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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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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 189 (2015) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
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Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong; Linton, Oliver; Yi, Yanping - In: Journal of econometrics 200 (2017) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
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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