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The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237
Persistent link: https://www.econbiz.de/10003768237
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The monitoring test for the stability of regression models with nonstationary regressors
Lee, Sangyeol; Park, Siyun - In: Economics letters 105 (2009) 3, pp. 250-252
Persistent link: https://www.econbiz.de/10003931029
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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Noh, Jungsik; Lee, Seung Yong; Lee, Sangyeol - In: Economics letters 117 (2012) 3, pp. 734-738
Persistent link: https://www.econbiz.de/10009680721
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Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.; Khemmanant Khamthong; Lee, Sangyeol - In: Robustness in econometrics, (pp. 111-134). 2017
Persistent link: https://www.econbiz.de/10011801139
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Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi; Lee, Sangyeol - In: Robustness in econometrics, (pp. 587-598). 2017
Persistent link: https://www.econbiz.de/10011801991