P.O. Box 113
Cheongryangri
Seoul 130-012
United States
729 Elm Avenue
Norman, OK 73019-2103
Korea Development Institute
University of Oklahoma
Pile-Up Problem, Profile Likelihood, Integrated Likelihood, Trend Stationary Process, Difference Stationary Process, Out-Of-Sample Prediction, Spurious Periodicity
Particle Markov Chain Monte Carlo, Regime switching, State space model, Leverage effect
Structural Break, Long-run Growth, Unobserved Component Model, Trend-cycle Decomposition, Particle Gibbs Sampling, Particle Rejuvenation
Trend-Cycle Decomposition, Unobserved Components Model, Structural Break, Gibbs Sampling
Non-Markovian Regime Switching, Markovian Regime Switching, Exogenous Switching, Endogenous Switching
Regime Switching Models, Sequential Monte Carlo Estimation, Particle Filters, Parameter Learning, Stochastic Volatility Models
Bayesian Inference, Dirichlet Process Prior, Panel Data
