Byeongchan Seong

Chung-Ang University

221 Heuksuk-dong

Dongjak-gu

Seoul, 156-756

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

206

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Cointegration Analysis with Mixed-Frequency Data

CESifo Working Paper Series No. 1939
Number of pages: 38 Posted: 28 Mar 2007
Byeongchan Seong, Sung K. Ahn and Peter A. Zadrozny
Chung-Ang University, Washington State University and U.S. Bureau of Labor Statistics - Department of Labor
Downloads 196 (159,507)

Abstract:

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missing data, Kalman filter, expectation maximization algorithm, forecasting, error correction model, smoothing, maximum likelihood estimation

2.

Maximum Eigenvalue Test for Seasonal Cointegrating Ranks

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 4, pp. 497-514, August 2006
Number of pages: 18 Posted: 27 Jul 2006
Byeongchan Seong, Sinsup Cho and Sung K. Ahn
Chung-Ang University, Seoul National University - Department of Statistics and Washington State University
Downloads 9 (606,550)
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Abstract:

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3.

Estimation of Vector Error Correction Models with Mixed‐Frequency Data

Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 194-205, 2013
Number of pages: 12 Posted: 22 Feb 2013
Byeongchan Seong, Sung Ahn and Peter A. Zadrozny
Chung-Ang University, affiliation not provided to SSRN and U.S. Bureau of Labor Statistics - Department of Labor
Downloads 1 (669,983)
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Abstract:

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Missing data, cointegration, state‐space model, Kalman filter, expectation maximization algorithm, smoothing