A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models SY Chang, P Perron Econometric Reviews 37 (6), 577-601, 2018 | 33 | 2018 |
Inference on a Structural Break in Trend with Fractionally Integrated Errors SY Chang, P Perron Journal of Time Series Analysis 37 (4), 555-574, 2016 | 18 | 2016 |
Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses SY Chang, P Perron Econometrics 5, 1-25, 2017 | 14 | 2017 |
A new test of asset return predictability with an unstable predictor SY Chang Economics letters 196, 109529, 2020 | 3 | 2020 |
A new test on asset return predictability with structural breaks Z Cai, SY Chang Journal of Financial Econometrics, nbad018, 2023 | 2 | 2023 |
Fractionally integrated processes and structural changes: theoretical analyses and bootstrap methods SY Chang Boston University, 2014 | 2 | 2014 |
Bootstrap confidence intervals for a break date in linear regressions SY Chang Journal of Statistical Computation and Simulation 90 (13), 2438-2454, 2020 | 1 | 2020 |
Robust testing of time trend and mean with unknown integration order errors SY Chang, P Perron, J Xu Journal of Statistical Computation and Simulation 92 (17), 3561-3582, 2022 | | 2022 |
Estimation of a level shift in panel data with fractionally integrated errors SY Chang Economics Letters 206, 109971, 2021 | | 2021 |
Estimation of Residential Electricity Demand in Korea Allowing for a Structural Break SY Chang Journal of Economic Theory and Econometrics 31 (4), 69-85, 2020 | | 2020 |
A New Test In A Predictive Regression with Structural Breaks Z Cai, SY Chang WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2018 | | 2018 |