Details about Seong Yeon Chang

Access statistics for papers by Seong Yeon Chang.

Last updated 2014-03-17. Update your information in the RePEc Author Service.

Short-id: pch918

Working Papers

2015

1. A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (15)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013) View citations (2)
2. Inference on a Structural Break in Trend with Fractionally Integrated Errors
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013)
   See also Journal Article Inference on a Structural Break in Trend with Fractionally Integrated Errors, Journal of Time Series Analysis, Wiley Blackwell (2016) View citations (9) (2016)

Journal Articles

2017

1. Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses
   Econometrics, 2017, 5, (1), 1-26 View citations (8)

2016

2. Inference on a Structural Break in Trend with Fractionally Integrated Errors
   Journal of Time Series Analysis, 2016, 37, (4), 555-574 View citations (9)
   See also Working Paper Inference on a Structural Break in Trend with Fractionally Integrated Errors, Boston University - Department of Economics - Working Papers Series (2015) (2015)