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Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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Indirect inference for locally stationary models
Frazier, David T.; Koo, Bonsoo - In: Journal of econometrics 223 (2021) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
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High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; … - In: Journal of econometrics 219 (2020) 2, pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
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Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly; Li, Tong; Oka, Tatsushi - In: Journal of econometrics 206 (2018) 2, pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
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The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-jae - In: Journal of econometrics 193 (2016) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10011704806