35 Baekbeom-ro
Seoul, 121-742
Korea, Republic of (South Korea)
Sogang University - Department of Economics
Multilevel Factor Models, Principal Components, Canonical Correlation Difference, Multilevel Asset Pricing Models
unit root, panel data, factor model, internal instrument, earnings dynamics
Kalman State Smoother, Seasonal Factor, Principal Component Analysis, Climate Change, Temperature, Gasoline Price, Fresh Food Price
Kalman filter, Robust Kalman-Fuller filter, trend estimation, Hodrick-Prescott filter, Hamiton's regression