San 56-1, Silim-dong, Kwanak-ku
Seoul National University - School of Economics
return predictability, predictive regression, cointegration, LASSO
structural break, forecasting, mis-specification, cube-root asymptotics, bagging
Empirical likelihood, Non-nested tests, Conditional moment restrictions
COVID-19, trend filtering, knots, piecewise linear fitting, Hodrick-Prescott filter
fiscal policy, threshold regression, recession
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threshold regression, factors, mixed integer optimization, panel data, phase transition, oracle properties, l0-penalization
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