrated Errors. (5th January 2016)

Authors:: Chang, Seong Yeon; Perron, Pierre
Journal:: Journal of time series analysis
Issue:: Volume 37:Number 4(2016:Jul.)
Page Start:: 555
Record Type:: Journal Article
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4. Robust testing of time trend and mean with unknown integration order errors. Issue 17 (22nd November 2022)

Authors:: Chang, Seong Yeon; Perron, Pierre; Xu, Jiawen
Journal:: Journal of statistical computation and simulation
Issue:: Volume 92:Issue 17(2022)
Page Start:: 3561
Record Type:: Journal Article
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