ScholarWorks@Soongsil University: CHANG, SEONGYEON

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CHANG, SEONGYEON (장성연)

Research Area: 비선형 시계열, 부트스트랩, 금융경제학, Nonstationary time series analysis, Bootstrap methods, Financial econometrics

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Cointegration:2||Block bootstrap:1||Bootstrap:1||Change points:1||Common breaks:1||Confidence intervals:1||Empirical likelihood:1||Financial digitalisation:1||Fractional processes:1||Korea:1||LM test:1||Level shift:1||Level shifts:1||Localtounity:1||Monte Carlo simulations:1||Panel data:1||Price Elasticity:1||Residential Electricity Demand:1||Residential electricity demand:1||Structural Breaks:1||Structural breaks:1||Structural change:1||Unit Root:1||Unit root.:1||Weighted estimation:1||confidence interval:1||dynamic regression models:1||employment:1||financial industry:1||fractional integration:1||hypothesis testing:1||inference:1||inverted likelihood ratio:1||linear time trend:1||long memory:1||nonmonotonic power:1||quasiGLS procedure:1||scenario analysis:1||serial correlation:1||serially correlated errors:1||sieve bootstrap:1||slope change:1||spurious break:1||stationary bootstrap:1||stochastic regressor:1||structural change:1||trend function:1||고용:1||공적분:1||구조변화:1||금융 디지털화:1||금융산업:1||단위근:1||시계열 특성:1||시나리오 분석:1||Autoregressive process:1||전력 수요.:1||

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